Related papers: Dense output for highly oscillatory numerical solu…
We present a novel numerical routine (oscode) with a C++ and Python interface for the efficient solution of one-dimensional, second-order, ordinary differential equations with rapidly oscillating solutions. The method is based on a…
We demonstrate the effectiveness of a novel scheme for numerically solving linear differential equations whose solutions exhibit extreme oscillation. We take a standard Runge-Kutta approach, but replace the Taylor expansion formula with a…
We explore higher-dimensional generalizations of the Runge-Kutta-Wentzel-Kramers-Brillouin method for integrating coupled systems of first-order ordinary differential equations with highly oscillatory solutions. Such methods could improve…
The quantum dense output problem is the process of evaluating time-accumulated observables from time-dependent quantum dynamics using quantum computers. This problem arises frequently in applications such as quantum control and…
We use generalized Gaussian quadratures for exponentials to develop a new ODE solver. Nodes and weights of these quadratures are computed for a given bandlimit $c$ and user selected accuracy $\epsilon$, so that they integrate functions…
We investigate dense output formulae (also known as continuous extensions) for strong stability preserving (SSP) Runge-Kutta methods. We require that the dense output formula also possess the SSP property, ideally under the same step-size…
We analyze the problem of calculating the solutions and the spectrum of a string with arbitrary density and fixed ends. We build a perturbative scheme which uses a basis of WKB-type functions and obtain explicit expressions for the…
We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focussing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the…
Explicit Runge-Kutta methods are classical and widespread techniques in the numerical solution of ordinary differential equations (ODEs). Considering partial differential equations, spatial semidiscretisations can be used to obtain systems…
In this paper we derive and analyze the properties of explicit singly diagonal implicit Runge-Kutta (ESDIRK) integration methods. We discuss the principles for construction of Runge-Kutta methods with embedded methods of different order for…
Gamma distributed delay differential equations (DDEs) arise naturally in many modelling applications. However, appropriate numerical methods for generic Gamma distributed DDEs are not currently available. Accordingly, modellers often resort…
In these lectures, we provide an introduction to the complex WKB method, using as a guiding example a class of anharmonic oscillators that appears in the ODE/IM correspondence. In the first three lectures, we introduce the main objects of…
We introduce a class of exponential Runge-Kutta integration methods for kinetic equations. The methods are based on a decomposition of the collision operator into an equilibrium and a non equilibrium part and are exact for relaxation…
In this work modified Patankar-Runge-Kutta (MPRK) schemes up to order four are considered and equipped with a dense output formula of appropriate accuracy. Since these time integrators are conservative and positivity preserving for any time…
This paper is dedicated to the efficient numerical computation of solutions to the 1D stationary Schr\"odinger equation in the highly oscillatory regime. We compute an approximate solution based on the well-known WKB-ansatz, which relies on…
We develop continuous-stage Runge-Kutta methods based on weighted orthogonal polynomials in this paper. There are two main highlighted merits for developing such methods: Firstly, we do not need to study the tedious solution of…
The numerical solution of implicit and stiff differential equations by implicit numerical integrators has been largely investigated and there exist many excellent efficient codes available in the scientific community, as Radau5 (based on a…
A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…
Modern density functional approximations achieve moderate accuracy at low computational cost for many electronic structure calculations. Some background is given relating the gradient expansion of density functional theory to the WKB…
We study gradient-based optimization methods obtained by direct Runge-Kutta discretization of the ordinary differential equation (ODE) describing the movement of a heavy-ball under constant friction coefficient. When the function is high…