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Numerical integrators could be used to form interpolation conditions when training neural networks to approximate the vector field of an ordinary differential equation (ODE) from data. When numerical one-step schemes such as the Runge-Kutta…
The recently introduced polynomial time integration framework proposes a novel way to construct time integrators for solving systems of first-order ordinary differential equation by using interpolating polynomials in the complex time plane.…
We propose a numerical scheme to solve the time dependent linear Schr\"odinger equation. The discretization is carried out by combining a Runge-Kutta time-stepping scheme with a finite element discretization in space. Since the…
We propose a high order numerical homogenization method for dissipative ordinary differential equations (ODEs) containing two time scales. Essentially, only first order homogenized model globally in time can be derived. To achieve a high…
Quantization techniques have been applied in many challenging finance applications, including pricing claims with path dependence and early exercise features, stochastic optimal control, filtering problems and efficient calibration of large…
We introduce two multiscale numerical schemes for the time integration of weakly nonlinear Schr\"odinger equations, built upon the discretization of Picard iterates of the solution. These high-order schemes are designed to achieve high…
Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper, we derive explicit stabilized integrators of orders one and…
In the absence of wave propagation, transient electromagnetic fields are governed by a composite scalar/vector potential formulation for the quasistatic Darwin field model. Darwin-type field models are capable of capturing inductive,…
We provide a new approach for the efficient matrix-free application of the transpose of the Jacobian for the spectral element method for the adjoint based solution of partial differential equation (PDE) constrained optimization. This…
Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…
Using Suzuki-Trotter decompositions of exponential operators we describe new algorithms for the numerical integration of the equations of motion for classical spin systems. These techniques conserve spin length exactly and, in special…
This paper develops methods for numerically solving stochastic delay-differential equations (SDDEs) with multiple fixed delays that do not align with a uniform time mesh. We focus on numerical schemes of strong convergence orders $1/2$ and…
In this paper we consider unconditionally energy stable numerical schemes for the nonstationary 3D magneto-micropolar equations that describes the microstructure of rigid microelements in electrically conducting fluid flow under some…
We introduce a high-order spline geometric approach for the initial boundary value problem for Maxwell's equations. The method is geometric in the sense that it discretizes in structure preserving fashion the two de Rham sequences of…
We provide a framework for high-order discretizations of nonlinear scalar convection-diffusion equations that satisfy a discrete maximum principle. The resulting schemes can have arbitrarily high order accuracy in time and space, and can be…
The non-differentiability of the singular nonlinearity (such as $f=\ln|u|^2$) at $u=0$ presents significant challenges in devising accurate and efficient numerical schemes for the logarithmic Schr\"{o}dinger equation (LogSE). To address…
Fully implicit Runge-Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty…
We construct a finite element discretization and time-stepping scheme for the incompressible Euler equations with variable density that exactly preserves total mass, total squared density, total energy, and pointwise incompressibility. The…
We consider the periodic initial-value problem for the Korteweg-de Vries equation that we discretize in space by a spectral Fourier-Galerkin method and in time by an implicit, high order, Runge-Kutta scheme of composition type based on the…
We consider a space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable. Conforming tensor-product finite element discretisations with piecewise…