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We introduce a novel Multi-Order Monte Carlo approach for uncertainty quantification in the context of multiscale time-dependent partial differential equations. The new framework leverages Implicit-Explicit Runge-Kutta time integrators to…

Numerical Analysis · Mathematics 2026-04-08 Giulia Bertaglia , Walter Boscheri , Lorenzo Pareschi

We present an energy-conserving numerical scheme to solve the Vlasov-Maxwell (VM) system based on the regularized moment method proposed in [Z. Cai, Y. Fan, and R. Li. CPAM, 2014]. The globally hyperbolic moment system is deduced for the…

Numerical Analysis · Mathematics 2023-01-25 Tianai Yin , Xinghui Zhong , Yanli Wang

Recently, a new family of integrators (Hamiltonian Boundary ValueMethods) has been introduced, which is able to precisely conserve the energy function of polynomial Hamiltonian systems and to provide a practical conservation of the energy…

Numerical Analysis · Mathematics 2010-10-19 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

To mitigate dissipative effects from environmental interactions and efficiently stabilize quantum states, time-optimal control has emerged as an effective strategy for open quantum systems. This paper extends the framework by incorporating…

Quantum Physics · Physics 2025-08-25 Yunyan Lee , Ian R. Petersen , Daoyi Dong

This paper introduces a novel second-order splitting scheme for charged-particle dynamics in strong magnetic fields characterized by the maximal ordering. The proposed scheme is explicit and symmetric, which respectively ensure the…

Numerical Analysis · Mathematics 2026-04-14 Mengting Hu , Jiyong Li , Bin Wang

We construct high order symmetric volume-preserving methods for the relativistic dynamics of a charged particle by the splitting technique with processing. Via expanding the phase space to include time $t$, we give a more general…

Computational Physics · Physics 2016-10-12 Yang He , Yajuan Sun , Ruili Zhang , Yulei Wang , Jian Liu , Hong Qin

We propose a numerical method to solve parameter-dependent hyperbolic partial differential equations (PDEs) with a moment approach, based on a previous work from Marx et al. (2020). This approach relies on a very weak notion of solution of…

Numerical Analysis · Mathematics 2024-07-17 Clément Cardoen , Swann Marx , Anthony Nouy , Nicolas Seguin

When dealing with stiff conservation laws, explicit time integration forces to employ very small time steps, due to the restrictive CFL stability condition. Implicit methods offer an alternative, yielding the possibility to choose the time…

Numerical Analysis · Mathematics 2026-03-26 Alessandra Zappa , Matteo Semplice

Accurate models of the dynamics of quantum circuits are essential for optimizing and advancing quantum devices. Since first-principles models of environmental noise and dissipation in real quantum systems are often unavailable, deriving…

Quantum Physics · Physics 2024-12-17 Zakhar Popovych , Kurt Jacobs , Georgios Korpas , Jakub Marecek , Denys I. Bondar

The porous medium equation (PME) is a typical nonlinear degenerate parabolic equation. An energetic variational approach has been studied in a recent work [6], in which the trajectory equation is obtained, and a few first order accurate…

Numerical Analysis · Mathematics 2020-06-23 Chenghua Duan , Wenbin Chen , Chun Liu , Cheng Wang , Xingye Yue

This work presents neural network based minimal entropy closures for the moment system of the Boltzmann equation, that preserve the inherent structure of the system of partial differential equations, such as entropy dissipation and…

Numerical Analysis · Mathematics 2022-01-26 Steffen Schotthöfer , Tianbai Xiao , Martin Frank , Cory D. Hauck

The Differential Privacy (DP) literature often centers on meeting privacy constraints by introducing noise to the query, typically using a pre-specified parametric distribution model with one or two degrees of freedom. However, this…

Cryptography and Security · Computer Science 2024-09-30 Sachin Kadam , Anna Scaglione , Nikhil Ravi , Sean Peisert , Brent Lunghino , Aram Shumavon

We propose a numerical method to solve general hyperbolic systems in any space dimension using forward Euler time stepping and continuous finite elements on non-uniform grids. The properties of the method are based on the introduction of an…

Numerical Analysis · Mathematics 2015-09-25 Jean-Luc Guermond , Bojan Popov

This paper is concerned about the implicit-explicit (IMEX) methods for a class of dissipative wave systems with time-varying velocity feedbacks and nonlinear potential energies, equipped with different boundary conditions. Firstly, we…

Numerical Analysis · Mathematics 2024-10-29 Zhe Jiao , Yaxu Li , Lijing Zhao

We describe and analyze an interior-point method to decide feasibility problems of second-order conic systems. A main feature of our algorithm is that arithmetic operations are performed with finite precision. Bounds for both the number of…

Numerical Analysis · Mathematics 2013-08-01 Felipe Cucker , Javier Peña , Vera Roshchina

Higher-order numerical methods are used to find accurate numerical solutions to hyperbolic partial differential equations and equations of transport type. Limiting is required to either converge to the correct type of solution or to adhere…

Numerical Analysis · Mathematics 2024-07-10 James Woodfield

We study solutions to nonlinear hyperbolic systems with fully nonlinear relaxation terms in the limit of, both, infinitely stiff relaxation and arbitrary late time. In this limit, the dynamics is governed by effective systems of parabolic…

Analysis of PDEs · Mathematics 2012-10-18 Sebastiano Boscarino , Philippe G. LeFloch , Giovanni Russo

Moment methods are classical approaches that approximate the mesoscopic radiative transfer equation by a system of macroscopic moment equations. An expansion in the angular variables transforms the original equation into a system of…

Mathematical Physics · Physics 2023-08-17 Martin Frank , Benjamin Seibold

The Moment/Sum-of-squares hierarchy provides a way to compute the global minimizers of polynomial optimization problems (POP), at the cost of solving a sequence of increasingly large semidefinite programs (SDPs). We consider large-scale…

Optimization and Control · Mathematics 2023-09-13 Johannes Aspman , Gilles Bareilles , Vyacheslav Kungurtsev , Jakub Marecek , Martin Takáč

We consider the problem of approximating the reachable set of a discrete-time polynomial system from a semialgebraic set of initial conditions under general semialgebraic set constraints. Assuming inclusion in a given simple set like a box…

Optimization and Control · Mathematics 2019-06-06 Victor Magron , Pierre-Loic Garoche , Didier Henrion , Xavier Thirioux
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