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Two specialized algorithms for the numerical integration of the equations of motion of a Brownian walker obeying detailed balance are introduced. The algorithms become symplectic in the appropriate limits, and reproduce the equilibrium…

Statistical Mechanics · Physics 2009-11-10 R Mannella

In this report the emphasis is on an alternative representation of the Magnus series by proper operator (matrix) exponential solutions to differential equations (systems), both linear and nonlinear ODEs and PDEs. The main idea here is in…

Mathematical Physics · Physics 2026-01-06 Yu. N. Kosovtsov

We consider the goal-oriented error estimates for a linearized iterative solver for nonlinear partial differential equations. For the adjoint problem and iterative solver we consider, instead of the differentiation of the primal problem, a…

Numerical Analysis · Mathematics 2023-01-24 Vit Dolejsi , Scott Congreve

A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…

Numerical Analysis · Mathematics 2018-08-28 Wim Michiels , Bin Zhou

Constrained mechanical multibody systems arise in many important applications like robotics, vehicle and machinery dynamics and biomechanics of locomotion of humans. These systems are described by the Euler-Lagrange equations which are…

Numerical Analysis · Mathematics 2016-05-31 Brahim Benhammouda

Often a non-linear mechanical problem is formulated as a non-linear differential equation. A new method is introduced to find out new solutions of non-linear differential equations if one of the solutions of a given non-linear differential…

Chaotic Dynamics · Physics 2007-05-23 C. Radhakrishnan Nair

Delayed processes are ubiquitous throughout biology. These delays may arise through maturation processes or as the result of complex multi-step networks, and mathematical models with distributed delays are increasingly used to capture the…

Populations and Evolution · Quantitative Biology 2024-10-15 Tyler Cassidy

Mixed integer nonlinear programming (MINLP) problems are encountered in modeling a physical/industrial process consisting both nonlinearity and discrete selective parameters. There are variety of algorithms for solving MINLP problems most…

Optimization and Control · Mathematics 2024-05-17 Negin Bagherpour , Mahdi Sharifzadeh

Differential-algebraic equations (DAEs) are widely used for modeling of dynamical systems. The difficulty in solving numerically a DAE is measured by its differentiation index. For highly accurate simulation of dynamical systems, it is…

Optimization and Control · Mathematics 2019-06-24 Satoru Iwata , Taihei Oki , Mizuyo Takamatsu

It is often the case that, while the numerical solution of the non-linear dispersive equation $\mathrm{i}\partial_t u(t)=\mathcal{H}(u(t),t)u(t)$ represents a formidable challenge, it is fairly easy and cheap to solve closely related linear…

Numerical Analysis · Mathematics 2024-05-09 Guannan Chen , Arieh Iserles , Karolina Kropielnicka , Pranav Singh

This paper is about GMRES algorithms for the solution of nonsingular linear systems. We first consider basic algorithms and study their convergence. We then focus on acceleration strategies and parallel algorithms that are useful for…

Numerical Analysis · Mathematics 2023-02-08 Qinmeng Zou

We present an approach to solving problems in micromechanics that is amenable to massively parallel calculations through the use of graphical processing units and other accelerators. The problems lead to nonlinear differential equations…

Computational Engineering, Finance, and Science · Computer Science 2021-05-19 Hao Zhou , Kaushik Bhattacharya

The time-marching strategy, which propagates the solution from one time step to the next, is a natural strategy for solving time-dependent differential equations on classical computers, as well as for solving the Hamiltonian simulation…

Quantum Physics · Physics 2023-03-22 Di Fang , Lin Lin , Yu Tong

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

The purpose of this paper is to propose a semi-analytical technique convenient for numerical approximation of solutions of the initial value problem for $p$-dimensional delayed and neutral differential systems with constant, proportional…

Classical Analysis and ODEs · Mathematics 2019-01-29 Josef Rebenda , Zdeněk Šmarda

When the eigenvalues of the coefficient matrix for a linear scalar ordinary differential equation are of large magnitude, its solutions exhibit complicated behaviour, such as high-frequency oscillations, rapid growth or rapid decay. The…

Numerical Analysis · Mathematics 2023-11-16 Murdock Aubry , James Bremer

In this paper, we propose a delayed perturbation of Mittag-Leffler type matrix function, which is an extension of the classical Mittag-Leffler type matrix function and delayed Mittag-Leffler type matrix function. With the help of the…

Dynamical Systems · Mathematics 2020-01-08 N. I. Mahmudov

In this paper, we focus on nonlinear infinite-norm minimization problems that have many applications, especially in computer science and operations research. We set a reliable Lagrangian dual aproach for solving this kind of problems in…

Computational Complexity · Computer Science 2011-06-07 Wajeb Gharibi , Yong Xia

This article proposes modifications of the Parareal algorithm for its application to higher index differential algebraic equations (DAEs). It is based on the idea of applying the algorithm to only the differential components of the equation…

Numerical Analysis · Mathematics 2022-10-05 Idoia Cortes Garcia , Iryna Kulchytska-Ruchka , Sebastian Schöps

We consider inverse problems for non-linear hyperbolic and elliptic equations and give an introduction to the method based on the multiple linearization, or on the construction of artificial sources, to solve these problems. The method is…

Analysis of PDEs · Mathematics 2025-03-18 Matti Lassas