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We develop the equations of motion for full body models that describe the dynamics of rigid bodies, acting under their mutual gravity. The equations are derived using a variational approach where variations are defined on the Lie group of…

Numerical Analysis · Mathematics 2009-09-29 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

We show that existing Runge-Kutta methods for ordinary differential equations (odes) can be modified to solve stochastic differential equations (sdes) with strong solutions provided that appropriate changes are made to the way stepsizes are…

Quantum Physics · Physics 2007-09-30 Joshua Wilkie , Murat Cetinbas

We present initial results on Hessian-free force-gradient integrators for lattice field theories. Integrators of this framework promise to provide substantial performance enhancements, particularly for larger lattice volumes where…

High Energy Physics - Lattice · Physics 2025-01-30 Kevin Schäfers , Jacob Finkenrath , Michael Günther , Francesco Knechtli

Matrix differential Riccati equation (DRE) typically exhibits transient and steady-state phases, posing challenges for fixed-step time integration methods, which may lack accuracy during transients or oversample in steady regimes. In this…

Numerical Analysis · Mathematics 2026-03-30 Jinyi Li , Dongping Li , Hua Yang

We give a short and elementary introduction to Lie group methods. A selection of applications of Lie group integrators are discussed. Finally, a family of symplectic integrators on cotangent bundles of Lie groups is presented and the notion…

Numerical Analysis · Mathematics 2014-01-22 Elena Celledoni , Håkon Marthinsen , Brynjulf Owren

By using commutator methods, we show uniform resolvent estimates and obtain globally smooth operators for self-adjoint injective homogeneous operators $H$ on graded groups, including Rockland operators, sublaplacians and many others. Left…

Functional Analysis · Mathematics 2016-08-30 Marius Mantoiu

Multirate integration is an increasingly relevant tool that enables scientists to simulate multiphysics systems. Existing multirate methods are designed for equations whose fast and slow variables can be linearly separated using additive or…

Numerical Analysis · Mathematics 2025-04-07 Tommaso Buvoli , Brian K. Tran , Ben S. Southworth

There exist many Runge-Kutta methods (explicit or implicit), more or less adapted to specific problems. Some of them have interesting properties, such as stability for stiff problems or symplectic capability for problems with energy…

Numerical Analysis · Mathematics 2018-04-16 Julien Alexandre dit Sandretto

In this paper we derive and analyze the properties of explicit singly diagonal implicit Runge-Kutta (ESDIRK) integration methods. We discuss the principles for construction of Runge-Kutta methods with embedded methods of different order for…

Numerical Analysis · Mathematics 2018-03-06 John Bagterp Jørgensen , Morten Rode Kristensen , Per Grove Thomsen

Exponential Runge-Kutta methods are a well-established tool for the numerical integration of parabolic evolution equations. However, these schemes are typically developed under the assumption of homogeneous boundary conditions. In this…

Numerical Analysis · Mathematics 2025-10-27 Carlos Arranz-Simón , Alexander Ostermann

In this paper, we extend the popular integral control technique to systems evolving on Lie groups. More explicitly, we provide an alternative definition of "integral action" for proportional(-derivative)-controlled systems whose…

Systems and Control · Computer Science 2015-02-06 Zhifei Zhang , Alain Sarlette , Zhihao Ling

In this paper we present two new methods based on an implicit Runge-Kutta method Gauss which is of algebraic order fourth and has two stages: the first one has zero dispersion and the second one has zero dispersion and zero dissipation. The…

Numerical Analysis · Mathematics 2008-11-18 N. G. Tselios , Z. A. Anastassi , T. E. Simos

We endow the group of invertible Fourier integral operators on an open}manifold with the structure of an ILH Lie group. This is done by establishing such structures for the groups of invertible pseudodifferential operators and contact…

Differential Geometry · Mathematics 2007-05-23 Jürgen Eichhorn , Rudolf Schmid

We explore two classes of exponential integrators in this letter to design nonlinear Fourier transform (NFT) algorithms with a desired accuracy-complexity trade-off and a convergence order of $4$ on an equispaced grid. The integrating…

Numerical Analysis · Computer Science 2019-07-22 Vishal Vaibhav

The goal of this project is to compare the performance of exponential time integrators with traditional methods such as diagonally implicit Runge-Kutta methods in the context of solving the system of reduced magnetohydrodynamics (RMHD). In…

Numerical Analysis · Mathematics 2022-07-07 Valentin Dallerit , Mayya Tokman , Ilon Joseph

This study introduces new time-stepping strategies with built-in global error estimators. The new methods propagate the defect along with the numerical solution much like solving for the correction or Zadunaisky's procedure; however, the…

Numerical Analysis · Mathematics 2017-05-11 Emil Constantinescu

Magnetic quadrupoles are essential components of particle accelerators like the Large Hadron Collider. In order to study numerically the stability of the particle beam crossing a quadrupole, a large number of particle revolutions in the…

Computational Engineering, Finance, and Science · Computer Science 2019-06-26 Abele Simona , Luca Bonaventura , Thomas Pugnat , Barbara Dalena

Time integration of Fourier pseudo-spectral DNS is usually performed using the classical fourth-order accurate Runge--Kutta method, or other methods of second or third order, with a fixed step size. We investigate the use of higher-order…

Numerical Analysis · Mathematics 2019-11-11 David I. Ketcheson , Mikael Mortensen , Matteo Parsani , Nathanael Schilling

We examine various integration schemes for the time-dependent Kohn-Sham equations. Contrary to the time-dependent Schr\"odinger's equation, this set of equations is non-linear, due to the dependence of the Hamiltonian on the electronic…

Computational Physics · Physics 2018-03-07 Adrián Gómez Pueyo , Miguel A. L. Marques , Angel Rubio , Alberto Castro

We propose a practical implementation of high-order fully implicit Runge-Kutta(IRK) methods in a multiple precision floating-point environment. Although implementations based on IRK methods in an IEEE754 double precision environment have…

Numerical Analysis · Mathematics 2013-06-18 Tomonori Kouya