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We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…

Numerical Analysis · Mathematics 2025-12-10 B. Leimkuhler , A. Sharma , M. V. Tretyakov

In this paper, we consider the problem of controlling a dynamical system such that its trajectories satisfy a temporal logic property in a given amount of time. We focus on multi-affine systems and specifications given as syntactically…

Systems and Control · Computer Science 2012-03-27 Ebru Aydin Gol , Calin Belta

We present a novel implicit scheme for the numerical solution of time-dependent conservation laws. The core idea of the presented method is to exploit and approximate the mixed spatial-temporal derivative of the solution that occurs…

Numerical Analysis · Mathematics 2022-12-13 Peter Frolkovič , Michal Žeravý

The objective of this article is to complete preliminary results concerning the time-minimal control of dissipative two-level quantum systems whose dynamics is governed by Lindblad equations. The extremal system is described by a…

Mathematical Physics · Physics 2016-11-17 B. Bonnard , M. Chyba , D. Sugny

Many interesting physical problems described by systems of hyperbolic conservation laws are stiff, and thus impose a very small time-step because of the restrictive CFL stability condition. In this case, one can exploit the superior…

Numerical Analysis · Mathematics 2025-02-17 Gabriella Puppo , Matteo Semplice , Giuseppe Visconti

This paper addresses how two time integration schemes, the Heun's scheme for explicit time integration and the second-order Crank-Nicolson scheme for implicit time integration, can be coupled spatially. This coupling is the prerequisite to…

Computational Physics · Physics 2019-10-02 Laurent Muscat , Guillaume Puigt , Marc Montagnac , Pierre Brenner

Energy methods for constructing time-stepping algorithms are of increased interest in application to nonlinear problems, since numerical stability can be inferred from the conservation of the system energy. Alternatively, symplectic…

Computational Physics · Physics 2020-08-24 Vasileios Chatziioannou

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…

Numerical Analysis · Mathematics 2025-07-22 Markus Bachmayr , Matthieu Dolbeault , Polina Sachsenmaier

A dynamical system with discrete time is studied by means of algebraic geometry. The system admits a reduction that is interpreted as a classical field theory in 2+1-dimensional wholly discrete space-time. The integrals of motion of a…

High Energy Physics - Theory · Physics 2007-05-23 I. G. Korepanov

By leveraging the natural geometry of a smooth probabilistic system, Hamiltonian Monte Carlo yields computationally efficient Markov Chain Monte Carlo estimation. At least provided that the algorithm is sufficiently well-tuned. In this…

Methodology · Statistics 2016-01-05 Michael Betancourt

We introduce a numerical method to integrate the stochastic Landau-Lifshitz-Gilbert equation in spherical coordinates for generic discretization schemes. This method conserves the magnetization modulus and ensures the approach to…

Statistical Mechanics · Physics 2014-08-27 Federico Romá , Leticia F. Cugliandolo , Gustavo S. Lozano

A numerical integrator is presented that computes a symmetric or skew-symmetric low-rank approximation to large symmetric or skew-symmetric time-dependent matrices that are either given explicitly or are the unknown solution to a matrix…

Numerical Analysis · Mathematics 2024-09-23 Gianluca Ceruti , Christian Lubich

Existing structural analysis methods may fail to find all hidden constraints for a system of differential-algebraic equations with parameters if the system is structurally unamenable for certain values of the parameters. In this paper, for…

Numerical Analysis · Mathematics 2024-01-11 Wenqiang Yang , Wenyuan Wu , Greg Reid

A new approach is developed to integrate numerically the equations of motion for systems of interacting rigid polyatomic molecules. With the aid of a leapfrog framework, we directly involve principal angular velocities into the integration,…

Computational Physics · Physics 2007-05-23 Igor P. Omelyan

A method of numerically solving the Maxwell equations is considered for modeling harmonic electromagnetic fields. The vector finite element method makes it possible to obtain a physically consistent discretization of the differential…

Numerical Analysis · Mathematics 2026-01-05 Andrew V. Terekhov

This article considers Hamiltonian mechanical systems with potential functions admitting jump discontinuities. The focus is on accurate and efficient numerical approximations of their solutions, which will be defined via the laws of…

Numerical Analysis · Mathematics 2022-01-05 Molei Tao , Shi Jin

Computational modelling of metal-electrolyte reactions is central to the understanding and prediction of a wide range of physical phenomena, yet this is often challenging owing to the presence of numerical oscillations that arise due to…

Chemical Physics · Physics 2023-02-07 T. Hageman , E. Martínez-Pañeda

In this paper, we propose an implicit staggered algorithm for crystal plasticity finite element method (CPFEM) which makes use of dynamic relaxation at the constitutive integration level. An uncoupled version of the constitutive system…

Numerical Analysis · Mathematics 2024-06-27 Pedro Areias , Charles dos Santos , Rui Melicio , Nuno Silvestre

When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon…

Computational Physics · Physics 2014-08-08 David A. Sivak , John D. Chodera , Gavin E. Crooks

A novel method to solve inverse problems for the wave equation is introduced. The method is a combination of the boundary control method and an iterative time reversal scheme, leading to adaptive imaging of coefficient functions of the wave…

Analysis of PDEs · Mathematics 2007-05-23 Kenrick Bingham , Yaroslav Kurylev , Matti Lassas , Samuli Siltanen