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An exponential time-integrator scheme of second-order accuracy based on the predictor-corrector methodology, denoted PCEXP, is developed to solve multi-dimensional nonlinear partial differential equations pertaining to fluid dynamics. The…

Computational Physics · Physics 2018-05-09 Shu-Jie Li , Li-Shi Luo , Z. J. Wang , Lili Ju

Momentum methods play a significant role in optimization. Examples include Nesterov's accelerated gradient method and the conditional gradient algorithm. Several momentum methods are provably optimal under standard oracle models, and all…

Optimization and Control · Mathematics 2018-03-13 Ashia C. Wilson , Benjamin Recht , Michael I. Jordan

Gradient descent method, as one of the major methods in numerical optimization, is the key ingredient in many machine learning algorithms. As one of the most fundamental way to solve the optimization problems, it promises the function value…

Quantum Physics · Physics 2021-02-01 Keren Li , Shijie Wei , Feihao Zhang , Pan Gao , Zengrong Zhou , Tao Xin , Xiaoting Wang , Guilu Long

We propose two efficient numerical approaches for solving variable-order fractional optimal control-affine problems. The variable-order fractional derivative is considered in the Caputo sense, which together with the Riemann-Liouville…

Optimization and Control · Mathematics 2020-10-14 Somayeh Nemati , Delfim F. M. Torres

For the linearized setting of the dynamics of complex bodies we construct variational integrators and prove their convergence by making use of BV estimates on the rate fields. We allow for peculiar substructural inertia and internal…

Mathematical Physics · Physics 2008-03-12 Matteo Focardi , Paolo Maria Mariano

We present an explicit multiscale algorithm for solving differential equations for problems with high-frequency modes that can be averaged over by separating and scaling the fast and slow dynamics within a single equation. We introduce a…

Plasma Physics · Physics 2026-05-29 Maxwell H. Rosen , Manaure Francisquez , Gregory W. Hammett

We propose a reformulation for the integral equations approach of Jain, Breunung \& Haller [Nonlinear Dyn. 97, 313--341 (2019)] to steady-state response computation for periodically forced nonlinear mechanical systems. This reformulation…

Computational Engineering, Finance, and Science · Computer Science 2021-06-01 Gergely Buza , George Haller , Shobhit Jain

Generalized Langevin dynamics (GLD) arise in the modeling of a number of systems, ranging from structured fluids that exhibit a viscoelastic mechanical response, to biological systems, and other media that exhibit anomalous diffusive…

Computational Physics · Physics 2013-07-25 Andrew D. Baczewski , Stephen D. Bond

For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…

Optimization and Control · Mathematics 2026-03-25 Geng-Hua Li , Hai-Yi Zhao , Xiangkai Sun

Accurate approximations of the change of system's output and its statistics with respect to the input are highly desired in computational dynamics. Ruelle's linear response theory provides breakthrough mathematical machinery for computing…

Dynamical Systems · Mathematics 2021-09-29 Adam A. Sliwiak , Qiqi Wang

The robustness of dynamical systems against external perturbations is crucial in engineering; however, it is often overlooked for the lack of methods for rapidly computing it. This paper proposes a novel algorithm for estimating the…

Dynamical Systems · Mathematics 2023-06-27 Bence Szaksz , Gabor Stepan , Giuseppe Habib

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…

Designing molecules with optimized properties remains a fundamental challenge due to the intricate relationship between molecular structure and properties. Traditional computational approaches that address the combinatorial number of…

Quantum Physics · Physics 2025-08-25 Francesco Calcagno , Delmar G. A. Cabral , Ivan Rivalta , Victor S. Batista

In this paper, we present a new, optimization-based method to exhibit cyclic behavior in non-reversible stochastic processes. While our method is general, it is strongly motivated by discrete simulations of ordinary differential equations…

Data Structures and Algorithms · Computer Science 2016-09-12 Isabel Beckenbach , Leon Eifler , Konstantin Fackeldey , Ambros Gleixner , Andreas Grever , Marcus Weber , Jakob Witzig

Modeling and predicting the dynamics of complex multiscale systems remains a significant challenge due to their inherent nonlinearities and sensitivity to initial conditions, as well as limitations of traditional machine learning methods…

Machine Learning · Computer Science 2025-10-23 Elias Al Ghazal , Jad Mounayer , Beatriz Moya , Sebastian Rodriguez , Chady Ghnatios , Francisco Chinesta

Discrete gradients (DG) or more exactly discrete gradient methods are time integration schemes that are custom-built to preserve first integrals or Lyapunov functions of a given ordinary differential equation (ODE). In conservative…

Numerical Analysis · Mathematics 2024-01-09 Volker Grimm , Tobias Kliesch , G. R. W. Quispel

We present a practical numerical method for evaluating the Lagrange multipliers necessary for maintaining a constrained linear geometry of particles in dynamical simulations. The method involves no iterations, and is limited in accuracy…

Materials Science · Physics 2010-12-16 Horacio Tapia-McClung , Niels Grønbech-Jensen

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

Nonlinear parametric inverse problems appear in many applications and are typically very expensive to solve, especially if they involve many measurements. These problems pose huge computational challenges as evaluating the objective…

Numerical Analysis · Mathematics 2020-03-25 Drayton Munster , Eric de Sturler

In multiobjective optimization, inertial gradient systems accelerate convergence toward weakly Pareto optimal solutions. To achieve even faster convergence, we introduce a multiobjective inertial gradient system with time scaling (MITS),…

Optimization and Control · Mathematics 2026-01-08 Yingdong Yin