Related papers: A high-order, conservative integrator with local t…
We investigate a local incremental stationary scheme for the numerical solution of rate-independent systems. Such systems are characterized by a (possibly) non-convex energy and a dissipation potential, which is positively homogeneous of…
This work proposes a conformable fractional predictor-corrector algorithm for solving conformable fractional differential equations. Fractional calculus is finding applications in various scientific fields, but existing numerical methods…
In this paper we propose and investigate a general approach to constructing local energy-preserving algorithms which can be of arbitrarily high order in time for solving Hamiltonian PDEs. This approach is based on the temporal…
In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…
Adam is a popular variant of stochastic gradient descent for finding a local minimizer of a function. In the constant stepsize regime, assuming that the objective function is differentiable and non-convex, we establish the convergence in…
Mixed-monotone systems are separable via a decomposition function into increasing and decreasing components, and this decomposition function allows for embedding the system dynamics in a higher-order monotone embedding system. Embedding the…
Semi-implicit multilevel spectral deferred correction (SI-MLSDC) methods provide a promising approach for high-order time integration for nonlinear evolution equations including conservation laws. However, existing methods lack robustness…
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…
We present and investigate a new type of implicit fractional linear multistep method of order two for fractional initial value problems. The method is obtained from the second order super convergence of the Gr\"unwald-Letnikov approximation…
Conservative symmetric second-order one-step schemes are derived for dynamical systems describing various many-body systems using the Discrete Multiplier Method. This includes conservative schemes for the $n$-species Lotka-Volterra system,…
Splitting methods are widely used for solving initial value problems (IVPs) due to their ability to simplify complicated evolutions into more manageable subproblems which can be solved efficiently and accurately. Traditionally, these…
We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based…
In this paper, we develop a framework to construct energy-preserving methods for multi-components Hamiltonian systems, combining the exponential integrator and the partitioned averaged vector field method. This leads to numerical schemes…
Many Material Point Method implementations favor explicit time integration. However large time steps are often desirable for special reasons - for example, for partitioned coupling with another large-step solver, or for imposing…
We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical…
The choice of numerical integrator in approximating solutions to dynamic partial differential equations depends on the smallest time-scale of the problem at hand. Large-scale deformations in elastic solids contain both shear waves and bulk…
We present a new class of exponential integrators for ordinary differential equations: locally exact modifications of known numerical schemes. Local exactness means that they preserve the linearization of the original system at every point.…
The year 2025 marks the 100 and 30 years anniversaries of the discovery of Bose--Einstein condensation and its successful experimental realisation. Inspired by these important research achievements, a conceptually simple approach is…
We present a class of symplectic integrators adapted for the integration of perturbed Hamiltonian systems of the form $H=A+\epsilon B$. We give a constructive proof that for all integer $p$, there exists an integrator with positive steps…
The discontinuous Galerkin time-stepping method has many advantageous properties for solving parabolic equations. However, it requires the solution of a large nonsymmetric system at each time-step. This work develops a fully robust and…