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Variational integrators are well-suited for simulation of mechanical systems because they preserve mechanical quantities about a system such as momentum, or its change if external forcing is involved, and holonomic constraints. While they…

Optimization and Control · Mathematics 2017-09-04 Elliot Johnson , Jarvis Schultz , Todd Murphey

We propose a new numerical scheme of evolution for the Einstein equations using the discrete variational derivative method (DVDM). We derive the discrete evolution equation of the constraint using this scheme and show the constraint…

General Relativity and Quantum Cosmology · Physics 2017-10-24 Takuya Tsuchiya , Gen Yoneda

We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…

Numerical Analysis · Mathematics 2015-10-13 Bangti Jin , Raytcho Lazarov , Zhi Zhou

The numerical solution of a nonlinear and space-fractional anti-diffusive equation used to model dune morphodynamics is considered. Spatial discretization is effected using a finite element method whereas the Crank-Nicolson scheme is used…

Numerical Analysis · Mathematics 2016-09-01 Afaf Bouharguane

In this paper we consider extensions of the gradient elasticity models proposed earlier by the second author to describe materials with fractional non-locality and fractality using the techniques developed recently by the first author. We…

Classical Physics · Physics 2018-08-15 Vasily E. Tarasov , Elias C. Aifantis

In this paper, we propose a variable time-step linear relaxation scheme for time-fractional phase-field equations with a free energy density in general polynomial form. The $L1^{+}$-CN formula is used to discretize the fractional…

Numerical Analysis · Mathematics 2025-09-04 Hui Yu , Zhaoyang Wang , Ping Lin

In this paper, we present a discrete-type approximation scheme to solve continuous-time optimal stopping problems based on fully non-Markovian continuous processes adapted to the Brownian motion filtration. The approximations satisfy…

Probability · Mathematics 2019-06-24 Dorival Leão , Alberto Ohashi , Francesco Russo

In this paper, we first deal with the general fractional derivatives of arbitrary order defined in the Riemann-Liouville sense. In particular, we deduce an explicit form of their null space and prove the second fundamental theorem of…

Classical Analysis and ODEs · Mathematics 2022-02-11 Yuri Luchko

The second order weighted and shifted Gr\"{u}nwald difference (WSGD) operators are developed in [Tian et al., arXiv:1201.5949] to solve space fractional partial differential equations. Along this direction, we further design a new family of…

Numerical Analysis · Mathematics 2017-01-12 Can Li , Weihua Deng

We investigate the stability and stabilization concepts for infinite dimensional time fractional differential linear systems in Hilbert spaces with Caputo derivatives. Firstly, based on a family of operators generated by strongly continuous…

Optimization and Control · Mathematics 2020-03-09 Hanaa Zitane , Ali Boutoulout , Delfim F. M. Torres

We survey methods and results of fractional differential equations in which an unknown function is under the operation of integration and/or differentiation of fractional order. As an illustrative example, we review results on fractional…

Analysis of PDEs · Mathematics 2018-11-12 Moulay Rchid Sidi Ammi , Delfim F. M. Torres

We consider an incompressible magnetohydrodynamics (MHD) model in which the classical first-order time derivatives in the momentum and magnetic induction equations are replaced by variable-order Caputo time-fractional derivatives. This…

Numerical Analysis · Mathematics 2026-05-06 Abdumauvlen Berdyshev , Dossan Baigereyev , Aibek Bakishev , Nurlana Alimbekova , Talgat Farkhadov

We address the problem of constructing numerical integrators for nonholonomic Lagrangian systems that enjoy appropriate discrete versions of the geometric properties of the continuous flow, including the preservation of energy. Building on…

Numerical Analysis · Mathematics 2025-10-20 Jorge Cortes

We consider a dynamical system, defined by a system of autonomous differential equations, on $\Omega\subset\mathbb{R}^n$. By using Mickens' rule on the nonlocal approximation of nonlinear terms, we construct an implicit Nonstandard Finite…

Numerical Analysis · Mathematics 2022-07-26 Roumen Anguelov , Jean Lubuma

First-order variational equations are widely used in N-body simulations to study how nearby trajectories diverge from one another. These allow for efficient and reliable determinations of chaos indicators such as the Maximal Lyapunov…

Earth and Planetary Astrophysics · Physics 2016-03-23 Hanno Rein , Daniel Tamayo

We introduce a new structure preserving, second order in time relaxation-type scheme for approximating solutions of the Schr\"odinger-Poisson system. More specifically, we use the Crank-Nicolson scheme as a time stepping mechanism, whilst…

Numerical Analysis · Mathematics 2023-08-09 Agissilaos Athanassoulis , Theodoros Katsaounis , Irene Kyza , Stephen Metcalfe

We propose and study a class of numerical schemes to approximate time fractional differential equations. The methods are based on the approximation of the Caputo fractional derivative by continuous piecewise polynomials, which is strongly…

Numerical Analysis · Mathematics 2018-05-04 Han Zhou , Paul Andries Zegeling

We consider difference schemes for nonlinear time fractional Klein-Gordon type equations in this paper. A linearized scheme is proposed to solve the problem. As a result, iterative method need not be employed. One of the main difficulties…

Numerical Analysis · Mathematics 2017-05-26 Pin Lyu , Seakweng Vong

Optimization-based robot control strategies often rely on first-order dynamics approximation methods, as in iLQR. Using second-order approximations of the dynamics is expensive due to the costly second-order partial derivatives of the…

Robotics · Computer Science 2022-08-16 Shubham Singh , Ryan P. Russell , Patrick M. Wensing

This paper focuses on the fractional difference of Lyapunov functions related to Riemann-Liouville, Caputo and Grunwald-Letnikov definitions. A new way of building Lyapunov functions is introduced and then five inequalities are derived for…

Dynamical Systems · Mathematics 2022-12-07 Yiheng Wei , Yuquan Chen , Tianyu Liu , Yong Wang
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