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We made a comparative analysis of numerical methods for multidimensional optimization. The main parameter is a number of computations of the test function to reach necessary accuracy, as it is computationally "slow". For complex functions,…
We provide a new theoretical framework for the variable-step deferred correction (DC) methods based on the well-known BDF2 formula. By using the discrete orthogonal convolution kernels, some high-order BDF2-DC methods are proven to be…
We analyse a Eulerian Finite Element method, combining a Eulerian time-stepping scheme applied to the time-dependent Stokes equations using the CutFEM approach with inf-sup stable Taylor-Hood elements for the spatial discretisation. This is…
In this paper, a new implicit-explicit local method with an arbitrary order is produced for stiff initial value problems. Here, a general method for one-step time integrations has been created, considering a direction free approach for…
An adaptive BDF2 implicit time-stepping method is analyzed for the phase field crystal model. The suggested method is proved to preserve a modified energy dissipation law at the discrete levels if the time-step ratios…
This study aims to construct a stable, high-order compact finite difference method for solving Sobolev-type equations with Dirichlet boundary conditions in one-space dimension. Approximation of higher-order mixed derivatives in some…
We develop time integration methods in low-rank representation that can adaptively adjust approximation ranks to achieve a prescribed accuracy, while ensuring that these ranks remain proportional to the corresponding best approximation…
Variational time discretization schemes are getting of increasing importance for the accurate numerical approximation of transient phenomena. The applicability and value of mixed finite element methods (MFEM) in space for simulating…
Bifurcation equations, non-degeneracy and transversality conditions are obtained for the fold, transcritical, pitchfork and flip bifurcations for periodic points of one dimensional implicitly defined discrete dynamical systems. The backward…
We consider the implementation of the split-step method where the linear part of the nonlinear Schr\"odinger equation is solved using a finite-difference discretization of the spatial derivative. The von Neumann analysis predicts that this…
In this paper we consider the numerical approximation of a semilinear reaction-diffusion model problem (PDEs) by means of reduced order methods (ROMs) based on proper orthogonal decomposition (POD). We focus on the time integration of the…
A mathematical programming model for a class of single machine family scheduling problem is described in this technical report, with the aim of comparing the performance in solving the scheduling problem by means of mathematical programming…
Unconditionally stable time stepping schemes are useful and often practically necessary for advancing parabolic operators in multi-scale systems. However, serious accuracy problems may emerge when taking time steps that far exceed the…
We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…
In this note we consider splitting methods based on linear multistep methods and stabilizing corrections. To enhance the stability of the methods, we employ an idea of Bruno & Cubillos (2016) who combine a high-order extrapolation formula…
An implicit mass-matrix penalization (IMMP) of Hamiltonian dynamics is proposed, and associated dynamical integrators, as well as sampling Monte-Carlo schemes, are analyzed for systems with multiple time scales. The penalization is based on…
Two finite element approximations of the Oldroyd-B model for dilute polymeric fluids are considered, in bounded 2- and 3-dimensional domains, under no flow boundary conditions. The pressure and the symmetric conformation tensor are…
This work develops Monte Carlo Euler adaptive time stepping methods for the weak approximation problem of jump diffusion driven stochastic differential equations. The main result is the derivation of a new expansion for the omputational…
Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment computations, nonlinearities in the dynamics lead to unclosed…
Approximation theory for Lyapunov and Sacker-Sell spectra based upon QR techniques is used to analyze the stability of a one-step method solving a time-dependent, linear, ordinary differential equation (ODE) initial value problem in terms…