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We present a new method for developing time step controllers based on a technique from the field of machine learning. This method is applicable to stable time integrators that have an embedded scheme, i.e., that have local error estimation…
We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the standard time stepping methods which uses basic increments of…
Emphatic temporal difference (ETD) learning (Sutton et al., 2016) is a successful method to conduct the off-policy value function evaluation with function approximation. Although ETD has been shown to converge asymptotically to a desirable…
Implicit-Explicit (IMEX) schemes are widely used for time integration methods for approximating solutions to a large class of problems. In this work, we develop accurate a posteriori error estimates of a quantity of interest for…
Digital Elevation Models (DEMs) are indispensable in the fields of remote sensing and photogrammetry, with their refinement and enhancement being critical for a diverse array of applications. Numerous methods have been developed for…
We propose a new paradigm for designing efficient p-adaptive arbitrary high order methods. We consider arbitrary high order iterative schemes that gain one order of accuracy at each iteration and we modify them in order to match the…
This work constructs and analyzes new efficient high-order two-derivative diagonally implicit Runge--Kutta (TDDIRK) schemes with optimized phase errors. Specifically, we present a convergence result for TDDIRK methods and investigate their…
A numerical search approach is used to design high-order diagonally implicit Runge-Kutta (DIRK) schemes equipped with embedded error estimators, some of which have identical diagonal elements (SDIRK) and explicit first stage (ESDIRK). In…
In this paper, we propose two novel modulation concepts based on a simple maximum distance separable (MDS) code { and show that these concepts can achieve better error performance than index modulation (IM) and related schemes.} In the…
In this paper we present a new method for deriving It\^{o} stochastic delay differential equations (SDDEs) from delayed chemical master equations (DCMEs). Considering alternative formulations of SDDEs that can be derived from the same DCME,…
Exponential Runge--Kutta methods have shown to be competitive for the time integration of stiff semilinear parabolic PDEs. The current construction of stiffly accurate exponential Runge--Kutta methods, however, relies on a convergence…
Maxwell equations describe the propagation of electromagnetic waves and are therefore fundamental to understanding many problems encountered in the study of antennas and electromagnetics. The aim of this paper is to propose and analyse an…
The concept of effective order is a popular methodology in the deterministic literature for the construction of efficient and accurate integrators for differential equations over long times. The idea is to enhance the accuracy of a…
In this work, we present a novel class of parallelizable high-order time integration schemes for the approximate solution of additive ODEs. The methods achieve high order through a combination of a suitable quadrature formula involving…
We analyze the behaviour of an ensemble of time integrators applied to the semi-discrete problem resulting from the spectral discretization of the equations describing Boussinesq convection in a cylindrical annulus. The equations are cast…
Implicit-explicit (IMEX) time stepping methods can efficiently solve differential equa- tions with both stiff and nonstiff components. IMEX Runge-Kutta methods and IMEX linear multistep methods have been studied in the literature. In this…
We present a spectral-domain (SD) technique for the efficient analysis of metasurfaces. The metasurface is modeled by generalized sheet transition conditions (GSTCs) as a zero-thickness sheet creating a discontinuity in the electromagnetic…
In this paper, we concentrate on solving second-order singularly perturbed Fredholm integro-differential equations (SPFIDEs). It is well known that solving these equations analytically is a challenging endeavor because of the presence of…
We construct a high-order adaptive time stepping scheme for vesicle suspensions with viscosity contrast. The high-order accuracy is achieved using a spectral deferred correction (SDC) method, and adaptivity is achieved by estimating the…
In the treatment plan optimization for intensity modulated radiation therapy (IMRT), dose-deposition coefficient (DDC) matrix is often pre-computed to parameterize the dose contribution to each voxel in the volume of interest from each…