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In this work, we propose an adaptive spectral element algorithm for solving nonlinear optimal control problems. The method employs orthogonal collocation at the shifted Gegenbauer-Gauss points combined with very accurate and stable…

Optimization and Control · Mathematics 2023-03-06 Kareem T. Elgindy

In the present article, we review a continual effort on generalization of the Trotter formula to higher-order exponential product formulas. The exponential product formula is a good and useful approximant, particularly because it conserves…

Mathematical Physics · Physics 2011-11-10 Naomichi Hatano , Masuo Suzuki

The phase estimation algorithm is a powerful quantum algorithm with applications in cryptography, number theory, and simulation of quantum systems. We use this algorithm to simulate the time evolution of a system of two spin-1/2 particles…

Quantum Physics · Physics 2021-05-12 Scott Johnstun , Jean-François Van Huele

The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models…

Machine Learning · Statistics 2022-03-22 Hossein Mohammadi , Peter Challenor , Marc Goodfellow

We propose new semi-implicit numerical methods for the integration of the stochastic Landau-Lifshitz equation with built-in angular momentum conservation. The performance of the proposed integrators is tested on the 1D Heisenberg chain. For…

Mesoscale and Nanoscale Physics · Physics 2013-11-26 J. H. Mentink , M. V. Tretyakov , A. Fasolino , M. I. Katsnelson , Th. Rasing

The solution of linear non-autonomous ordinary differential equation systems (also known as the time-ordered exponential) is a computationally challenging problem arising in a variety of applications. In this work, we present and study a…

Numerical Analysis · Mathematics 2022-06-09 S. Cipolla , S. Pozza , M. Redivo-Zaglia , N. Van Buggenhout

We present an indirect higher order boundary element method utilising NURBS mappings for exact geometry representation and an interpolation-based fast multipole method for compression and reduction of computational complexity, to counteract…

Numerical Analysis · Mathematics 2018-02-14 Jürgen Dölz , Helmut Harbrecht , Stefan Kurz , Sebastian Schöps , Felix Wolf

We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative…

Numerical Analysis · Mathematics 2014-05-20 Muaz Seydaoğlu , Sergio Blanes

In this paper, a family of arbitrarily high-order structure-preserving exponential Runge-Kutta methods are developed for the nonlinear Schr\"odinger equation by combining the scalar auxiliary variable approach with the exponential…

Numerical Analysis · Mathematics 2020-09-15 Jin Cui , Zhuangzhi Xu , Yushun Wang , Chaolong Jiang

In this paper, we introduce a quasi-Newton method optimized for efficiently solving quasi-linear elliptic equations and systems, with a specific focus on GPU-based computation. By approximating the Jacobian matrix with a combination of…

Numerical Analysis · Mathematics 2025-03-25 Wenrui Hao , Sun Lee , Xiangxiong Zhang

We study solutions to nonlinear hyperbolic systems with fully nonlinear relaxation terms in the limit of, both, infinitely stiff relaxation and arbitrary late time. In this limit, the dynamics is governed by effective systems of parabolic…

Analysis of PDEs · Mathematics 2012-10-18 Sebastiano Boscarino , Philippe G. LeFloch , Giovanni Russo

Hamiltonian formulations of lattice field theories provide access to real-time dynamics, but their simulation is difficult to implement efficiently. Trotter-Suzuki decompositions are at the center of time evolution computation, either on…

High Energy Physics - Lattice · Physics 2026-02-25 Marko Maležič , Johann Ostmeyer

Magnetic quadrupoles are essential components of particle accelerators like the Large Hadron Collider. In order to study numerically the stability of the particle beam crossing a quadrupole, a large number of particle revolutions in the…

Computational Engineering, Finance, and Science · Computer Science 2019-06-26 Abele Simona , Luca Bonaventura , Thomas Pugnat , Barbara Dalena

In this paper, we suggest a technique to avoid order reduction in time when integrating reaction-diffusion boundary value problems under non-homogeneous boundary conditions with exponential splitting methods. More precisely, we consider…

Numerical Analysis · Mathematics 2017-05-05 Isaías Alonso-Mallo , Begoña Cano , Nuria Reguera

The work reported in this article presents a high-order, stable, and efficient Gegenbauer pseudospectral method to solve numerically a wide variety of mathematical models. The proposed numerical scheme exploits the stability and the…

Numerical Analysis · Mathematics 2023-03-06 Kareem T. Elgindy

We present an efficient, nearly optimal quantum algorithm for solving linear matrix differential equations, with applications to the simulation of open quantum systems and beyond. For unitary or dissipative dynamics, the algorithm computes…

Quantum Physics · Physics 2026-05-18 Sophia Simon , Dominic W. Berry , Rolando D. Somma

Using Suzuki-Trotter decompositions of exponential operators we describe new algorithms for the numerical integration of the equations of motion for classical spin systems. These techniques conserve spin length exactly and, in special…

Statistical Mechanics · Physics 2015-06-25 D. P. Landau , Shan-Ho Tsai , M. Krech , Alex Bunker

In this article, we present a new preconditioner, MatExPre, for the high-frequency Helmholtz equation by leveraging the properties of matrix exponentials. Our approach begins by reformulating the Helmholtz equation into a…

Numerical Analysis · Mathematics 2025-06-05 Shubin Fu , Qing Huo Liu , Qiwei Zhan , Eric T. Chung , Changqing Ye

We present a new efficient computational approach for time-dependent first-order Hamilton-Jacobi-Bellman PDEs. Since our method is based on a time-implicit Eulerian discretization, the numerical scheme is unconditionally stable, but…

Numerical Analysis · Mathematics 2013-06-18 Alexander Vladimirsky , Changxi Zheng

New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…

Numerical Analysis · Mathematics 2024-04-24 Allison M. Carson , Jeffrey W. Banks , William D. Henshaw , Donald W. Schwendeman
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