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We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by…

Numerical Analysis · Mathematics 2010-11-11 Molei Tao , Houman Owhadi , Jerrold E. Marsden

Exponential integrators are a well-known class of time integration methods that have been the subject of many studies and developments in the past two decades. Surprisingly, there have been limited efforts to analyze their stability and…

Numerical Analysis · Mathematics 2021-08-03 Tommaso Buvoli , Michael L. Minion

$L^1$ based optimization is widely used in image denoising, machine learning and related applications. One of the main features of such approach is that it naturally provide a sparse structure in the numerical solutions. In this paper, we…

Numerical Analysis · Mathematics 2023-02-13 Weifeng Qiu , Jin Ren , Ke Shi , Yuesheng Xu

A linear evolving surface partial differential equation is first discretized in space by an arbitrary Lagrangian Eulerian (ALE) evolving surface finite element method, and then in time either by a Runge-Kutta method, or by a backward…

Numerical Analysis · Mathematics 2015-01-14 Balázs Kovács , Christian Andreas Power Guerra

Here we present an efficient method for finding and using a nonlocal symmetry admitted by a rational second order ordinary differential equation (rational 2ODE) in order to find a Liouvillian first integral (belonging to a vast class of…

Chaotic Dynamics · Physics 2025-12-11 I. Deme , L. G. S. Duarte , L. A. C. P. da Mota

A new type of systematic approach to study the incompressible Euler equations numerically via the vanishing viscosity limit is proposed in this work. We show the new strategy is unconditionally stable that the $L^2$-energy dissipates and…

Numerical Analysis · Mathematics 2024-06-19 Xinyu Cheng , Zhaonan Luo , Sheng Wang

Neural ordinary differential equations (NODEs) are an effective approach for data-driven modeling of dynamical systems arising from simulations and experiments. One of the major shortcomings of NODEs, especially when coupled with explicit…

Numerical Analysis · Mathematics 2025-12-30 Allen Alvarez Loya , Daniel A. Serino , J. W. Burby , Qi Tang

To solve the Cahn-Hilliard equation numerically, a new time integration algorithm is proposed, which is based on a combination of the Eyre splitting and the local iteration modified (LIM) scheme. The latter is employed to tackle the…

Numerical Analysis · Mathematics 2024-09-27 M. A. Botchev , I. A. Fahurdinov , E. B. Savenkov

Solving stiff ordinary differential equations (StODEs) requires sophisticated numerical solvers, which are often computationally expensive. In general, traditional explicit time integration schemes with restricted time step sizes are not…

Machine Learning · Statistics 2025-11-20 William Cole Nockolds , C. G. Krishnanunni , Tan Bui-Thanh , Xianxhu Tang

We propose implicit integrators for solving stiff differential equations on unit spheres. Our approach extends the standard backward Euler and Crank-Nicolson methods in Cartesian space by incorporating the geometric constraint inherent to…

Numerical Analysis · Mathematics 2025-03-25 Shingyu Leung

The long time effect of nonlinear perturbation to oscillatory linear systems can be characterized by the averaging method, and we consider first-order averaging for its simplest applicability to high-dimensional problems. Instead of the…

Classical Analysis and ODEs · Mathematics 2018-12-05 Molei Tao

In this work, we introduce the new class of functions which can use to solve the nonlinear/linear multi-dimensional differential equations. Based on these functions, a numerical method is provided which is called the Developed Lagrange…

Numerical Analysis · Mathematics 2019-04-30 Mehdi Delkhosh , Kourosh Parand , Amir H. Hadian-Rasanan

This paper gives a new integrable hierarchy of nonlinear evolution equations. The DP equation: $m_t+um_x+3mu_x=0, m=u-u_{xx}$, proposed recently by Desgaperis and Procesi \cite{DP[1999]}, is the first one in the negative hierarchy while the…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Darryl D. Holm , Zhijun Qiao

We present several methods, which utilize symplectic integration techniques based on two and three part operator splitting, for numerically solving the equations of motion of the disordered, discrete nonlinear Schr\"odinger (DDNLS)…

Computational Physics · Physics 2016-04-11 Enrico Gerlach , Jan Meichsner , Charalampos Skokos

We discuss the unstable character of the solutions of the Lorentz-Dirac equation and stress the need of methods like order reduction to derive a physically acceptable equation of motion. The discussion is illustrated with the paradigmatic…

Classical Physics · Physics 2015-06-26 D. Vogt , P. S. Letelier

Bayesian statistical inverse problems are often solved with Markov chain Monte Carlo (MCMC)-type schemes. When the problems are governed by large-scale discrete nonlinear partial differential equations (PDEs), they are computationally…

Numerical Analysis · Mathematics 2019-09-06 Howard C. Elman , Akwum Onwunta

In this article we present logarithmic methods for solving first order and second order ordinary differential equations. The essence of the method is that we apply the basic properties derivatives and logarithms to reduce the number of…

General Mathematics · Mathematics 2023-01-05 Artem Ponomarenko

This work presents a novel interpolation-free mesh adaptation technique for the Euler equations within the arbitrary Lagrangian Eulerian framework. For the spatial discretization, we consider a residual distribution scheme, which provides a…

Numerical Analysis · Mathematics 2022-04-26 Stefano Colombo , Barbara Re

This paper develops a structure-preserving numerical integration scheme for a class of higher-order mechanical systems. The dynamics of these systems are governed by invariant variational principles defined on higher-order tangent bundles…

Dynamical Systems · Mathematics 2013-10-11 Christopher L. Burnett , Darryl D. Holm , David M. Meier

Super-resolution of the Lie-Trotter splitting ($S_1$) and Strang splitting ($S_2$) is rigorously analyzed for the nonlinear Dirac equation without external magnetic potentials in the nonrelativistic regime with a small parameter…

Numerical Analysis · Mathematics 2021-08-17 Weizhu Bao , Yongyong Cai , Jia Yin