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Symplectic integration algorithms have become popular in recent years in long-term orbital integrations because these algorithms enforce certain conservation laws that are intrinsic to Hamiltonian systems. For problems with large variations…
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal…
In this paper, we present a new variational integrator for problems in Lagrangian mechanics. Using techniques from Galerkin variational integrators, we construct a scheme for numerical integration that converges geometrically, and is…
In this paper we lay the foundation for a numerical algorithm to simulate high-dimensional coupled FBSDEs under weak coupling or monotonicity conditions. In particular, we prove convergence of a time discretization and a Markovian…
The method of choice for integrating the equations of motion of the general N-body problem has been to use an individual time step scheme. For the sake of efficiency, block time steps have been the most popular, where all time step sizes…
Constraints are found on the spatial variation of finite-time Lyapunov exponents of two and three-dimensional systems of ordinary differential equations. In a chaotic system, finite-time Lyapunov exponents describe the average rate of…
Computational efficiency demands discretised, hierarchically organised, and individually adaptive time-step sizes (known as the block-step scheme) for the time integration of N-body models. However, most existing N-body codes adapt…
Finite-dimensional non-canonical Hamiltonian systems arise naturally from Hamilton's principle in phase space. We present a method for deriving variational integrators that can be applied to perturbed non-canonical Hamiltonian systems on…
We examine several numerical techniques for the calculation of the dynamics of quantum systems. In particular, we single out an iterative method which is based on expanding the time evolution operator into a finite series of Chebyshev…
We present a method that connects a well-established nonlinear (bilinear) identification method from time-domain data with neural network (NNs) advantages. The main challenge for fitting bilinear systems is the accurate recovery of the…
The time-symmetric block time--step (TSBTS) algorithm is a newly developed efficient scheme for $N$--body integrations. It is constructed on an era-based iteration. In this work, we re-designed the TSBTS integration scheme with dynamically…
A typical procedure to integrate numerically the time dependent Schr\"o\-din\-ger equation involves two stages. In the first one carries out a space discretization of the continuous problem. This results in the linear system of differential…
A parallel time integration method for nonlinear partial differential equations is proposed. It is based on a new implementation of the Paraexp method for linear partial differential equations (PDEs) employing a block Krylov subspace…
This paper proposes and analyzes an implicit-explicit BDF-Galerkin scheme of second order for the time-dependent nonlinear thermistor problem. For this, we combine the second-order backward differentiation formula with special extrapolation…
A novel numerical approach to solving the shallow-water equations on the sphere using high-order numerical discretizations in both space and time is proposed. A space-time tensor formalism is used to express the equations of motion…
An interesting family of geometric integrators for Lagrangian systems can be defined using discretizations of the Hamilton's principle of critical action. This family of geometric integrators is called variational integrators. In this…
The Cahn-Hilliard equation has been widely employed within various mathematical models in physics, chemistry and engineering. Explicit stabilized time stepping methods can be attractive for time integration of the Cahn-Hilliard equation,…
We develop a numerical method for solving a system of nonlinear integral equations involving two integral terms: at the current time t, one integral is taken from 0 to t, and a different integral is taken from t to infinity. We prove the…
A complete error analysis of variational integrators is obtained, by blowing up the discrete variational principles, all of which have a singularity at zero time-step. Divisions by the time step lead to an order that is one less than…
This paper studies the stabilization and safety problems of nonlinear time-delay systems, where time delays exist in system state and affect the controller design. Following the Razumikhin approach, we propose a novel control…