Related papers: High-order generalized-$\alpha$ methods
We propose a time-adaptive predictor/multi-corrector method to solve hyperbolic partial differential equations, based on the generalized-$\alpha$ scheme that provides user-control on the numerical dissipation and second-order accuracy in…
We propose a high order numerical homogenization method for dissipative ordinary differential equations (ODEs) containing two time scales. Essentially, only first order homogenized model globally in time can be derived. To achieve a high…
In the analysis of highly-oscillatory evolution problems, it is commonly assumed that a single frequency is present and that it is either constant or, at least, bounded from below by a strictly positive constant uniformly in time. Allowing…
Efficient and energy stable high order time marching schemes are very important but not easy to construct for the study of nonlinear phase dynamics. In this paper, we propose and study two linearly stabilized second order semi-implicit…
In this article, a high-order time-stepping scheme based on the cubic interpolation formula is considered to approximate the generalized Caputo fractional derivative (GCFD). Convergence order for this scheme is $(4-\alpha)$, where $\alpha…
This work deals with the numerical approximation of plasmas which are confined by the effect of a fast oscillating magnetic field (see \cite{Bostan2012}) in the Vlasov model. The presence of this magnetic field induces oscillations (in…
We investigate the temporal accuracy of two generalized-$\alpha$ schemes for the incompressible Navier-Stokes equations. The conventional approach treats the pressure with the backward Euler method while discretizing the remainder of the…
We present two types of meta-algorithm that can greatly improve the accuracy of existing algorithms for integrating the equations of motion of dynamical systems. The first meta-algorithm takes an integrator that is time-symmetric only for…
We propose a general strategy to discretize the Dyson series without applying direct numerical quadrature to high-dimensional integrals, and extend this framework to open quantum systems. The resulting discretization can also be interpreted…
We study the numerical algorithm and error analysis for the Cahn-Hilliard equation with dynamic boundary conditions. A second-order in time, linear and energy stable scheme is proposed, which is an extension of the first-order stabilized…
In this paper, we present and analyse a class of "filtered" numerical schemes for second order Hamilton-Jacobi-Bellman equations. Our approach follows the ideas introduced in B.D. Froese and A.M. Oberman, Convergent filtered schemes for the…
Considering the use of dynamical systems in practical applications, often only limited regions in the time or frequency domain are of interest. Therefor, it usually pays off to compute local approximations of the used dynamical systems in…
First-order energy dissipative schemes in time are available in literature for the Poisson-Nernst-Planck (PNP) equations, but second-order ones are still in lack. This work proposes novel second-order discretization in time and finite…
Network interactions between dynamical units are often subject to time delay. We develop a phase reduction method for delay-coupled oscillator networks. The method is based on rewriting the delay-differential equation as an ordinary…
We propose two stable and one conditionally stable finite difference schemes of second-order in both time and space for the time-fractional diffusion-wave equation. In the first scheme, we apply the fractional trapezoidal rule in time and…
Recent studies have shown that fractional calculus is an effective alternative mathematical tool in various scientific fields. However, some investigations indicate that results established in differential and integral calculus do not…
Phase reduction is a commonly used techinque for analyzing stable oscillators, particularly in studies concerning synchronization and phase lock of a network of oscillators. In a widely used numerical approach for obtaining phase reduction…
Efficient and accurate numerical algorithms are developed to solve a generalized Kirchhoff-Love plate model subject to three common physical boundary conditions: (i) clamped; (ii) simply supported; and (iii) free. We solve the model…
Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second…
This study presents an efficient, accurate, effective and unconditionally stable time stepping scheme for the Darcy-Brinkman equations in double-diffusive convection. The stabilization within the proposed method uses the idea of stabilizing…