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For Hamiltonian systems with non-canonical structure matrices, a new family of fourth-order energy-preserving integrators is presented. The integrators take a form of a combination of Runge--Kutta methods and continuous-stage Runge--Kutta…

Numerical Analysis · Mathematics 2024-03-21 Yuto Miyatake

Direct shooting is an efficient method to solve numerical optimal control. It utilizes the Runge-Kutta scheme to discretize a continuous-time optimal control problem making the problem solvable by nonlinear programming solvers. However,…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Jiawei Tang , Yuxing Zhong , Pengyu Wang , Xingzhou Chen , Shuang Wu , Ling Shi

Multibody dynamics simulators are an important tool in many fields, including learning and control for robotics. However, many existing dynamics simulators suffer from inaccuracies when dealing with constrained mechanical systems due to…

Robotics · Computer Science 2023-11-07 Jan Brüdigam , Stefan Sosnowski , Zachary Manchester , Sandra Hirche

The nonlinear gyrokinetic equations describe plasma turbulence in laboratory and astrophysical plasmas. To solve these equations, massively parallel codes have been developed and run on present-day supercomputers. This paper describes…

Computational Physics · Physics 2014-03-31 H. Doerk , F. Jenko

Time- and state-domain methods are two common approaches for nonparametric prediction. The former predominantly uses the data in the recent history while the latter mainly relies on historical information. The question of combining these…

Statistics Theory · Mathematics 2007-06-13 Jianqing Fan , Yingying Fan , Jiancheng Jiang

An explicit second-order numerical method to integrate the isokinetic equations of motion is derived by fitting circular arcs through every three consecutive points of the discretized trajectory, so that the tangent and the curvature…

Chemical Physics · Physics 2018-11-01 Dimitri Laikov

This paper introduces a novel framework for the solution of (large-scale) Lyapunov and Sylvester equations derived from numerical integration methods. Suitable systems of ordinary differential equations are introduced. Low-rank…

Numerical Analysis · Mathematics 2021-04-13 Christian Bertram , Heike Faßbender

We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , J. M. Sanz-Serna

Numerical integration of stochastic differential equations is commonly used in many branches of science. In this paper we present how to accelerate this kind of numerical calculations with popular NVIDIA Graphics Processing Units using the…

Computational Physics · Physics 2011-05-31 M. Januszewski , M. Kostur

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

Complex dynamical networks appear in a wide range of physical, biological, and engineering systems. The coupling of subsystems with varying time scales often results in multirate behavior. During the simulation of highly integrated…

Numerical Analysis · Mathematics 2015-04-27 Stefan Klus

In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…

Numerical Analysis · Mathematics 2022-09-27 Jianguo Huang , Lili Ju , Yuejin Xu

Additive Runge-Kutta methods designed for preserving highly accurate solutions in mixed-precision computation were proposed and analyzed in [8]. These specially designed methods use reduced precision or the implicit computations and full…

Numerical Analysis · Mathematics 2021-07-08 Ben Burnett , Sigal Gottlieb , Zachary J. Grant , Alfa Heryudono

Simulation of contact and friction dynamics is an important basis for control- and learning-based algorithms. However, the numerical difficulties of contact interactions pose a challenge for robust and efficient simulators. A…

Robotics · Computer Science 2021-09-16 Jan Brüdigam , Jana Janeva , Stefan Sosnowski , Sandra Hirche

In this paper, we apply the Paired-Explicit Runge-Kutta (P-ERK) schemes by Vermeire et. al. (2019, 2022) to dynamically partitioned systems arising from adaptive mesh refinement. The P-ERK schemes enable multirate time-integration with no…

Numerical Analysis · Mathematics 2024-07-09 Daniel Doehring , Michael Schlottke-Lakemper , Gregor J. Gassner , Manuel Torrilhon

In this paper we consider an approach to improve the performance of exponential Runge--Kutta integrators and Lawson schemes} in cases where the solution of a related, but usually much simpler, problem can be computed efficiently. While for…

Numerical Analysis · Mathematics 2023-10-20 Marco Caliari , Fabio Cassini , Lukas Einkemmer , Alexander Ostermann

In the field of scientific computing, one often finds several alternative software packages (with open or closed source code) for solving a specific problem. These packages sometimes even use alternative methodological approaches, e.g.,…

Earth system models are complex integrated models of atmosphere, ocean, sea ice, and land surface. Coupling the components can be a significant challenge due to the difference in physics, temporal, and spatial scales. This study explores…

Numerical Analysis · Mathematics 2023-04-12 Shinhoo Kang , Alp Dener , Aidan Hamilton , Hong Zhang , Emil M. Constantinescu , Robert L. Jacob

This work proposes and analyzes a new class of numerical integrators for computing low-rank approximations to solutions of matrix differential equation. We combine an explicit Runge-Kutta method with repeated randomized low-rank…

Numerical Analysis · Mathematics 2024-09-11 Hei Yin Lam , Gianluca Ceruti , Daniel Kressner

We explore the framework of a real-time coupled cluster method with a focus on improving its computational efficiency. Propagation of the wave function via the time-dependent Schr\"odinger equation places high demands on computing…

Computational Physics · Physics 2022-05-12 Zhe Wang , Benjamin G. Peyton , T. Daniel Crawford