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We consider the problem of high-dimensional filtering of state-space models (SSMs) at discrete times. This problem is particularly challenging as analytical solutions are typically not available and many numerical approximation methods can…

Computation · Statistics 2022-01-13 Hamza Ruzayqat , Aimad Er-Raiy , Alexandros Beskos , Dan Crisan , Ajay Jasra , Nikolas Kantas

Based on the equivalence of A-stability and G-stability, the energy technique of the six-step BDF method for the heat equation has been discussed in [Akrivis, Chen, Yu, Zhou, Math. Comp., Revised]. Unfortunately, this theory is hard to…

Numerical Analysis · Mathematics 2023-06-27 Minghua Chen , Fan Yu , Zhi Zhou

In this note, we present an effective solution to the stabilization of linear input delay systems subject to dissipative constraints while all the effect of input delay is compensated by a controller with novel structure. The method is…

Optimization and Control · Mathematics 2022-08-18 Qian Feng , Bo Wei

A computationally quick and conceptually simple method to recover time delay of the chaotic system from scalar time series is developed in this paper. We show that the orbits in the incomplete two-dimensional reconstructed phase-space will…

Chaotic Dynamics · Physics 2016-11-15 Shengli Zhu , Lu Gan

Network interactions between dynamical units are often subject to time delay. We develop a phase reduction method for delay-coupled oscillator networks. The method is based on rewriting the delay-differential equation as an ordinary…

Dynamical Systems · Mathematics 2025-11-03 Christian Bick , Bob W. Rink , Babette A. J. de Wolff

In this paper, we study an evolution equation that involves a half-Laplacian operator derived from the Riesz fractional Laplacian, combined with a differential operator \(\mathcal{L}\). Using the identity $(-\Delta)^{1/2}=\mathcal…

Numerical Analysis · Mathematics 2026-03-18 Pu Yuan , Paul Zegeling , Xian-Ming Gu

Although machining chatter can be suppressed by the choice of stable cutting parameters through means of stability lobe diagram (SLD), surface roughness still remains due to the forced vibration, which limits surface quality, especially in…

Systems and Control · Electrical Eng. & Systems 2026-01-08 Woraphrut Kornmaneesang , Tsu-Chin Tsao , Niloufar Esfandi , Shyh-Leh Chen

We study numerical methods for solving a system of quasilinear stochastic partial differential equations known as the stochastic Landau-Lifshitz-Bloch (LLB) equation on a bounded domain in $\mathbb R^d$ for $d=1,2$. Our main results are…

Numerical Analysis · Mathematics 2022-12-22 Beniamin Goldys , Chunxi Jiao , Kim-Ngan Le

We present a Lanczos tau method for the approximation and optimization of the $H^2$-norm of time-delay systems described by semi-explicit delay differential algebraic equations. The soundness of this approach is proven under the assumption…

Numerical Analysis · Mathematics 2026-03-12 Evert Provoost , Wim Michiels

We derive unconditionally stable and convergent variable-step BDF2 scheme for solving the MBE model with slope selection. The discrete orthogonal convolution kernels of the variable-step BDF2 method is commonly utilized recently for solving…

Numerical Analysis · Mathematics 2023-02-07 Xuan Zhao , Haifeng Zhang , Hong Sun

We study a family of numerical schemes applied to a class of multiscale systems of stochastic differential equations. When the time scale separation parameter vanishes, a well-known Smoluchowski--Kramers diffusion approximation result…

Numerical Analysis · Mathematics 2022-08-02 Charles-Edouard Bréhier

We consider the approximation of $B^T (A+sI)^{-1} B$ for large s.p.d. $A\in\mathbb{R}^{n\times n}$ with dense spectrum and $B\in\mathbb{R}^{n\times p}$, $p\ll n$. We target the computations of Multiple-Input Multiple-Output (MIMO) transfer…

Numerical Analysis · Mathematics 2025-04-18 Vladimir Druskin , Jörn Zimmerling

The backward differentiation formula (BDF) is a useful family of implicit methods for the numerical integration of stiff differential equations. It is well noticed that the stability and convergence of the $A$-stable BDF1 and BDF2 schemes…

Numerical Analysis · Mathematics 2021-02-10 Honglin Liao , Tao Tang , Tao Zhou

This paper proposes methods to handle the problem of delay range stability analysis for a linear coupled differential-difference system (CDDS) with distributed delays subject to dissipative constraints. The model of linear CDDS contains…

Systems and Control · Computer Science 2018-06-21 Qian Feng , Sing Kiong Nguang

We provide a new theoretical framework for the variable-step deferred correction (DC) methods based on the well-known BDF2 formula. By using the discrete orthogonal convolution kernels, some high-order BDF2-DC methods are proven to be…

Numerical Analysis · Mathematics 2024-02-12 Jiahe Yue , Hong-lin Liao , Nan Liu

We propose a direct numerical method for the solution of an optimal control problem governed by a two-side space-fractional diffusion equation. The presented method contains two main steps. In the first step, the space variable is…

Optimization and Control · Mathematics 2019-01-29 Mushtaq Salh Ali , Mostafa Shamsi , Hassan Khosravian-Arab , Delfim F. M. Torres , Farid Bozorgnia

We propose a compressive spectral collocation method for the numerical approximation of Partial Differential Equations (PDEs). The approach is based on a spectral Sturm-Liouville approximation of the solution and on the collocation of the…

Numerical Analysis · Mathematics 2018-10-18 Simone Brugiapaglia

Current widely-used approaches to calculate spectral functions using the density-matrix renormalization group in frequency space either necessarily include an artificial broadening (correction-vector method) or have limited resolution…

Strongly Correlated Electrons · Physics 2011-04-27 P. E. Dargel , A. Honecker , R. Peters , R. M. Noack , T. Pruschke

A framework for Chebyshev spectral collocation methods for the numerical solution of functional and delay differential equations (FDEs and DDEs) is described. The framework combines interpolation via the barycentric resampling matrix with a…

Numerical Analysis · Mathematics 2024-08-15 Nicholas Hale

We present a constrained Random Phase Approximation (cRPA) method, termed spectral cRPA (s-cRPA), and compare it to established cRPA approaches for Scandium and Copper by varying the 3d shell filling. The s-cRPA method generally produces…

Strongly Correlated Electrons · Physics 2025-12-02 Merzuk Kaltak , Alexander Hampel , Martin Schlipf , Indukuru Ramesh Reddy , Bongjae Kim , Georg Kresse
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