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Using both fractional derivatives, defined in the Riemann-Liouville and Caputo senses, and classical derivatives of the integer order we examine different numerical approaches to ordinary differential equations. Generally we formulate some…

Numerical Analysis · Mathematics 2007-12-04 Jacek S. Leszczynski , Tomasz Blaszczyk

Recently, there has been growing interest in using physics-informed neural networks (PINNs) to solve differential equations. However, the preservation of structure, such as energy and stability, in a suitable manner has yet to be…

Machine Learning · Computer Science 2024-01-11 Haoyu Chu , Yuto Miyatake , Wenjun Cui , Shikui Wei , Daisuke Furihata

The differentiable programming paradigm is a cornerstone of modern scientific computing. It refers to numerical methods for computing the gradient of a numerical model's output. Many scientific models are based on differential equations,…

In this paper we will study some interesting properties of modifications of the Euler-Poincar\'e equations when we add a special type of dissipative force, so that the equations of motion can be described using the metriplectic formalism.…

Mathematical Physics · Physics 2024-01-11 Anthony Bloch , Marta Farré Puiggalí , David Martín de Diego

We show how to increase the order of one-dimensional discrete gradient numerical integrator without losing its advantages, such as exceptional stability, exact conservation of the energy integral and exact preservation of the trajectories…

Computational Physics · Physics 2010-08-24 Jan L. Cieśliński , Bogusław Ratkiewicz

Lyapunov functions play a fundamental role in analyzing the stability and convergence properties of optimization methods. In this paper, we propose a novel and straightforward approach for constructing Lyapunov functions for first-order…

Optimization and Control · Mathematics 2024-01-12 Daniil Merkulov , Ivan Oseledets

We study the connections between ordinary differential equations and optimization algorithms in a non-Euclidean setting. We propose a novel accelerated algorithm for minimising convex functions over a convex constrained set. This algorithm…

Optimization and Control · Mathematics 2026-03-30 Paul Dobson , Jesus María Sanz-Serna , Konstantinos C. Zygalakis

In this paper we propose an algorithm for the numerical solution of arbitrary differential equations of fractional order. The algorithm is obtained by using the following decomposition of the differential equation into a system of…

Numerical Analysis · Mathematics 2025-10-20 Leszczynski Jacek , Ciesielski Mariusz

Many important applications are modelled by differential equations with positive solutions. However, it remains an outstanding open problem to develop numerical methods that are both (i) of a high order of accuracy and (ii) capable of…

Numerical Analysis · Mathematics 2022-05-03 Sergio Blanes , Arieh Iserles , Shev Macnamara

Calibration of large-scale differential equation models to observational or experimental data is a widespread challenge throughout applied sciences and engineering. A crucial bottleneck in state-of-the art calibration methods is the…

Optimization and Control · Mathematics 2021-02-23 Jon Cockayne , Andrew B. Duncan

Systems with a first integral (i.e., constant of motion) or a Lyapunov function can be written as ``linear-gradient systems'' $\dot x= L(x)\nabla V(x)$ for an appropriate matrix function $L$, with a generalization to several integrals or…

Mathematical Physics · Physics 2009-10-31 Robert I McLachlan , GRW Quispel , Nicolas Robidoux

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

$L^1$ based optimization is widely used in image denoising, machine learning and related applications. One of the main features of such approach is that it naturally provide a sparse structure in the numerical solutions. In this paper, we…

Numerical Analysis · Mathematics 2023-02-13 Weifeng Qiu , Jin Ren , Ke Shi , Yuesheng Xu

We have presented some practical consequences on the molecular-dynamics simulations arising from the numerical algorithm published recently in paper Int. J. Mod. Phys. C 16, 413 (2005). The algorithm is not a finite-difference method and…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 B. Brzostowski , M. R. Dudek , B. Grabiec , T. Nadzieja

In this paper we design discrete port-Hamiltonian systems systematically in two different ways, by applying discrete gradient methods and splitting methods respectively. The discrete port-Hamiltonian systems we get satisfy a discrete notion…

Numerical Analysis · Mathematics 2017-06-28 Elena Celledoni , Eirik Hoel Høiseth

We study differentiable strongly quasiconvex functions for providing new properties for algorithmic and monotonicity purposes. Furthemore, we provide insights into the decreasing behaviour of strongly quasiconvex functions, applying this…

Optimization and Control · Mathematics 2024-10-07 Felipe Lara , Raúl T. Marcavillaca , Phan T. Vuong

Partial differential equations (PDEs) describing thermodynamically isolated systems typically possess conserved quantities (like mass, momentum, and energy) and dissipated quantities (like entropy). Preserving these conservation and…

Numerical Analysis · Mathematics 2025-12-01 Boris D. Andrews , Patrick E. Farrell

Ordinary differential equations are arguably the most popular and useful mathematical tool for describing physical and biological processes in the real world. Often, these physical and biological processes are observed with errors, in which…

Methodology · Statistics 2016-07-26 Sarat C. Dass , Jaeyong Lee , Kyoungjae Lee , Jonghun Park

In this paper, we propose and analyse a novel class of exponential collocation methods for solving conservative or dissipative systems based on exponential integrators and collocation methods. It is shown that these novel methods can be of…

Numerical Analysis · Mathematics 2018-09-18 Bin Wang , Xinyuan Wu

This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…

Optimization and Control · Mathematics 2014-05-19 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres