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In this paper, we develop a structure-preserving discretization of the Lagrangian framework for electromagnetism, combining techniques from variational integrators and discrete differential forms. This leads to a general family of…

Numerical Analysis · Mathematics 2015-11-05 Ari Stern , Yiying Tong , Mathieu Desbrun , Jerrold E. Marsden

Fractional calculus with respect to function $\psi$, also named as $\psi$-fractional calculus, generalizes the Hadamard and the Riemann-Liouville fractional calculi, which causes challenge in numerical treatment. In this paper we study…

Numerical Analysis · Mathematics 2023-12-29 Tinggang Zhao , Zhenyu Zhao , Changpin Li , Dongxia Li

Recently, the efficient numerical solution of Hamiltonian problems has been tackled by defining the class of energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs). Their derivation relies on the expansion of…

Numerical Analysis · Mathematics 2023-01-16 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

We introduce a numerical method for computing spectral densities, and apply it to the evaluation of the local density of states (LDOS) of sparse Hamiltonians derived from tight-binding models. The approach, which we call the high-order…

Computational Physics · Physics 2025-12-04 Jinjing Yi , Daniel Massatt , Andrew Horning , Mitchell Luskin , J. H. Pixley , Jason Kaye

In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDE with finite delays, e.g.…

Probability · Mathematics 2014-07-25 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

Pseudospectral time domain (PSTD) methods are widely used in many branches of acoustics for the numerical solution of the wave equation, including biomedical ultrasound and seismology. The use of the Fourier collocation spectral method in…

Computational Physics · Physics 2020-12-03 E. S. Wise , J. Jaros , B. T. Cox , B. E. Treeby

The CFIE used for solving scattering and radiation problems, although a resonance-free formulation, suffers from an ill-conditioning that strongly depends on the frequency and discretization density, both in the low- and high-frequency…

Computational Physics · Physics 2020-04-22 Tiffany L. Chhim , Simon B. Adrian , Francesco P. Andriulli

There exist excellent codes for an efficient numerical treatment of stiff and differential-algebraic problems. Let us mention {\sc Radau5} which is based on the $3$-stage Radau IIA collocation method, and its extension to problems with…

Numerical Analysis · Mathematics 2024-01-23 Nicola Guglielmi , Ernst Hairer

We develop a unified Petrov-Galerkin spectral method for a class of fractional partial differential equations with two-sided derivatives and constant coefficients of the form $ _{0}{\mathcal{D}}_{t}^{2\tau}u^{} + \sum_{i=1}^{d}$ $[c_{l_i}$…

Computational Engineering, Finance, and Science · Computer Science 2019-10-02 M. Samiee , M. Zayernouri. Mark M. Meerschaert

We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…

Probability · Mathematics 2025-01-17 Wei Sun , Ethan Wong

A method is developed within an adaptive framework to solve quasilinear diffusion problems with internal and possibly boundary layers starting from a coarse mesh. The solution process is assumed to start on a mesh where the problem is badly…

Numerical Analysis · Mathematics 2016-02-16 Sara Pollock

We propose a Bernoulli-barycentric rational matrix collocation method for two-dimensional evolutionary partial differential equations (PDEs) with variable coefficients that combines Bernoulli polynomials with barycentric rational…

Numerical Analysis · Mathematics 2024-02-13 Wei-Hua Luo , Xian-Ming Gu , Bruno Carpentieri , Jun Guo

This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…

Optimization and Control · Mathematics 2017-01-03 Dongcai Su

Khasminski's \cite{chas1980stochastic} showed that many of the asymptotic stability and the integrability properties of the solutions to the Stochastic Differential Equations (SDEs) can be obtained using Lyapunov functions techniques. These…

Numerical Analysis · Mathematics 2016-08-11 Lukasz Szpruch , X\=ılíng Zhāng

A high-order convergent numerical method for solving linear and non-linear parabolic PDEs is presented. The time-stepping is done via an explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method of order 4 or 5, and for the implicit…

Numerical Analysis · Mathematics 2018-11-13 Tracy Babb , Per-Gunnar Martinsson , Daniel Appelo

Traditionally, finite differences and finite element methods have been by many regarded as the basic tools for obtaining numerical solutions in a variety of quantum mechanical problems emerging in atomic, nuclear and particle physics,…

Quantum Physics · Physics 2008-11-26 A. Deloff

We link linear prediction of Chebyshev and Fourier expansions to analytic continuation. We push the resolution in the Chebyshev-based computation of $T=0$ many-body spectral functions to a much higher precision by deriving a modified…

Strongly Correlated Electrons · Physics 2015-04-28 F. Alexander Wolf , Jorge A. Justiniano , Ian P. McCulloch , Ulrich Schollwöck

The purpose of this work is to study spectral methods to approximate the eigenvalues of nonlocal integral operators. Indeed, even if the spatial domain is an interval, it is very challenging to obtain closed analytical expressions for the…

Numerical Analysis · Mathematics 2021-10-13 Luciano Lopez , Sabrina Francesca Pellegrino

We propose a method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type) and of coupled systems of renewal and delay differential equations. The method consists in the reformulation of the delay…

Numerical Analysis · Mathematics 2024-01-01 Dimitri Breda , Davide Liessi

Classical Density Functional Theory (DFT) is a statistical-mechanical framework to analyze fluids, which accounts for nanoscale fluid inhomogeneities and non-local intermolecular interactions. DFT can be applied to a wide range of…

Computational Engineering, Finance, and Science · Computer Science 2017-02-07 Andreas Nold , Benjamin D. Goddard , Peter Yatsyshin , Nikos Savva , Serafim Kalliadasis
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