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We propose an algebraic method that finds a sequence of functions that exponentially approach the solution of any second-order ordinary differential equation (ODE) with any boundary conditions. We define an extended ODE (eODE) composed of a…

Numerical Analysis · Mathematics 2022-06-07 Pedro L. Garrido

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

In this work, we adapt the {\em micro-macro} methodology to stochastic differential equations for the purpose of numerically solving oscillatory evolution equations. The models we consider are addressed in a wide spectrum of regimes where…

Numerical Analysis · Mathematics 2023-06-09 Ibrahim Almuslimani , Philippe Chartier , Mohammed Lemou , Florian Méhats

In this paper, we develop a class of robust numerical methods for solving dynamical systems with multiple time scales. We first represent the solution of a multiscale dynamical system as a transformation of a slowly varying solution. Then,…

Numerical Analysis · Mathematics 2019-09-11 Thomas Y. Hou , Zhongjian Wang , Zhiwen Zhang

A pure frequency domain method for the computation of periodic solutions of nonlinear ordinary differential equations (ODEs) is proposed in this study. The method is particularly suitable for the analysis of systems that feature distinct…

Numerical Analysis · Mathematics 2021-01-07 Malte Krack , Lars Panning-von Scheidt , Jörg Wallaschek

For a particular class of Stratonovich SDE problems, here denoted as single integrand SDEs, we prove that by applying a deterministic Runge-Kutta method of order $p_d$ we obtain methods converging in the mean-square and weak sense with…

Numerical Analysis · Mathematics 2017-02-23 Kristian Debrabant , Anne Kværnø

We present a quantum algorithm for simulating the classical dynamics of $2^n$ coupled oscillators (e.g., $2^n$ masses coupled by springs). Our approach leverages a mapping between the Schr\"odinger equation and Newton's equation for…

Quantum Physics · Physics 2023-12-08 Ryan Babbush , Dominic W. Berry , Robin Kothari , Rolando D. Somma , Nathan Wiebe

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…

Machine Learning · Statistics 2021-10-25 Nicholas Krämer , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig

We explore a novel way to numerically resolve the scaling behavior of finite-time singularities in solutions of nonlinear parabolic PDEs. The Runge--Kutta--Legendre (RKL) and Runge--Kutta--Gegenbauer (RKG) super-time-stepping methods were…

Numerical Analysis · Mathematics 2025-09-24 Zheng Tan , Tariq D. Aslam , Andrea L. Bertozzi

We discuss the automatic solution of the multichannel Schr\"odinger equation. The proposed approach is based on the use of a CP method for which the step size is not restricted by the oscillations in the solution. Moreover, this CP method…

Numerical Analysis · Mathematics 2014-06-24 Veerle Ledoux , Marnix Van Daele

When applied to stiff, linear differential equations with time-dependent forcing, Runge-Kutta methods can exhibit convergence rates lower than predicted by the classical order condition theory. Commonly, this order reduction phenomenon is…

Numerical Analysis · Mathematics 2022-02-15 Steven Roberts , Adrian Sandu

In this paper, an efficient and high-order accuracy finite difference method is proposed for solving multidimensional nonlinear Burgers' equation. The third-order three stage Runge-Kutta total variation diminishing (TVD) scheme is employed…

Numerical Analysis · Mathematics 2018-05-23 Kejia Pan , Xiaoxin Wu , Xiaoqiang Yue , Runxin Ni

This paper presents a quantum algorithm for solving the fractional Poisson equation \((-\Delta)^s u = f\) with \(s \in (0,1)\) on bounded domains. The proposed approach combines rational approximation techniques with quantum linear system…

Quantum Physics · Physics 2026-04-02 Yin Yang , Yue Yu , Long Zhang , Ming Zhou

Classically simulating circuits with bosonic codes is challenging due to the prohibitive cost of simulating quantum systems with many, possibly infinite, energy levels. We propose an algorithm to simulate circuits with encoded…

Quantum Physics · Physics 2025-10-15 Cameron Calcluth , Oliver Hahn , Juani Bermejo-Vega , Alessandro Ferraro , Giulia Ferrini

This paper is dedicated to the efficient numerical computation of solutions to the 1D stationary Schr\"odinger equation in the highly oscillatory regime. We compute an approximate solution based on the well-known WKB-ansatz, which relies on…

Numerical Analysis · Mathematics 2024-08-27 Anton Arnold , Christian Klein , Jannis Körner , Jens Markus Melenk

The 4-th order Runge-Kutta method in the complex plane is proposed for numerically advancing the solutions of a system of first order differential equations in one external invariant satisfied by the master integrals related to a Feynman…

High Energy Physics - Phenomenology · Physics 2009-11-07 M. Caffo , H. Czyz , E. Remiddi

The coupled-wave equations (CWEs) in nonlinear optics are the fundamental starting point in the study, analysis, and understanding of various frequency conversion processes in dielectric media subjected to intense laser radiation. In this…

Computing solutions to partial differential equations using the fast Fourier transform can lead to unwanted oscillatory behavior. Due to the periodic nature of the discrete Fourier transform, waves that leave the computational domain on one…

Numerical Analysis · Mathematics 2023-01-18 Anne Liu , Thomas Trogdon

We introduce a hybrid oscillator-qubit formulation of linear combination of Hamiltonian simulation (LCHS) for solving linear ordinary differential equations. Instead of representing the quadrature rule with a discrete-variable (DV) ancilla…

Quantum Physics · Physics 2026-05-12 Elin Ranjan Das , Muqing Zheng , Rishab Dutta , Ang Li , Timothy Stavenger , Yuan Liu

We propose a new method to solve the relativistic hydrodynamic equations based on implicit Runge-Kutta methods with a locally optimized fixed-point iterative solver. For numerical demonstration, we implement our idea for ideal hydrodynamics…

Nuclear Theory · Physics 2024-04-16 Nathan Touroux , Masakiyo Kitazawa , Koichi Murase , Marlene Nahrgang
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