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It is shown that for a parabolic problem with maximal $L^p$-regularity (for $1<p<\infty$), the time discretization by a linear multistep method or Runge--Kutta method has maximal $\ell^p$-regularity uniformly in the stepsize if the method…

Numerical Analysis · Mathematics 2016-08-06 Balázs Kovács , Buyang Li , Christian Lubich

In this paper, we consider stochastic Runge-Kutta methods for stochastic Hamiltonian partial differential equations and present some sufficient conditions for multisymplecticity of stochastic Runge-Kutta methods of stochastic Hamiltonian…

Symplectic Geometry · Mathematics 2018-03-02 Liying Zhang , Lihai Ji

In this paper stochastic partitioned Runge-Kutta (SPRK) methods are considered. A general order theory for SPRK methods based on stochastic B-series and multicolored, multishaped rooted trees is developed. The theory is applied to prove the…

Numerical Analysis · Mathematics 2019-07-19 Sverre Anmarkrud , Kristian Debrabant , Anne Kværnø

This work investigated the stability and asymptotic behavior of some Lotka Volterra type models. We used the Liapunov method which consists in analyzing the stability of systems of ordinary differential equations (ODEs) around the…

In this work, we systematically investigate linear multi-step methods for differential equations with memory. In particular, we focus on the numerical stability for multi-step methods. According to this investigation, we give some…

Numerical Analysis · Mathematics 2023-10-30 Guihong Wang , Yuqing Li , Tao Luo , Zheng Ma , Nung Kwan Yip , Guang Lin

Geometric integration of non-autonomous classical engineering problems, such as rotor dynamics, is investigated. It is shown, both numerically and by backward error analysis, that geometric (structure preserving) integration algorithms are…

Numerical Analysis · Mathematics 2011-03-11 Klas Modin

We consider in this paper the Muskat problem in a periodic geometry and incorporate capillary as well as gravity effects in the modelling. The problem re-writes as an abstract evolution equation and we use this property to prove…

Analysis of PDEs · Mathematics 2011-09-22 Joachim Escher , Bogdan-Vasile Matioc

Classical conditions for ensuring the robust stability of a linear system in feedback with a sector-bounded nonlinearity include small gain, circle, passivity, and conicity theorems. In this work, we present a similar stability condition,…

Optimization and Control · Mathematics 2019-09-18 Saman Cyrus , Laurent Lessard

We consider the problem of embedding a dynamic network, to obtain time-evolving vector representations of each node, which can then be used to describe changes in behaviour of individual nodes, communities, or the entire graph. Given this…

Machine Learning · Statistics 2022-01-21 Ian Gallagher , Andrew Jones , Patrick Rubin-Delanchy

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

Probability · Mathematics 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

We put forward the use of total-variation-diminishing (or more generally, strong stability preserving) implicit-explicit Runge-Kutta methods for the time integration of the equations of motion associated with the semiconvection problem in…

Numerical Analysis · Mathematics 2012-03-09 Friedrich Kupka , Natalie Happenhofer , Inmaculada Higueras , Othmar Koch

Relaxation Runge-Kutta methods reproduce a fully discrete dissipation (or conservation) of entropy for entropy stable semi-discretizations of nonlinear conservation laws. In this paper, we derive the discrete adjoint of relaxation…

Numerical Analysis · Mathematics 2021-07-27 Mario J. Bencomo , Jesse Chan

Exponential integrators are explicit methods for solving ordinary differential equations that treat linear behaviour exactly. The stiff-order conditions for exponential integrators derived in a Banach space framework by Hochbruck and…

Computational Physics · Physics 2023-03-28 Thoma Zoto , John C. Bowman

We propose a technique for investigating stability properties like positivity and forward invariance of an interval for method-of-lines discretizations, and apply the technique to study positivity preservation for a class of TVD…

Numerical Analysis · Mathematics 2017-02-15 Imre Fekete , David I. Ketcheson , Lajos Lóczi

In this paper, we explore the stability of an inverted pendulum under a generalized parametric excitation described by a superposition of $N$ cosines with different amplitudes and frequencies, based on a simple stability condition that does…

Classical Physics · Physics 2016-03-07 Roberto da Silva , Sandra D. Prado , Debora E. Peretti

Immersion and Invariance is a technique for the design of stabilizing and adaptive controllers and state observers for nonlinear systems. In all these applications the problem considered is the stabilization of equilibrium points. Motivated…

Systems and Control · Computer Science 2019-12-03 Romeo Ortega , Bowen Yi , Jose Guadalupe Romero , Alessandro Astolfi

In current research, we analyse dissipation and dispersion characteristics of most accurate two and three stage Gauss-Legendre implicit Runge-Kutta (R-K) methods. These methods, known for their $A$-stability and immense accuracy, are…

Numerical Analysis · Mathematics 2019-06-25 Subhajit Giri , Shuvam Sen

Many time-dependent partial differential equations (PDEs) can be transformed into an ordinary differential equations (ODEs) containing moderately stiff and non-stiff terms after spatial semi-discretization. In the present paper, we…

Numerical Analysis · Mathematics 2025-09-23 Xiao Tang , Junwei Huang

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…

Numerical Analysis · Mathematics 2025-04-15 Lingyun Ding

This article contains a self-contained proof of the stability under convolution of the space of resurgent functions associated with a closed discrete subset of the complex plane (the set of possible singularities), under the assumption that…

Dynamical Systems · Mathematics 2014-06-27 David Sauzin
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