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An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…

Dynamical Systems · Mathematics 2019-03-18 Fikret A. Aliev , N. A. Aliev , N. I. Velieva , K. G. Gasimova , Y. V Mamedova

We propose a new approach for solving systems of conservation laws that admit a variational formulation of the time-discretized form, and encompasses the p-system or the system of elastodynamics. The approach consists of using constrained…

Numerical Analysis · Mathematics 2022-08-30 Theodoros Katsaounis , Grigorios Kounadis , Ioanna Mousikou , Athanasios E. Tzavaras

In this paper we present a novel approach towards variance reduction for discretised diffusion processes. The proposed approach involves specially constructed control variates and allows for a significant reduction in the variance for the…

Probability · Mathematics 2017-09-19 Denis Belomestny , Stefan Häfner , Tigran Nagapetyan , Mikhail Urusov

The new class of alternating-conjugate splitting methods is presented and analyzed. They are obtained by concatenating a given composition involving complex coefficients with the same composition but with the complex conjugate coefficients.…

Numerical Analysis · Mathematics 2025-12-19 J. Bernier , S. Blanes , F. Casas , A. Escorihuela-Tomàs

We present a novel approach of discretizing variable coefficient diffusion operators in the context of meshfree generalized finite difference methods. Our ansatz uses properties of derived operators and combines the discrete Laplace…

Numerical Analysis · Mathematics 2024-06-21 Heinrich Kraus , Jörg Kuhnert , Pratik Suchde

We present a new time discretization scheme adapted to the structure of GENERIC systems. The scheme is variational in nature and is based on a conditional incremental minimization. The GENERIC structure of the scheme provides stability and…

Numerical Analysis · Mathematics 2020-06-01 Ansgar Jüngel , Ulisse Stefanelli , Lara Trussardi

A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…

Numerical Analysis · Mathematics 2021-12-21 Sajje Lee Calfy , John A. Evans , David Kamensky

A novel linear classification method that possesses the merits of both the Support Vector Machine (SVM) and the Distance-weighted Discrimination (DWD) is proposed in this article. The proposed Distance-weighted Support Vector Machine method…

Machine Learning · Statistics 2015-10-09 Xingye Qiao , Lingsong Zhang

In the intricate dance of multi-agent systems, achieving average consensus is not just vital--it is the backbone of their functionality. In conventional average consensus algorithms, all agents reach an agreement by individual calculations…

Multiagent Systems · Computer Science 2024-12-12 Huqiang Cheng , Mengying Xie , Xiaowei Yang , Qingguo Lü , Huaqing Li

We are interested in the numerical approximation of non-linear stochastic differential equations (SDEs) with solution in a certain domain. Our goal is to construct explicit numerical schemes that preserve that structure. We generalize the…

Numerical Analysis · Mathematics 2017-06-28 Ioannis S. Stamatiou

In this paper, high order well-balanced finite difference weighted essentially non-oscillatory methods to solve general systems of balance laws are presented. Two different families are introduced: while the methods in the first one…

Numerical Analysis · Mathematics 2020-12-02 Carlos Parés , Carlos Parés-Pulido

The (modern) arbitrary derivative (ADER) approach is a popular technique for the numerical solution of differential problems based on iteratively solving an implicit discretization of their weak formulation. In this work, focusing on an ODE…

Numerical Analysis · Mathematics 2024-01-15 Maria Han Veiga , Lorenzo Micalizzi , Davide Torlo

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

For fourth-order geometric evolution equations for planar curves with the dissipation of the bending energy, including the Willmore and the Helfrich flows, we consider a numerical approach. In this study, we construct a structure-preserving…

Numerical Analysis · Mathematics 2022-08-29 E. Miyazaki , T. Kemmochi , T. Sogabe , S. -L. Zhang

Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…

Numerical Analysis · Mathematics 2019-07-31 Darryl D. Holm , Tomasz M. Tyranowski

This paper explores the critical role of differentiation approaches for data-driven differential equation discovery. Accurate derivatives of the input data are essential for reliable algorithmic operation, particularly in real-world…

Machine Learning · Computer Science 2023-11-13 Mikhail Masliaev , Ilya Markov , Alexander Hvatov

In this paper we introduce a procedure, based on the method of equivariant moving frames, for formulating continuous Galerkin finite element schemes that preserve the Lie point symmetries of initial value problems for ordinary differential…

Numerical Analysis · Mathematics 2020-04-02 Alex Bihlo , James Jackaman , Francis Valiquette

The classic second-order average vector field (AVF) method can exactly preserve the energy for Hamiltonian ordinary differential equations and partial differential equations. However, the AVF method inevitably leads to fully-implicit…

Numerical Analysis · Mathematics 2018-06-29 Wenjun Cai , Haochen Li , Yushun Wang

The accurate numerical solution of partial differential equations is a central task in numerical analysis allowing to model a wide range of natural phenomena by employing specialized solvers depending on the scenario of application. Here,…

Numerical Analysis · Mathematics 2022-12-13 Moritz Reh , Martin Gärttner

We present a comparison of real-space methods based on regular grids for electronic structure calculations that are designed to have basis set variational properties, using as a reference the conventional method of finite differences (a…

Materials Science · Physics 2009-11-07 Chris-Kriton Skylaris , Oswaldo Dieguez , Peter D. Haynes , Mike C. Payne