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Hamiltonian Monte Carlo (HMC) is a popular method in sampling. While there are quite a few works of studying this method on various aspects, an interesting question is how to choose its integration time to achieve acceleration. In this…

Machine Learning · Computer Science 2023-02-16 Jun-Kun Wang , Andre Wibisono

An additive Runge-Kutta method is used for the time stepping, which integrates the linear stiff terms by an explicit singly diagonally implicit Runge-Kutta (ESDIRK) method and the nonlinear terms by an explicit Runge-Kutta (ERK) method. In…

Numerical Analysis · Mathematics 2024-05-08 Ke Chen , Daniel Appelö , Tracy Babb , Per-Gunnar Martinsson

In this work, we develop a class of up to third-order energy-stable schemes for the Cahn--Hilliard equation. Building on Lawson's integrating factor Runge--Kutta method, which is widely used for stiff semilinear equations, we discuss its…

Numerical Analysis · Mathematics 2024-11-26 Haifeng Wang , Jingwei Sun , Hong Zhang , Xu Qian , Songhe Song

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…

Numerical Analysis · Mathematics 2011-04-14 Molei Tao , Houman Owhadi , Jerrold E. Marsden

We propose a computationally efficient and systematically convergent approach for elastodynamics simulations. We recast the second-order dynamical equation of elastodynamics into an equivalent first-order system of coupled equations, so as…

Numerical Analysis · Mathematics 2024-05-09 Paavai Pari , Bikash Kanungo , Vikram Gavini

We develop error-control based time integration algorithms for compressible fluid dynamics (CFD) applications and show that they are efficient and robust in both the accuracy-limited and stability-limited regime. Focusing on discontinuous…

Numerical Analysis · Mathematics 2021-11-23 Hendrik Ranocha , Lisandro Dalcin , Matteo Parsani , David I. Ketcheson

We investigate tensor-train approaches to the solution of the time-dependent Schr\"{o}dinger equation for chain-like quantum systems with on-site and nearest-neighbor interactions only. Using efficient low-rank tensor train representations,…

Quantum Physics · Physics 2025-01-17 Patrick Gelß , Sebastian Matera , Rupert Klein , Burkhard Schmidt

We compare six numerical integrators' performance when simulating a regular spiking cortical neuron model whose 74-compartments are equipped with eleven membrane ion channels and Calcium dynamics. Four methods are explicit and two are…

Numerical Analysis · Mathematics 2021-05-19 R. Park

It is known in \cite{beccari} that the standard explicit Euler-type scheme (such as the exponential Euler and the linear-implicit Euler schemes) with a uniform timestep, though computationally efficient, may diverge for the stochastic…

Numerical Analysis · Mathematics 2023-11-14 Chuchu Chen , Tonghe Dang , Jialin Hong

We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the…

Numerical Analysis · Mathematics 2019-10-29 Sergio Blanes , Fernando Casas , Mechthild Thalhammer

Exponential Runge--Kutta methods have shown to be competitive for the time integration of stiff semilinear parabolic PDEs. The current construction of stiffly accurate exponential Runge--Kutta methods, however, relies on a convergence…

Numerical Analysis · Mathematics 2020-09-29 Vu Thai Luan

Time integration of advection dominated advection-diffusion problems on refined meshes can be a challenging task, since local refinement can lead to a severe time step restriction, whereas standard implicit time stepping is usually hardly…

Numerical Analysis · Mathematics 2020-10-13 M. A. Botchev

A variational formulation of accelerated optimization on normed spaces was recently introduced by considering a specific family of time-dependent Bregman Lagrangian and Hamiltonian systems whose corresponding trajectories converge to the…

Optimization and Control · Mathematics 2022-01-11 Valentin Duruisseaux , Melvin Leok

In this work we introduce a new family of 14-steps linear multistep methods for the integration of the Schr\"odinger equation. The new methods are phase fitted but they are designed in order to improve the frequency tolerance. This is…

Numerical Analysis · Mathematics 2008-11-18 D. S. Vlachos , Z. A. Anastassi , T. E. Simos

We propose a new and simplified multiscale time integrator Fourier pseudospectral (MTI-FP) method for the nonlinear Klein-Gordon equation (NKGE) with a dimensionless parameter epsilon in (0,1] inversely proportional to the speed of light,…

Numerical Analysis · Mathematics 2026-02-06 Weizhu Bao , Caoyi Liu

In this paper, in order to improve the spatial accuracy, the exponential integrator Fourier Galerkin method (EIFG) is proposed for solving semilinear parabolic equations in rectangular domains. In this proposed method, the spatial…

Numerical Analysis · Mathematics 2024-12-02 Jianguo Huang , Yuejin Xu

The effort to generate matrix exponentials and associated differentials, required to determine the time evolution of quantum systems, frequently constrains the evaluation of problems in quantum control theory, variational circuit…

Quantum Physics · Physics 2025-02-14 Michael Schilling , Francesco Preti , Matthias M. Müller , Tommaso Calarco , Felix Motzoi

Projective Integration methods are explicit time integration schemes for stiff ODEs with large spectral gaps. In this paper, we show that all existing Projective Integration methods can be written as Runge-Kutta methods with an extended…

Numerical Analysis · Mathematics 2024-01-22 Julian Koellermeier , Giovanni Samaey

Matrix Riccati differential equations arise in many different areas and are particular important within the field of control theory. In this paper we consider numerical integration for large-scale systems of stiff matrix Riccati…

Numerical Analysis · Mathematics 2019-08-20 Dongping Li

The nonlinear Schr\"odinger and the Schr\"odinger-Newton equations model many phenomena in various fields. Here, we perform an extensive numerical comparison between splitting methods (often employed to numerically solve these equations)…

Numerical Analysis · Mathematics 2023-02-14 Martino Lovisetto , Didier Clamond , Bruno Marcos