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Two families of symplectic methods specially designed for second-order time-dependent linear systems are presented. Both are obtained from the Magnus expansion of the corresponding first-order equation, but otherwise they differ in…

Numerical Analysis · Mathematics 2024-04-22 Philipp Bader , Sergio Blanes , Fernando Casas , Nikita Kopylov , Enrique Ponsoda

This paper presents a solution to an initial value problem for the 1-dimensional wave equation on time scales through the application of a Fourier transform and its inverse via contour integrals. The time scale of the spatial dimension is…

Analysis of PDEs · Mathematics 2024-09-26 Davis Funk , Charis Tsikkou

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 investigate the behavior of the time derivatives of the solution to a linear time-fractional, advection-diffusion-reaction equation, allowing space- and time-dependent coefficients as well as initial data that may have low regularity.…

Analysis of PDEs · Mathematics 2020-03-24 William McLean , Kassem Mustapha , Raed Ali , Omar M. Knio

We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , J. M. Sanz-Serna

We propose and analyse a numerical integrator that computes a low-rank approximation to large time-dependent matrices that are either given explicitly via their increments or are the unknown solution to a matrix differential equation.…

Numerical Analysis · Mathematics 2020-10-06 Gianluca Ceruti , Christian Lubich

Transport phenomena play a vital role in various fields of science and engineering. In this work, exact solutions are derived for advection equations with integer- and fractional-order time derivatives and a constant time-delay in the…

Analysis of PDEs · Mathematics 2024-09-25 Christopher N. Angstmann , Stuart-James M. Burney , Daniel S. Han , Bruce I. Henry , Zhuang Xu

In this paper, we present a novel spectral renormalization exponential integrator method for solving gradient flow problems. Our method is specifically designed to simultaneously satisfy discrete analogues of the energy dissipation laws and…

Numerical Analysis · Mathematics 2023-10-03 Dianming Hou , Lili Ju , Zhonghua Qiao

In this and subsequent paper arXiv:1011.5185 we develop a recursive approach for calculating the short-time expansion of the propagator for a general quantum system in a time-dependent potential to orders that have not yet been accessible…

Statistical Mechanics · Physics 2011-08-09 Antun Balaz , Ivana Vidanovic , Aleksandar Bogojevic , Aleksandar Belic , Axel Pelster

We give a way to recover time-dependent singular coefficients of the wave-equation in the one-dimensional case.

Analysis of PDEs · Mathematics 2019-02-08 Olivier Poisson

Exponential integrators are a well-known class of time integration methods that have been the subject of many studies and developments in the past two decades. Surprisingly, there have been limited efforts to analyze their stability and…

Numerical Analysis · Mathematics 2021-08-03 Tommaso Buvoli , Michael L. Minion

In this paper, we introduce a class of linear time-varying dynamic-algebraic equations(LTVDAE) of tractability index one on arbitrary time scales. We propose a procedure for the decoupling of the considered class LTVDAE. A projector…

Dynamical Systems · Mathematics 2022-12-01 Svetlin G. Georgiev , Sergey Kryzhevich

We introduce efficient and robust exponential-type integrators for Klein-Gordon equations which resolve the solution in the relativistic regime as well as in the highly-oscillatory non-relativistic regime without any step-size restriction,…

Numerical Analysis · Mathematics 2017-01-19 Simon Baumstark , Erwan Faou , Katharina Schratz

By recursively solving the underlying Schr\" odinger equation, we set up an efficient systematic approach for deriving analytic expressions for discretized effective actions. With this we obtain discrete short-time propagators for both one…

Statistical Mechanics · Physics 2011-08-08 Antun Balaz , Aleksandar Bogojevic , Ivana Vidanovic , Axel Pelster

We address the problem of classification of integrable differential-difference equations in 2+1 dimensions with one/two discrete variables. Our approach is based on the method of hydrodynamic reductions and its generalisation to dispersive…

Exactly Solvable and Integrable Systems · Physics 2015-06-15 E. V. Ferapontov , V. S. Novikov , I. Roustemoglou

A new method of solution is proposed for solution of the wave equation in one space dimension with continuously-varying coefficients. By considering all paths along which information arrives at a given point, the solution is expressed as an…

Analysis of PDEs · Mathematics 2019-10-11 Jithin D. George , David I. Ketcheson , Randall J. LeVeque

Neural operators have shown promise in solving many types of Partial Differential Equations (PDEs). They are significantly faster compared to traditional numerical solvers once they have been trained with a certain amount of observed data.…

Numerical Analysis · Mathematics 2025-02-18 Guanhang Lei , Zhen Lei , Lei Shi

The Riemann-Hilbert problem associated with the integrable PDE is used as a nonlinear transformation of the nearly integrable PDE to the spectral space. The temporal evolution of the spectral data is derived with account for arbitrary…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 V. S. Shchesnovich

This article is concerned with a new filtered two-step variational integrator for solving the charged-particle dynamics in a mildly non-uniform moderate or strong magnetic field with a dimensionless parameter $\varepsilon$ inversely…

Numerical Analysis · Mathematics 2026-03-05 Ting Li , Bin Wang

A numerical integrator is presented that computes a symmetric or skew-symmetric low-rank approximation to large symmetric or skew-symmetric time-dependent matrices that are either given explicitly or are the unknown solution to a matrix…

Numerical Analysis · Mathematics 2024-09-23 Gianluca Ceruti , Christian Lubich
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