Related papers: Symplectic P-stable Additive Runge--Kutta Methods
We consider a linear inhomogeneous fractional evolution equation which is obtained from a Cauchy problem by replacing its first-order time derivative with Caputo's fractional derivative. The operator in the fractional evolution equation is…
We propose efficient numerical methods for nonseparable non-canonical Hamiltonian systems which are explicit, K-symplectic in the extended phase space with long time energy conservation properties. They are based on extending the original…
This paper contains an error analysis of two randomized explicit Runge-Kutta schemes for ordinary differential equations (ODEs) with time-irregular coefficient functions. In particular, the methods are applicable to ODEs of Carath\'eodory…
The $k$-symplectic structures appear in the geometric study of the partial differential equations of classical field theories. Meanwhile, we present a new application of the $k$-symplectic structures to investigate a type of systems of…
This paper investigates the performance of a subclass of exponential integrators, specifically explicit exponential Runge--Kutta methods. It is well known that third-order methods can suffer from order reduction when applied to linearized…
We present a derivation and theoretical investigation of the Adams-Bashforth and Adams-Moulton family of linear multistep methods for solving ordinary differential equations, starting from a Gaussian process (GP) framework. In the limit,…
In this paper, the effect that produces the local linearization of the embedded Runge-Kutta formulas of Dormand and Prince for initial value problems is studied. For this, embedded Locally Linearized Runge-Kutta formulas are defined and…
A space-time fully adaptive multiresolution method for evolutionary non-linear partial differential equations is presented introducing an improved local time-stepping method. The space discretisation is based on classical finite volumes,…
In this paper we derive the symplectic framework for field theories defined by higher-order Lagrangians. The construction is based on the symplectic reduction of suitable spaces of iterated jets. The possibility of reducing a higher-order…
The article considers symmetric general linear methods, a class of numerical time integration methods which, like symmetric Runge--Kutta methods, are applicable to general time--reversible differential equations, not just those derived from…
In this paper, we consider the asymptotical regularization with convex constraints for nonlinear ill-posed problems. The method allows to use non-smooth penalty terms, including the L1-like and the total variation-like penalty functionals,…
Li, Chen, Tai & E. (J. Machine Learning Research, 2018) have proposed a regularization of the forward-backward sweep iteration for solving the Pontryagin maximum principle in optimal control problems. The authors prove the global…
We study a class of general purpose linear multisymplectic integrators for Hamiltonian wave equations based on a diamond-shaped mesh. On each diamond, the PDE is discretized by a symplectic Runge--Kutta method. The scheme advances in time…
Many important differential equations model quantities whose value must remain positive or stay in some bounded interval. These bounds may not be preserved when the model is solved numerically. We propose to ensure positivity or other…
We consider the development of exponential methods for the robust time discretization of space inhomogeneous Boltzmann equations in stiff regimes. Compared to the space homogeneous case, or more in general to the case of splitting based…
Many control, optimization, and learning algorithms rely on discretizations of continuous-time contracting systems, where preservation of contractivity under numerical integration is key for stability, robustness, and reliable fixed-point…
Implicit-explicit (IMEX) Runge-Kutta methods play a major rule in the numerical treatment of differential systems governed by stiff and non-stiff terms. This paper discusses order conditions and symplecticity properties of a class of IMEX…
When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…
New classes of Lie-Hamilton systems are obtained from the six-dimensional fundamental representation of the symplectic Lie algebra $\mathfrak{sp}(6,\mathbb{R})$. The ansatz is based on a recently proposed procedure for constructing…
The simulation of chemical kinetics involving multiple scales constitutes a modeling challenge (from ordinary differential equations to Markov chain) and a computational challenge (multiple scales, large dynamical systems, time step…