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Our paper illustrates how the theory of Lie systems allows recovering known results and provide new examples of piecewise deterministic processes with phase-type jumps for which the corresponding first-time passage problems may be solved…

Probability · Mathematics 2011-04-07 Florin Avram , José F. Cariñena , Javier de Lucas

This work proposes and analyzes a fully discrete numerical scheme for solving the Landau-Lifshitz-Gilbert (LLG) equation, which achieves fourth-order spatial accuracy and third-order temporal accuracy.Spatially, fourth-order accuracy is…

Numerical Analysis · Mathematics 2025-10-30 Changjian Xie , Cheng Wang

We propose a high order numerical scheme for time-dependent first order Hamilton--Jacobi--Bellman equations. In particular we propose to combine a semi-Lagrangian scheme with a Central Weighted Non-Oscillatory reconstruction. We prove a…

Numerical Analysis · Mathematics 2024-02-27 E. Carlini , R. Ferretti , S. Preda , M. Semplice

In this paper, a novel high-order, mass and energy-conserving scheme is proposed for the regularized logarithmic Schr\"{o}dinger equation(RLogSE). Based on the idea of the supplementary variable method (SVM), we firstly reformulate the…

Numerical Analysis · Mathematics 2024-11-11 Fan Yang , Zhida Zhou , Chaolong Jiang

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

A numerical scheme utilizing a grid which is staggered in both space and time is proposed for the numerical solution of the (2+1)D Dirac equation in presence of an external electromagnetic potential. It preserves the linear dispersion…

Computational Physics · Physics 2014-01-17 René Hammer , Walter Pötz

We propose a first-order method for stochastic strongly convex optimization that attains $O(1/n)$ rate of convergence, analysis show that the proposed method is simple, easily to implement, and in worst case, asymptotically four times…

Optimization and Control · Mathematics 2011-10-14 Peng Cheng

The first passage time problem is considered for stochastic logistic growth model with constant harvesting and multiplicative environmental noise. Explicit expressions for the moments and cumulants of both upcrossing and downcrossing FPTs…

Statistics Theory · Mathematics 2026-04-21 Simone Catanzaro , Elvira Di Nardo

Multirate time integration methods apply different step sizes to resolve different components of the system based on the local activity levels. This local selection of step sizes allows increased computational efficiency while achieving the…

Numerical Analysis · Computer Science 2021-12-22 Arash Sarshar , Steven Roberts , Adrian Sandu

We present a consistent high-order staggered Lagrangian hydrodynamics framework designed to reconcile an underlying disparity in existing curvilinear formulations: the mismatch between quadrature-based "strong" mass conservation and the…

Numerical Analysis · Mathematics 2026-04-01 Zhiyuan Sun , Jun Liu , Pei Wang

It is well known that the Lagrangian and Hamiltonian descriptions of field theories are equivalent at the discrete time level when variational integrators are used. Besides the symplectic Hamiltonian structure, many physical systems exhibit…

Numerical Analysis · Mathematics 2024-01-18 Andrea Brugnoli , Volker Mehrmann

A new conservative symmetry-preserving second-order time-accurate PISO-based pressure-velocity coupling for solving the incompressible Navier-Stokes equations on unstructured collocated grids is presented in this paper. This new method for…

Computational Physics · Physics 2020-10-09 Ed M. J. Komen , Jannes A. Hopman , Edo M. A. Frederix , F. Xavi Trias , Roel W. C. P. Verstappen

A detailed description of the time-step-targetting time evolution method within the DMRG algorithm is presented. The focus of this publication is on the implementation of the algorithm, and on its generic application. The case of one-site…

Strongly Correlated Electrons · Physics 2011-11-30 G. Alvarez , L. G. G. V. Dias da Silva , E. Ponce , E. Dagotto

We use the matching method to investigate the first-order phase transition in holographic superconductor and superfluid. We first use the simple holographic superconductor model to describe the matching method and mention how to see the…

High Energy Physics - Theory · Physics 2015-06-16 Wung-Hong Huang

We propose a new explicit pseudo-energy and momentum conserving scheme for the time integration of Hamiltonian systems. The scheme, which is formally second-order accurate, is based on two key ideas: the integration during the time-steps of…

Numerical Analysis · Mathematics 2020-08-14 Frédéric Marazzato , Alexandre Ern , Christian Mariotti , Laurent Monasse

The generalized-$\alpha$ time-marching method provides second-order accuracy in time and controls the numerical dissipation in the high-frequency region of the discrete spectrum. This method includes a wide range of time integrators. We…

Numerical Analysis · Mathematics 2019-06-17 Pouria Behnoudfar , Quanling Deng , Victor M. Calo

We investigate higher order symplectic integration strategies within Bayesian cosmic density field reconstruction methods. In particular, we study the fourth-order discretisation of Hamiltonian equations of motion (EoM). This is achieved by…

Cosmology and Nongalactic Astrophysics · Physics 2021-09-29 Mónica Hernández-Sánchez , Francisco-Shu Kitaura , Metin Ata , Claudio Dalla Vecchia

We propose an explicit iterative leap-frog discontinuous Galerkin method for time-domain Maxwell's equations in anisotropic materials and derive its convergence properties. The a priori error estimates are illustrated by numerical means in…

Numerical Analysis · Mathematics 2017-11-30 Adérito Araújo , Sílvia Barbeiro , Maryam Khaksar Ghalati

Many real-world problems can be formulated as the alignment between two geometric patterns. Previously, a great amount of research focus on the alignment of 2D or 3D patterns in the field of computer vision. Recently, the alignment problem…

Computer Vision and Pattern Recognition · Computer Science 2023-07-11 Hu Ding , Wenjie Liu , Mingquan Ye

We present a high order scheme for approximating kinetic equations with stiff relaxation. The objective is to provide efficient methods for solving the underlying system of conservation laws. The construction is based on several…

Analysis of PDEs · Mathematics 2017-01-02 David Coulette , Emmanuel Franck , Philippe Helluy , Michel Mehrenberger , Laurent Navoret