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We introduce exponential numerical integration methods for stiff stochastic dynamical systems of the form $d\mathbf{z}_t = L(t)\mathbf{z}_tdt + \mathbf{f}(t)dt + Q(t)d\mathbf{W}_t$. We consider the setting of time-varying operators $L(t),…

Numerical Analysis · Mathematics 2022-12-20 Dev Jasuja , P. J. Atzberger

Imaginary-time path integral (PI) is a rigorous tool to compute static properties at finite temperatures. However, the stiff PI internal modes poses a sampling challenge. This is commonly tackled using staging coordinates, in which the free…

Statistical Mechanics · Physics 2024-08-23 Sabry G. Moustafa , Andrew J. Schultz

Combinatorial optimization problems are ubiquitous in industrial applications. However, finding optimal or close-to-optimal solutions can often be extremely hard. Because some of these problems can be mapped to the ground-state search of…

Quantum Physics · Physics 2025-09-04 Junpeng Hou , Amin Barzegar , Helmut G. Katzgraber

In the following, we discuss nonlinear simulations of nonlinear dynamical systems, which are applied in technical and biological models. We deal with different ideas to overcome the treatment of the nonlinearities and discuss a novel…

Numerical Analysis · Mathematics 2014-12-01 Juergen Geiser , Vahid Yaghoubi

Using existing, forward-in-time integration schemes, we demonstrate that it is possible to compute unstable, saddle-type fixed points of stiff systems of ODEs when the stable compenents are fast (i.e., rapidly damped) while the unstable…

Chaotic Dynamics · Physics 2007-05-23 C. W. Gear , Ioannis Kevrekidis

An optomechanical oscillator undergoes a Hopf bifurcation that connects two dynamical regimes with different information-processing capabilities: thermal Brownian motion and coherent self-sustained oscillation. Below threshold, the…

A fixed time-step variational integrator cannot preserve momentum, energy, and symplectic form simultaneously for nonintegrable systems. This barrier can be overcome by treating time as a discrete dynamic variable and deriving adaptive…

Numerical Analysis · Mathematics 2022-08-17 Harsh Sharma , Jeff Borggaard , Mayuresh Patil , Craig Woolsey

One-variable thermostats are studied as a generalization of the Nos\'e--Hoover method which is aimed to achieve Gibbs' canonical distribution with conserving the time-reversibility. A condition for equations of motion for the system with…

Statistical Mechanics · Physics 2015-06-25 Hiroshi Watanabe , Hiroto Kobayashi

This article explains and illustrates the use of a set of coupled dynamical equations, second order in a fictitious time, which converges to solutions of stationary Schr\"{o}dinger equations with additional constraints. We include three…

Computational Physics · Physics 2020-10-21 M. Ogren , M. Gulliksson

Oscillator Ising machines (OIMs) represent an exemplar case of using physics-inspired non-linear dynamical systems to solve computationally challenging combinatorial optimization problems (COPs). The computational performance of such…

Machine Learning · Computer Science 2025-04-15 E. M. H. E. B. Ekanayake , N. Shukla

This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises. The proposed numerical procedure relies on the introduction of an integral…

Statistical Mechanics · Physics 2011-08-09 Giulio Cottone

Nonlinear dynamical systems such as coupled oscillators are being actively investigated as Ising machines for solving computationally hard problems in combinatorial optimization. Prior works have established the equivalence between the…

Dynamical Systems · Mathematics 2023-01-19 Mohammad Khairul Bashar , Zongli Lin , Nikhil Shukla

In many applications, one needs to learn a dynamical system from its solutions sampled at a finite number of time points. The learning problem is often formulated as an optimization problem over a chosen function class. However, in the…

Numerical Analysis · Mathematics 2026-04-24 Bing-Ze Lu , Richard Tsai

In the last few decades, numerical simulation for nonlinear oscillators has received a great deal of attention, and many researchers have been concerned with the design and analysis of numerical methods for solving oscillatory problems. In…

Numerical Analysis · Mathematics 2020-12-25 Yu-Wen Li , Xinyuan Wu

Learning to simulate complex physical systems from data has emerged as a promising way to overcome the limitations of traditional numerical solvers, which often require prohibitive computational costs for high-fidelity solutions. Recent…

Machine Learning · Computer Science 2026-02-12 Tai Hoang , Alessandro Trenta , Alessio Gravina , Niklas Freymuth , Philipp Becker , Davide Bacciu , Gerhard Neumann

A stochastic wavevector approach is formulated to accurately represent compressible turbulence subject to rapid deformations. This approach is inspired by the incompressible particle representation model of Kassinos (1995) and preserves the…

Fluid Dynamics · Physics 2025-01-30 Noah Zambrano , Karthik Duraisamy

We aim at an understanding of the dynamical properties of a periodically driven damped harmonic oscillator coupled to a Random Field Ising Model (RFIM) at zero temperature, which is capable to show complex hysteresis. The system is a…

Chaotic Dynamics · Physics 2020-06-25 Paul Zech , Andreas Otto , Günter Radons

In dynamic systems that adapt to users' needs and changing environments, dependability needs cannot be avoided. This paper proposes an orthogonal fault tolerance model as a means to manage and reason about multiple fault tolerance…

Software Engineering · Computer Science 2014-04-29 Sobia K Khan

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Numerical Analysis · Mathematics 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

In this tutorial, three examples of stochastic systems are considered: A strongly-damped oscillator, a weakly-damped oscillator and an undamped oscillator (integrator) driven by noise. The evolution of these systems is characterized by the…

Statistical Mechanics · Physics 2022-02-02 C. J. McKinstrie , T. J. Stirling , A. S. Helmy