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This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…

Statistics Theory · Mathematics 2020-02-19 Mengyu Xu , Xiaohui Chen , Wei Biao Wu

We present a new algorithm for the discretization of the Vlasov-Maxwell system of equations for the study of plasmas in the kinetic regime. Using the discontinuous Galerkin finite element method for the spatial discretization, we obtain a…

Plasma Physics · Physics 2017-11-22 J. Juno , A. Hakim , J. TenBarge , E. Shi , W. Dorland

We propose a fast integrator to a class of dynamical systems with several temporal scales. The proposed method is developed as an extension of the variable step size Heterogeneous Multiscale Method (VSHMM), which is a two-scale integrator…

Numerical Analysis · Mathematics 2015-10-21 Yoonsang Lee , Bjorn Engquist

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

Statistical Mechanics · Physics 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

Energy methods for constructing time-stepping algorithms are of increased interest in application to nonlinear problems, since numerical stability can be inferred from the conservation of the system energy. Alternatively, symplectic…

Computational Physics · Physics 2020-08-24 Vasileios Chatziioannou

We present a new algorithm which is named the Dynamical Functional Particle Method, DFPM. It is based on the idea of formulating a finite dimensional damped dynamical system whose stationary points are the solution to the original…

Numerical Analysis · Mathematics 2013-03-25 Mårten Gulliksson , Sverker Edvardsson , Andreas Lind

The paper develops a continuum theory of weak viscoelastic nematodynamics of Maxwell type. It may describe the molecular elasticity effects in mono-domain flows of liquid crystalline polymers as well as the viscoelastic effects in…

Soft Condensed Matter · Physics 2007-05-23 Arkady I. Leonov

We consider the deformation of a geological structure with non-intersecting faults that can be represented by a layered system of viscoelastic bodies satisfying rate- and state-depending friction conditions along the common interfaces. We…

Numerical Analysis · Mathematics 2022-01-17 Carsten Gräser , Ralf Kornhuber , Joscha Podlesny

The Hamiltonian dynamics of chains of nonlinearly coupled particles is numerically investigated in two and three dimensions. Simple, off-lattice homopolymer models are used to represent the interparticle potentials. Time averages of…

Statistical Mechanics · Physics 2007-05-23 Alessandro Mossa , Marco Pettini , Cecilia Clementi

A new method is proposed for integrating the equations of motion of an elastic filament. In the standard finite-difference and finite-element formulations the continuum equations of motion are discretized in space and time, but it is then…

Computational Physics · Physics 2009-11-13 Anthony JC Ladd , Gaurav Misra

By extending Takens' embedding theorem (1981), Deyle and Sugihara (2011) provided a theoretical justification for using parallel measurement time series to reconstruct a system's attractor. Building on Takens' framework, Brunton et al.…

Chaotic Dynamics · Physics 2026-03-18 Carlos Colchero , Jorge Perez , Alvaro Herrera , Oliver Probst

The Boris algorithm, a closely related variational integrator and a newly proposed filtered variational integrator are studied when they are used to numerically integrate the equations of motion of a charged particle in a non-uniform strong…

Numerical Analysis · Mathematics 2021-01-27 Ernst Hairer , Christian Lubich , Yanyan Shi

In order to investigate the rheological properties of viscoelastic fluids by mesoscopic hydrodynamics methods, we develop a multi-particle collision dynamics (MPC) model for a fluid of harmonic dumbbells. The algorithm consists of…

Soft Condensed Matter · Physics 2008-11-05 Yu-Guo Tao , Ingo O. Goetze , Gerhard Gompper

The time-evolving precision matrix of a piecewise-constant Gaussian graphical model encodes the dynamic conditional dependency structure of a multivariate time-series. Traditionally, graphical models are estimated under the assumption that…

Methodology · Statistics 2017-11-01 Alexander J. Gibberd , James D. B. Nelson

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

It is classical that, when the small deformation is assumed, the incremental analysis problem of an elastoplastic structure with a piecewise-linear yield condition and a linear strain hardening model can be formulated as a convex quadratic…

Optimization and Control · Mathematics 2017-08-22 Yoshihiro Kanno

We introduce the Hamming Ball Sampler, a novel Markov Chain Monte Carlo algorithm, for efficient inference in statistical models involving high-dimensional discrete state spaces. The sampling scheme uses an auxiliary variable construction…

Methodology · Statistics 2015-05-05 Michalis K. Titsias , Christopher Yau

An analytical method for investigation of the evolution of dynamical systems {\it with independent on time accuracy} is developed for perturbed Hamiltonian systems. The error-free estimation using of computer algebra enables the application…

Instrumentation and Methods for Astrophysics · Physics 2016-12-13 A. V. Gurzadyan , A. A. Kocharyan

A general model is formulated for elasto-plastic materials undergoing linear kinematic hardening to describe microstructure evolution associated with phase transformations. Using infinitesimal strain theory, the model is based on…

Computational Engineering, Finance, and Science · Computer Science 2026-02-20 Sarah Dinkelacker-Steinhoff , Klaus Hackl

We study a system of Maxwell's equations that describes the time evolution of electromagnetic fields with an additional electric scalar variable to make the system amenable to a mixed finite element spatial discretization. We demonstrate…

Numerical Analysis · Mathematics 2026-01-21 Archana Arya , Kaushik Kalyanaraman