Related papers: Continuous-Stage Runge-Kutta approximation to Diff…
The exponential fitting technique uses information on the expected behaviour of the solution of a differential problem to define accurate and efficient numerical methods. In particular, exponentially fitted methods are very effective when…
We study the hyperbolic approximation of the Benjamin-Bona-Mahony (BBM) equation proposed recently by Gavrilyuk and Shyue (2022). We develop asymptotic-preserving numerical methods using implicit-explicit (additive) Runge-Kutta methods that…
In this paper we develop a fully nonconforming virtual element method (VEM) of arbitrary approximation order for the two dimensional Cahn-Hilliard equation. We carry out the error analysis for the semidiscrete (continuous-in-time) scheme…
In the present paper, a class of stochastic Runge-Kutta methods containing the second order stochastic Runge-Kutta scheme due to E. Platen for the weak approximation of It\^o stochastic differential equation systems with a multi-dimensional…
A new Runge-Kutta-Nystr\"om method, with phase-lag of order infinity, for the integration of second-order periodic initial-value problems is developed in this paper. The new method is based on the Dormand and Prince Runge-Kutta-Nystr\"om…
Next-generation exascale machines with extreme levels of parallelism will provide massive computing resources for large scale numerical simulations of complex physical systems at unprecedented parameter ranges. However, novel numerical…
We study a class of backward stochastic differential equations (BSDEs) driven by a random measure or, equivalently, by a marked point process. Under appropriate assumptions we prove well-posedness and continuous dependence of the solution…
We propose a new probabilistic scheme which combines deep learning techniques with high order schemes for backward stochastic differential equations belonging to the class of Runge-Kutta methods to solve high-dimensional semi-linear…
We study the application of a generalized form of the level set method used in classical physical contexts to quantum optimal control situations. The set of OCT equations needed to keep the expectation value of an observable constant is…
In this paper, we develop a new type of Runge--Kutta (RK) discontinuous Galerkin (DG) method for solving hyperbolic conservation laws. Compared with the original RKDG method, the new method features improved compactness and allows simple…
This study focuses on reachability problems in differential games. An improved level set method for computing reachable tubes is proposed in this paper. The reachable tube is described as a sublevel set of a value function, which is the…
Recent advances in analog and digital quantum-simulation platforms have enabled exploration of the spectrum of entanglement Hamiltonians via variational algorithms. In this work we analyze the convergence properties of the variationally…
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…
Variational space-time formulations for Partial Differential Equations have been of great interest in the last decades. While it is known that implicit time marching schemes have variational structure, the Galerkin formulation of explicit…
Many control, optimization, and learning algorithms rely on discretizations of continuous-time contracting systems, where preservation of contractivity under numerical integration is key for stability, robustness, and reliable fixed-point…
We present a robust and accurate numerical method to solve the modified Buckley-Leverett equation in two-phase porous media flow with dynamic capillary pressure effect. A symmetric interior penalty discontinuous Galerkin method is used to…
In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…
The numerical efficiency of different schemes for solving the Liouville-von Neumann equation within multilevel Redfield theory has been studied. Among the tested algorithms are the well-known Runge-Kutta scheme in two different…
We consider a kind of stochastic exit time optimal control problems, in which the cost function is defined through a nonlinear backward stochastic differential equation. We study the regularity of the value function for such a control…
A wide range of physical phenomena exhibit auxiliary admissibility criteria, such as conservation of entropy or various energies, which arise implicitly under exact solution of their governing PDEs. However, standard temporal schemes, such…