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We investigate the influence of numerical discretization errors on computed averages in a molecular dynamics simulation of TIP4P liquid water at 300 K coupled to different deterministic (Nos\'e-Hoover and Nos\'e-Poincar\'e) and stochastic…

Computational Physics · Physics 2014-12-23 Ruslan L. Davidchack

Discrete Element Methods (DEM), i.e.~the simulation of many rigid particles, suffer from very stiff differential equations plus multiscale challenges in space and time. The particles move smoothly through space until they interact almost…

Mathematical Software · Computer Science 2023-09-28 Peter Noble , Tobias Weinzierl

This report presents a low computational and cognitive complexity, stable, time accurate and adaptive method for the Navier-Stokes equations. The improved method requires a minimally intrusive modification to an existing program based on…

Numerical Analysis · Mathematics 2019-02-01 Victor DeCaria , William Layton , Haiyun Zhao

We extend slow manifolds near a transcritical singularity in a fast-slow system given by the explicit Euler discretization of the corresponding continuous-time normal form. The analysis uses the blow-up method and direct trajectory-based…

Dynamical Systems · Mathematics 2019-07-16 Maximilian Engel , Christian Kuehn

We propose and analyze a stabilizing iteration scheme for the algorithmic implementation of model predictive control for linear discrete-time systems. Polytopic input and state constraints are considered and handled by means of so-called…

Optimization and Control · Mathematics 2016-04-07 Christian Feller , Christian Ebenbauer

Recent applications (e.g. active gels and self-assembly of elastic sheets) motivate the need to efficiently simulate the dynamics of thin elastic sheets. We present semi-implicit time stepping algorithms to improve the time step constraints…

Computational Physics · Physics 2019-10-23 Silas Alben , Alex A. Gorodetsky , Donghak Kim , Robert D. Deegan

We consider a family of conforming space-time finite element discretizations for the wave equation based on splines of maximal regularity in time. Traditional techniques may require a CFL condition to guarantee stability. Recent works by O.…

Numerical Analysis · Mathematics 2024-10-25 Matteo Ferrari , Sara Fraschini

We consider the scientifically challenging and policy-relevant task of understanding the past and projecting the future dynamics of the Antarctic ice sheet. The Antarctic ice sheet has shown a highly nonlinear threshold response to past…

Applications · Statistics 2019-08-20 Ben Seiyon Lee , Murali Haran , Robert Fuller , David Pollard , Klaus Keller

This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…

To a large extent, the stiffness of the bidomain and monodomain models depends on the choice of the ionic model, which varies in terms of complexity and realism. In this paper, we compare and analyze a variety of time-stepping methods:…

Numerical Analysis · Mathematics 2020-06-05 Thomas Roy , Yves Bourgault , Charles Pierre

A space-time fully adaptive multiresolution method for evolutionary non-linear partial differential equations is presented introducing an improved local time-stepping method. The space discretisation is based on classical finite volumes,…

Numerical Analysis · Mathematics 2019-05-22 Müller Moreira Lopes , Margarete Oliveira Domingues , Kai Schneider , Odim Mendes

Computational multi-scale methods capitalize on a large time-scale separation to efficiently simulate slow dynamics over long time intervals. For stochastic systems, one often aims at resolving the statistics of the slowest dynamics. This…

Numerical Analysis · Mathematics 2021-05-14 Kristian Debrabant , Giovanni Samaey , Przemysław Zieliński

Dynamic simulation plays a crucial role in power system transient stability analysis, but traditional numerical integration-based methods are time-consuming due to the small time step sizes. Other semi-analytical solution methods, such as…

Systems and Control · Electrical Eng. & Systems 2025-03-14 Kaiyang Huang , Yang Liu , Kai Sun , Feng Qiu

We present a new efficient computational approach for time-dependent first-order Hamilton-Jacobi-Bellman PDEs. Since our method is based on a time-implicit Eulerian discretization, the numerical scheme is unconditionally stable, but…

Numerical Analysis · Mathematics 2013-06-18 Alexander Vladimirsky , Changxi Zheng

This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…

Numerical Analysis · Mathematics 2024-09-27 Sudarshan Santra , Ratikanta Behera

We propose a time-adaptive predictor/multi-corrector method to solve hyperbolic partial differential equations, based on the generalized-$\alpha$ scheme that provides user-control on the numerical dissipation and second-order accuracy in…

Numerical Analysis · Mathematics 2022-10-11 Nicolas A. Labanda , Pouria Behnoudfar , Victor M. Calo

We consider the use of adaptive timestepping to allow a strong explicit Euler-Maruyama discretisation to reproduce dynamical properties of a class of nonlinear stochastic differential equations with a unique equilibrium solution and…

Numerical Analysis · Mathematics 2017-06-13 Cónall Kelly , Alexandra Rodkina , Eeva Maria Rapoo

Space and time scales are not independent in diffusion. In fact, numerical simulations show that different patterns are obtained when space and time steps ($\Delta x$ and $\Delta t$) are varied independently. On the other hand, anisotropy…

patt-sol · Physics 2015-06-26 Rui Dilao , Joaquim Sainhas

We investigate a local incremental stationary scheme for the numerical solution of rate-independent systems. Such systems are characterized by a (possibly) non-convex energy and a dissipation potential, which is positively homogeneous of…

Numerical Analysis · Mathematics 2022-04-13 Merlin Andreia , Christian Meyer

The pressure-correction method is a well established approach for simulating unsteady, incompressible fluids. It is well-known that implicit discretization of the time derivative in the momentum equation e.g. using a backward…

Numerical Analysis · Mathematics 2024-07-17 Utku Kaya , Thomas Richter