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We analyse and compare several algorithms to compute numerically periodic solutions of high-dimensional dynamical systems and investigate their Floquet stability without building the monodromy matrix. The solution and its perturbation are…
This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…
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…
In this paper, two new families of fourth-order explicit exponential Runge--Kutta (ERK) methods with four stages are studied for solving first-order differential systems $y'(t)+My(t)=f(y(t))$. By comparing the Taylor series of the exact…
To numerically solve a generic elliptic equation on two-dimensional domains with rectangular Cartesian grids, we propose a cut-cell geometric multigrid method that features (1) general algorithmic steps that apply to two-dimensional…
We construct a three-point compact finite difference scheme on a non-uniform mesh for the time-fractional Black-Scholes equation. We show that for special graded meshes used in finance, the Tavella-Randall and the quadratic meshes the…
Structure-preserving finite-difference schemes for general nonlinear fourth-order parabolic equations on the one-dimensional torus are derived. Examples include the thin-film and the Derrida-Lebowitz-Speer-Spohn equations. The schemes…
We describe a strategy to solve differential equations for Feynman integrals by powers series expansions near singular points and to obtain high precision results for the corresponding master integrals. We consider Feynman integrals with…
A novel orthogonalization-free method together with two specific algorithms are proposed to solve extreme eigenvalue problems. On top of gradient-based algorithms, the proposed algorithms modify the multi-column gradient such that earlier…
Suzuki-Trotter decompositions of exponential operators like $\exp(Ht)$ are required in almost every branch of numerical physics. Often the exponent under consideration has to be split into more than two operators, for instance as local…
This paper reports on recent work to compute the asymptotic solution of a n-th order ordinary differential equation. Symbolic methods are used to compute the asymptotics over a large region. Application is made to the computation of the…
Based on the superconvergent approximation at some point (depending on the fractional order $\alpha$, but not belonging to the mesh points) for Gr\"{u}nwald discretization to fractional derivative, we develop a series of high order…
Explicit high-order non-canonical symplectic particle-in-cell algorithms for classical particle-field systems governed by the Vlasov-Maxwell equations are developed. The algorithm conserves a discrete non-canonical symplectic structure…
We derive a second-order ordinary differential equation (ODE) which is the limit of Nesterov's accelerated gradient method. This ODE exhibits approximate equivalence to Nesterov's scheme and thus can serve as a tool for analysis. We show…
In this paper, we first present an explicit expression for the inverse\emph{} of a type of matrices. As special applications, the inverse of some matrices arising from implicit time integration techniques, such as the well-known implicit…
Efficient and fast predictor-corrector methods are proposed to deal with nonlinear Caputo-Fabrizio fractional differential equations, where Caputo-Fabrizio operator is a new proposed fractional derivative with a smooth kernel. The proposed…
In this paper, a class of arbitrarily high-order linear momentum-preserving and energy-preserving schemes are proposed, respectively, for solving the regularized long-wave equation. For the momentum-preserving scheme, the key idea is based…
An exact analytical diagonalization is used to solve the two dimensional Extended Hubbard Model for system with finite size. We have considered an Extended Hubbard Model (EHM) including on-site and off-site interactions with interaction…
Several problems in magnetically confined fusion, such as the computation of exterior vacuum fields or the decomposition of the total magnetic field into separate contributions from the plasma and the external sources, are best formulated…
We present a new and simple bound for the exponential decay of second order systems using the spectral shift. This result is applied to finite matrices as well as to partial differential equations of Mathematical Physics. The type of the…