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We develop a simple two-step algorithm for enclosing Chebyshev expansions whose cost is linear in terms of the polynomial degree. The algorithm first transforms the expansion from Chebyshev to the Laurent basis and then applies the interval…

Numerical Analysis · Mathematics 2024-09-24 Jared L. Aurentz , Behnam Hashemi

We define a measure on tuples of partitions, called the symplectic Schur process, that should be regarded as the right analogue of the Schur process of Okounkov-Reshetikhin for the Cartan type C. The weights of our measure include factors…

Mathematical Physics · Physics 2026-04-30 Cesar Cuenca , Matteo Mucciconi

We propose a new method that extends conservative explicit multirate methods to implicit explicit-multirate methods. We develop extensions of order one and two with different stability properties on the implicit side. The method is suitable…

Numerical Analysis · Mathematics 2021-12-21 Emil M. Constantinescu

The Runge--Kutta (RK) discontinuous Galerkin (DG) method is a mainstream numerical algorithm for solving hyperbolic equations. In this paper, we use the linear advection equation in one and two dimensions as a model problem to prove the…

Numerical Analysis · Mathematics 2024-10-02 Zheng Sun

The algebraic polynomial interpolation on uniformly distributed nodes is affected by the Runge phenomenon, also when the function to be interpolated is analytic. Among all techniques that have been proposed to defeat this phenomenon, there…

Numerical Analysis · Mathematics 2014-07-10 Stefano De Marchi , Francesco Dell'Accio , Mariarosa Mazza

We apply techniques from symplectic geometry to extend and give a new proof of the complex convexity theorem of Gindikin-Kroetz.

Symplectic Geometry · Mathematics 2007-05-23 Bernhard Kroetz , Michael Otto

This work constructs and analyzes new efficient high-order two-derivative diagonally implicit Runge--Kutta (TDDIRK) schemes with optimized phase errors. Specifically, we present a convergence result for TDDIRK methods and investigate their…

Numerical Analysis · Mathematics 2025-12-18 Julius Ehigie , Vu Thai Luan

We study the orthogonal projections of symplectic balls in $\mathbb{R}^{2n}$ on complex subspaces. In particular we show that these projections are themselves symplectic balls under a certain complexity assumption. Our main result is a…

Symplectic Geometry · Mathematics 2024-05-20 Nuno Costa Dias , Maurice A. de Gosson , Joao Nuno Prata

In this paper, we are concerned with the construction and analysis of a new class of methods obtained as double jump compositions with complex coefficients and projection on the real axis. It is shown in particular that the new integrators…

Numerical Analysis · Mathematics 2020-05-27 Fernando Casas , Philippe Chartier , Alejandro Escorihuela-Tomas , Yong Zhang

The recently introduced polynomial time integration framework proposes a novel way to construct time integrators for solving systems of first-order ordinary differential equation by using interpolating polynomials in the complex time plane.…

Numerical Analysis · Mathematics 2020-11-03 Tommaso Buvoli

In the last few decades, numerical simulation for nonlinear oscillators has received a great deal of attention, and many researchers have been concerned with the design and analysis of numerical methods for solving oscillatory problems. In…

Numerical Analysis · Mathematics 2020-12-25 Yu-Wen Li , Xinyuan Wu

We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…

Probability · Mathematics 2021-08-27 David Criens , Peter Pfaffelhuber , Thorsten Schmidt

Semi-Lagrangian methods are numerical methods designed to find approximate solutions to particular time-dependent partial differential equations (PDEs) that describe the advection process. We propose semi-Lagrangian one-step methods for…

Numerical Analysis · Mathematics 2017-03-07 Nikolai D. Lipscomb , Daniel X. Guo

In this paper we introduce a new technique based on high-dimensional Chebyshev Tensors that we call \emph{Orthogonal Chebyshev Sliding Technique}. We implemented this technique inside the systems of a tier-one bank, and used it to…

Risk Management · Quantitative Finance 2020-12-11 Mariano Zeron-Medina Laris , Ignacio Ruiz

In this paper, we develop a new type of Runge--Kutta (RK) discontinuous Galerkin (DG) method for solving hyperbolic conservation laws. Compared with the original RKDG method, the new method features improved compactness and allows simple…

Numerical Analysis · Mathematics 2024-02-26 Qifan Chen , Zheng Sun , Yulong Xing

In this paper, we are concerned with arbitrarily high-order momentum-preserving and energy-preserving schemes for solving the generalized Rosenau-type equation, respectively. The derivation of the momentum-preserving schemes is made within…

Numerical Analysis · Mathematics 2023-01-31 Chaolong Jiang , Xu Qian , Songhe Song , Chenxuan Zheng

We give a direct and intuitive proof (via sliding some columns up and down) of the following interesting fact: if we write out the Chebyshev polynomials in a chart and take the sums of coefficients along certain diagonals, we obtain the…

Number Theory · Mathematics 2022-02-28 Greg Dresden

In this master thesis we have compared different second order stabilized explicit Runge-Kutta methods when applied to the incompressible Navier-Stokes equations by means of a projection method and a differential algebraic approach. We…

Numerical Analysis · Mathematics 2022-03-30 Giacomo Rosilho de Souza

In recent years, accelerated extra-gradient methods have attracted much attention by researchers, for solving monotone inclusion problems. A limitation of most current accelerated extra-gradient methods lies in their direct utilization of…

Optimization and Control · Mathematics 2025-03-24 Ya-xiang Yuan , Yi Zhang

Two methods of level set type are proposed for solving the Cauchy problem for an elliptic equation. Convergence and stability results for both methods are proven, characterizing the iterative methods as regularization methods for this…

Numerical Analysis · Mathematics 2021-01-27 A. Leitao , M. Marques Alves
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