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This paper introduces an efficient tensor-vector product technique for the rapid and accurate approximation of integral operators within physics-informed deep learning frameworks. Our approach leverages neural network architectures to…

Machine Learning · Computer Science 2024-09-04 Alireza Afzal Aghaei , Mahdi Movahedian Moghaddam , Kourosh Parand

An optimal control problem related to the probability of transition between stable states for a thermally driven Ginzburg-Landau equation is considered. The value function for the optimal control problem with a spatial discretization is…

Optimization and Control · Mathematics 2008-09-11 Mattias Sandberg

We develop a fourth order simulation algorithm for solving the stochastic Langevin equation. The method consists of identifying solvable operators in the Fokker-Planck equation, factorizing the evolution operator for small time steps to…

Nuclear Theory · Physics 2009-11-06 Harald A. Forbert , Siu A. Chin

This paper addresses the problem of efficiently computing higher-order variational integrators in simulation and trajectory optimization of mechanical systems as those often found in robotic applications. We develop $O(n)$ algorithms to…

Robotics · Computer Science 2019-04-30 Taosha Fan , Jarvis Schultz , Todd Murphey

This article presents a rigorous analysis for efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures.…

Statistics Theory · Mathematics 2017-09-19 Nan Chen , Andrew J. Majda , Xin T. Tong

In this work, we study and extend a class of semi-Lagrangian exponential methods, which combine exponential time integration techniques, suitable for integrating stiff linear terms, with a semi-Lagrangian treatment of nonlinear advection…

Numerical Analysis · Mathematics 2025-04-25 João Guilherme Caldas Steinstraesser , Martin Schreiber , Pedro da Silva Peixoto

The use of high order fully implicit Runge-Kutta methods is of significant importance in the context of the numerical solution of transient partial differential equations, in particular when solving large scale problems due to fine space…

Numerical Analysis · Mathematics 2023-02-27 Ivo Dravins , Stefano Serra-Capizzano , Maya Neytcheva

In this work, we provide the first strong convergence result of numerical approximation of a general second order semilinear stochastic fractional order evolution equation involving a Caputo derivative in time of order $\alpha\in(\frac 34,…

Numerical Analysis · Mathematics 2021-09-08 Aurelien Junior Noupelah , Antoine Tambue

We present high-order variational Lagrangian finite element methods for compressible fluids using a discrete energetic variational approach. Our spatial discretization is mass/momentum/energy conserving and entropy stable. Fully implicit…

Numerical Analysis · Mathematics 2023-08-16 Guosheng Fu , Chun Liu

We investigate the properties of some recently developed variable-order differential operators involving order transition functions of exponential type. Since the characterisation of such operators is performed in the Laplace domain it is…

Numerical Analysis · Mathematics 2023-09-19 Roberto Garrappa , Andrea Giusti

We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special…

Numerical Analysis · Mathematics 2019-07-29 Lehel Banjai , María López-Fernández

In this work, an exponential Discontinuous Galerkin (DG) method is proposed to solve numerically Vlasov type equations. The DG method is used for space discretization which is combined exponential Lawson Runge-Kutta method for time…

Numerical Analysis · Mathematics 2023-08-01 Nicolas Crouseilles , Xue Hong

Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing…

Methodology · Statistics 2017-12-06 Nan Chen , Andrew J. Majda

Strongly interacting electrons in solids are generically described by Hubbardtype models, and the impact of solar light can be modeled by an additional time-dependence. This yields a finite dimensional system of ordinary differential…

We propose quantum algorithms for complex-valued nonlinear partial differential equations in the strongly nonlinear regime, where the dynamics is governed by vortex cores, phase singularities, and nonlinear vortex interactions. Examples…

Quantum Physics · Physics 2026-04-16 Shi Jin , Nana Liu , Chuwen Ma

We present an efficient quantum algorithm for simulating the dynamics of Markovian open quantum systems. The performance of our algorithm is similar to the previous state-of-the-art quantum algorithm, i.e., it scales linearly in evolution…

Quantum Physics · Physics 2023-07-11 Xiantao Li , Chunhao Wang

The numerical simulation of strongly first-order phase transitions has remained a notoriously difficult problem even for classical systems due to the exponentially suppressed (thermal) equilibration in the vicinity of such a transition. In…

Statistical Mechanics · Physics 2010-04-14 Bela Bauer , Emanuel Gull , Simon Trebst , Matthias Troyer , David A. Huse

Gaussian processes are a powerful class of non-linear models, but have limited applicability for larger datasets due to their high computational complexity. In such cases, approximate methods are required, for example, the recently…

Methodology · Statistics 2026-03-24 Soham Mukherjee , Manfred Claassen , Paul-Christian Bürkner

For diffusion-reaction equations employing a splitting procedure is attractive as it reduces the computational demand and facilitates a parallel implementation. Moreover, it opens up the possibility to construct second-order integrators…

Numerical Analysis · Mathematics 2017-01-06 Lukas Einkemmer , Alexander Ostermann

In this paper, two novel classes of implicit exponential Runge-Kutta (ERK) methods are studied for solving highly oscillatory systems. First of all, we analyze the symplectic conditions of two kinds of exponential integrators, and present a…

Numerical Analysis · Mathematics 2023-12-05 Xianfa Hu , Wansheng Wang , Bin Wang , Yonglei Fang