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This paper introduces a new class of numerical methods for the time integration of evolution equations set as Cauchy problems of ODEs or PDEs. The systematic design of these methods mixes the Runge-Kutta collocation formalism with…
Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally,…
In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…
We provide a comprehensive survey of splitting and composition methods for the numerical integration of ordinary differential equations (ODEs). Splitting methods constitute an appropriate choice when the vector field associated with the ODE…
The computation of correspondences between shapes is a principal task in shape analysis. To this end, methods based on partial differential equations (PDEs) have been established, encompassing e.g. the classic heat kernel signature as well…
In a recent paper by Kamrani et al. (2024), exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise was discussed, and the convergence order close to the Hurst parameter H was proved.…
In the present work, a high order finite element type residual distribution scheme is designed in the framework of multidimensional compressible Euler equations of gas dynamics. The strengths of the proposed approximation rely on the…
A class of Hamiltonian stochastic differential equations with multiplicative L\'{e}vy noise in the sense of Marcus, and the construction and numerical implementation methods of symplectic Euler scheme, are considered. A general symplectic…
We introduce Spiral, a third-order integration algorithm for the rotational motion of extended bodies. It requires only one force calculation per time step, does not require quaternion normalization at each time step, and can be formulated…
This paper proposes a numerical method based on the Adomian decomposition approach for the time discretization, applied to Euler equations. A recursive property is demonstrated that allows to formulate the method in an appropriate and…
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…
We prove a general criterion providing sufficient conditions under which a time-discretiziation of a given Stochastic Differential Equation (SDE) is a uniform in time approximation of the SDE. The criterion is also, to a certain extent,…
The Euler scheme is a standard time discretization for BSDEs, but its implementation hinges on approximating conditional expectations and the associated martingale terms at each time step. We propose an implementation based on the Wiener…
We describe a newly developed hydrodynamic code for studying accretion disk processes. The numerical method uses a finite volume, nonlinear, Total Variation Diminishing (TVD) scheme to capture shocks and control spurious oscillations. It is…
A numerical method based on the hybridizable discontinuous Galerkin method in space and backward Euler in time is formulated and analyzed for solving the miscible displacement problem. Under low regularity assumptions, convergence is…
For a generic discrete-time algorithm (DTA): $z^+=g(z,s)$, where $s$ is the step size, Lu (Math. Program., 194(1):1061--1112, 2022) proposed an $O(s^r)$-resolution ordinary differential equation (ODE) framework based on the backward error…
Quantum computation, in particular Grover's algorithm, has aroused a great deal of interest since it allows for a quadratic speedup to be obtained in search procedures. Classical search procedures for an $N$ element database require at most…
Besides tensor contractions, one of the most pronounced computational bottlenecks in the non-orthogonally spin-adapted forms of the quantum chemistry methods CCSDT and CCSDTQ, and their approximate forms---including CCSD(T) and…
Based on the Beylkin-Cramer summation rule, we introduce a new fast algorithm that enable us to explore the high order statistics efficiently in large data sets. Central to this technique is to make decomposition both of fields and…
Appropriate time discretization is crucial for real-time applications of numerical optimal control, such as nonlinear model predictive control. However, if the discretization error strongly depends on the applied control input, meeting…