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This study presents an efficient, accurate, effective and unconditionally stable time stepping scheme for the Darcy-Brinkman equations in double-diffusive convection. The stabilization within the proposed method uses the idea of stabilizing…

Numerical Analysis · Mathematics 2018-04-10 Aytekin Çıbık , Medine Demir , Songul Kaya

We develop a convergent variational perturbation theory for the frequency of time-periodic solutions of nonlinear dynamical systems. The power of the theory is illustrated by applying it to the Duffing oscillator.

Mathematical Physics · Physics 2009-11-07 Axel Pelster , Hagen Kleinert , Michael Schanz

The main contribution of this work is to construct and analyze stable and high order schemes to efficiently solve the two-dimensional time Caputo-Fabrizio fractional diffusion equation. Based on a third-order finite difference method in…

Numerical Analysis · Mathematics 2020-08-24 Fan Yu , Minghua Chen

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

We discuss balanced truncation model order reduction for large-scale quadratic-bilinear (QB) systems. Balanced truncation for linear systems mainly involves the computation of the Gramians of the system, namely reachability and…

Optimization and Control · Mathematics 2017-05-02 Peter Benner , Pawan Goyal

In this paper, we present and analyse a class of "filtered" numerical schemes for second order Hamilton-Jacobi-Bellman equations. Our approach follows the ideas introduced in B.D. Froese and A.M. Oberman, Convergent filtered schemes for the…

Numerical Analysis · Mathematics 2016-11-16 Olivier Bokanowski , Athena Picarelli , Christoph Reisinger

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

Novel constructions of empirical controllability and observability gramians for nonlinear systems for subsequent use in a balanced truncation style of model reduction are proposed. The new gramians are based on a generalisation of the…

Optimization and Control · Mathematics 2007-05-23 Marissa Condon , Rossen I. Ivanov

In this paper, we explore the role of tensor algebra in balanced truncation (BT) based model reduction/identification for high-dimensional multilinear/linear time invariant systems. In particular, we employ tensor train decomposition (TTD),…

Systems and Control · Electrical Eng. & Systems 2020-01-28 Can Chen , Amit Surana , Anthony Bloch , Indika Rajapakse

We construct high order symmetric volume-preserving methods for the relativistic dynamics of a charged particle by the splitting technique with processing. Via expanding the phase space to include time $t$, we give a more general…

Computational Physics · Physics 2016-10-12 Yang He , Yajuan Sun , Ruili Zhang , Yulei Wang , Jian Liu , Hong Qin

We propose two stable and one conditionally stable finite difference schemes of second-order in both time and space for the time-fractional diffusion-wave equation. In the first scheme, we apply the fractional trapezoidal rule in time and…

Numerical Analysis · Mathematics 2014-11-11 Fanhai Zeng

Model order reduction is a technique that is used to construct low-order approximations of large-scale dynamical systems. In this paper, we investigate a balancing based model order reduction method for dynamical systems with a linear…

Optimization and Control · Mathematics 2019-09-11 Peter Benner , Pawan Goyal , Igor Pontes Duff

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…

Computational Physics · Physics 2024-01-02 Viktoriya Morozova , James G. Coder , Kevin Holst

We consider linear magneto-quasistatic field equations which arise in simulation of low-frequency electromagnetic devices coupled to electrical circuits. A finite element discretization of such equations on 3D domains leads to a singular…

Numerical Analysis · Mathematics 2019-11-21 Johanna Kerler-Back , Tatjana Stykel

We use high order finite difference methods to solve the wave equation in the second order form. The spatial discretization is performed by finite difference operators satisfying a summation-by-parts property. The focus of this work is on…

Numerical Analysis · Mathematics 2017-02-08 Siyang Wang , Kristoffer Virta , Gunilla Kreiss

Along the ideas of Curtain and Glover, we extend the balanced truncation method for infinite-dimensional linear systems to bilinear and stochastic systems. Specifically , we apply Hilbert space techniques used in many-body quantum mechanics…

Optimization and Control · Mathematics 2018-11-27 Simon Becker , Carsten Hartmann

A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…

Numerical Analysis · Mathematics 2018-10-19 Zhongdi Cen , Jian Huang , Anbo Le , Aimin Xu

We introduce a novel framework to approximate the aggregate frequency dynamics of coherent generators. By leveraging recent results on dynamics concentration of tightly connected networks, and frequency weighted balanced truncation, a…

Systems and Control · Electrical Eng. & Systems 2021-01-05 Hancheng Min , Fernando Paganini , Enrique Mallada
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