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A trademark of nonlinear, time-dependent, convection-dominated problems is the spontaneous formation of non-smooth macro-scale features, like shock discontinuities and non-differentiable kinks, which pose a challenge for high-resolution…
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…
In this paper we propose a novel way to integrate time-evolving partial differential equations that contain nonlinear advection and stiff linear operators, combining exponential integration techniques and semi-Lagrangian methods. The…
This paper deals with the problem of finite-time learning for unknown discrete-time nonlinear systems' dynamics, without the requirement of the persistence of excitation. Two finite-time concurrent learning methods are presented to…
Exponential integrators based on contour integral representations lead to powerful numerical solvers for a variety of ODEs, PDEs, and other time-evolution equations. They are embarrassingly parallelizable and lead to global-in-time…
Electro-quasistatic field problems involving nonlinear materials are commonly discretized in space using finite elements. In this paper, it is proposed to solve the resulting system of ordinary differential equations by an explicit…
The objective of this work is the introduction and investigation of favourable time integration methods for the Gross--Pitaevskii equation with rotation term. Employing a reformulation in rotating Lagrangian coordinates, the equation takes…
Dynamic simulators are computational models governed by differential equations that evolve over time. They are essential for scientific and engineering applications but remain challenging to emulate because of the unpredictable behavior of…
In this study, we consider a numerical implementation of the nonlinear Rosenbluth-Trubnikov collision operator for particle simulations in plasma physics in the framework of the finite element method (FEM). The relevant particle evolution…
In this paper, we propose a $\mu$-mode integrator for computing the solution of stiff evolution equations. The integrator is based on a $d$-dimensional splitting approach and uses exact (usually precomputed) one-dimensional matrix…
In this paper, we develop a class of robust numerical methods for solving dynamical systems with multiple time scales. We first represent the solution of a multiscale dynamical system as a transformation of a slowly varying solution. Then,…
Exponential divided differences arise in numerical linear algebra, matrix-function evaluation, and quantum Monte Carlo simulations, where they serve as kernel weights for time evolution and observable estimation. Efficient and numerically…
We present a new strategy for solving stiff ODEs with explicit methods. By adaptively taking a small number of stabilizing small explicit time steps when necessary, a stiff ODE system can be stabilized enough to allow for time steps much…
The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…
A stability analysis of the Borel-Laplace series summation technique, used as explicit time integrator, is carried out. Its numerical performance on stiff and non-stiff problems is analyzed. Applications to ordinary and partial differential…
The use of explicit particle-in-cell (PIC) method for relativistic plasma simulations is restricted by numerical heating and instabilities that may significantly constrain the choice of time and space steps. To partially eliminate these…
While several numerical techniques are available for predicting the dynamics of non-Markovian open quantum systems, most struggle with simulations for very long memory and propagation times, e.g., due to superlinear scaling with the number…
This paper discusses the technical aspects - mathematical and numerical - associated with the numerical simulations of a mesoscopic system in the time domain (i.e. beyond the single frequency AC limit). After a short review of the state of…
We introduce exponential numerical integration methods for stiff stochastic dynamical systems of the form $d\mathbf{z}_t = L(t)\mathbf{z}_tdt + \mathbf{f}(t)dt + Q(t)d\mathbf{W}_t$. We consider the setting of time-varying operators $L(t),…
We present a class of exponential integrators to compute solutions of the stochastic Schr\"odinger equation arising from the modeling of open quantum systems. In order to be able to implement the methods within the same framework as the…