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Fractional dissipation is a powerful tool to study non-local physical phenomena such as damping models. The design of geometric, in particular, variational integrators for the numerical simulation of such systems relies on a variational…
Just like decent classical difference-difference systems define symplectic maps on suitable phase spaces, their counterparts with properly ordered noncommutative entries come as Heisenberg equations of motion for corresponding quantum…
In this paper, we present a class of nonuniform time-stepping, high-order linear stabilized schemes that can preserve both the discrete energy stability and maximum-bound principle (MBP) for the time-fractional Allen-Cahn equation. To this…
We develop and analyze a highly efficient, second-order time-marching scheme for infinite-dimensional nonlinear geophysical fluid models, designed to accurately approximate invariant measures-that is, the stationary statistical properties…
We study the convergence and the stability of fictitious dynamical methods for electrons. First, we show that a particular damped second-order dynamics has a much faster rate of convergence to the ground-state than first-order steepest…
Kahan's method and a two-step generalization of the discrete gradient method are both linearly implicit methods that can preserve a modified energy for Hamiltonian systems with a cubic Hamiltonian. These methods are here investigated and…
For the linearized setting of the dynamics of complex bodies we construct variational integrators and prove their convergence by making use of BV estimates on the rate fields. We allow for peculiar substructural inertia and internal…
This paper introduces a robust reformulation of the incompressible Navier-Stokes equations, establishing a foundational framework for designing efficient, structure-preserving algorithms that strictly conserve the original energy…
Closed-loop neurotechnology requires the capability to predict the state evolution and its regulation under (possibly) partial measurements. There is evidence that neurophysiological dynamics can be modeled by fractional-order dynamical…
The fractional calculus is useful to model non-local phenomena. We construct a method to evaluate the fractional Caputo derivative by means of a simple explicit quadratic segmentary interpolation. This method yields to numerical resolution…
We present a structure-preserving scheme based on a recently-proposed mixed formulation for incompressible hyperelasticity formulated in principal stretches. Although there exist Hamiltonians introduced for quasi-incompressible…
This paper deals with time stepping schemes for the Cahn--Hilliard equation with three different types of dynamic boundary conditions. The proposed schemes of first and second order are mass-conservative and energy-dissipative and -- as…
We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In…
It is well known that second order linear ordinary differential equations with slowly varying coefficients admit slowly varying phase functions. This observation is the basis of the Liouville-Green method and many other techniques for the…
The present paper is devoted to constructing L2 type difference analog of the Caputo fractional derivative. The fundamental features of this difference operator are studied and it is used to construct difference schemes generating…
In this paper, we develop discrete versions of Darboux transformations and Crum's theorems for two second order difference equations. The difference equations are discretised versions (using Darboux transformations) of the spectral problems…
In this work, we develop a novel numerical scheme to solve the classical Keller--Segel (KS) model which simultaneously preserves its intrinsic mathematical structure and achieves optimal accuracy. The model is reformulated into a gradient…
We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…
First-order energy dissipative schemes in time are available in literature for the Poisson-Nernst-Planck (PNP) equations, but second-order ones are still in lack. This work proposes novel second-order discretization in time and finite…
An implicit variable-step BDF2 scheme is established for solving the space fractional Cahn-Hilliard equation, involving the fractional Laplacian, derived from a gradient flow in the negative order Sobolev space $H^{-\alpha}$,…