Related papers: Spline-oriented inter/extrapolation-based multirat…
This survey provides an overview of state-of-the art multirate schemes, which exploit the different time scales in the dynamics of a differential equation model by adapting the computational costs to different activity levels of the system.…
Multirate behavior of ordinary differential equations (ODEs) and differential-algebraic equations (DAEs) is characterized by widely separated time constants in different components of the solution or different additive terms of the…
In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…
We develop a local polynomial spline interpolation scheme for arbitrary spline order on bounded intervals. Our method's local formulation, effective boundary considerations and optimal interpolation error rate make it particularly useful…
Numerical integration methods are central to the study of self-gravitating systems, particularly those comprised of many bodies or otherwise beyond the reach of analytical methods. Predictor-corrector schemes, both multi-step methods and…
The Numerical Recipes series of books are a useful resource, but all the algorithms they contain cannot be used within open-source projects. In this paper we develop drop-in alternatives to the two algorithms they present for cubic spline…
A systematic construction of higher order splines using two hierarchies of polynomials is presented. Explicit instructions on how to implement one of these hierarchies are given. The results are limited to interpolations on regular,…
Second order spiral splines are $C^2$ unit-speed planar curves that can be used to interpolate a list $Y$ of $n+1$ points in $\R ^2$ at times specified in some list $T$, where $n\geq 2$. Asymptotic methods are used to develop a fast…
Explicit pointwise error bounds for the interpolation of a smooth function by piecewise exponential splines of order four are given. Estimates known for cubic splines are extended to a natural class of piecewise exponential splines which…
This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. The proposed methods are based on a specific subset of explicit one-step…
Spline interpolation has been used in several applications due to its favorable properties regarding smoothness and accuracy of the interpolant. However, when there exists a discontinuity or a steep gradient in the data, some artifacts can…
The calculation of scattering amplitudes at higher orders in perturbation theory has reached a high degree of maturity. However, their usage to produce physical predictions within Monte Carlo programs is often precluded by the slow…
The simulation of systems that act on multiple time scales is challenging. A stable integration of the fast dynamics requires a highly accurate approximation whereas for the simulation of the slow part, a coarser approximation is accurate…
In this paper we propose a novel class of methods for high order accurate integration of multirate systems of ordinary differential equation initial-value problems. The proposed methods construct multirate schemes by approximating the…
This work focuses on the construction of a new class of fourth-order accurate methods for multirate time evolution of systems of ordinary differential equations. We base our work on the Recursive Flux Splitting Multirate (RFSMR) version of…
We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…
Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article,…
As is well-known, the advantage of the high-order compact difference scheme (H-OCD) is unconditionally stable and convergent with the order $O(\tau^2+h^4)$ under the maximum norm. In this article, a new numerical gradient scheme based on…
Many complex applications require the solution of initial-value problems where some components change fast, while others vary slowly. Multirate schemes apply different step sizes to resolve different components of the system, according to…
We present a multirate method that is particularly suited for integrating the systems of Ordinary Differential Equations (ODEs) that arise in step models of surface evolution. The surface of a crystal lattice, that is slightly miscut from a…