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We derive the stochastic version of the Magnus expansion for linear systems of stochastic differential equations (SDEs). The main novelty with respect to the related literature is that we consider SDEs in the It\^o sense, with progressively…

Probability · Mathematics 2022-05-23 Kevin Kamm , Stefano Pagliarani , Andrea Pascucci

The anisotropic diffusion equation is imperative in understanding cosmic ray diffusion across the Galaxy, the heliosphere, and its interplay with the ambient magnetic field. This diffusion term contributes to the highly stiff nature of the…

High Energy Astrophysical Phenomena · Physics 2022-12-14 Pranab J. Deka , Lukas Einkemmer , Ralf Kissmann

We propose an efficient algorithmic framework for time domain circuit simulation using exponential integrator. This work addresses several critical issues exposed by previous matrix exponential based circuit simulation research, and makes…

Computational Engineering, Finance, and Science · Computer Science 2016-11-17 Hao Zhuang , Wenjian Yu , Ilgweon Kang , Xinan Wang , Chung-Kuan Cheng

Choosing a kinematic model for a continuum robot typically involves making a tradeoff between accuracy and computational complexity. One common modeling approach is to use the Cosserat rod equations, which have been shown to be accurate for…

Robotics · Computer Science 2020-08-13 Andrew L. Orekhov , Nabil Simaan

We develop a fourth-order Magnus expansion based quantum algorithm for the simulation of many-body problems involving two-level quantum systems with time-dependent Hamiltonians, $\mathcal{H}(t)$. A major hurdle in the utilization of the…

Quantum Physics · Physics 2023-12-14 Guannan Chen , Mohammadali Foroozandeh , Chris Budd , Pranav Singh

We investigate time-adaptive Magnus-type integrators for the numerical approximation of a Mott transistor. The rapidly attenuating electromagnetic field calls for adaptive choice of the time steps. As a basis for step selection,…

This review article revisits and outlines the perfectly matched layer (PML) method and its various formulations developed over the past 25 years for the numerical modeling and simulation of wave propagation in unbounded media. Based on the…

Classical Physics · Physics 2021-04-21 Florent Pled , Christophe Desceliers

Accelerated proximal gradient methods have recently been developed for solving quasi-static incremental problems of elastoplastic analysis with some different yield criteria. It has been demonstrated through numerical experiments that these…

Optimization and Control · Mathematics 2020-11-13 Yoshihiro Kanno

This paper is devoted to the study of an inertial accelerated primal-dual algorithm, which is based on a second-order differential system with time scaling, for solving a non-smooth convex optimization problem with linear equality…

Optimization and Control · Mathematics 2026-04-30 Huan Zhang , Xiangkai Sun , Shengjie Li , Kok Lay Teo

Stochastic kinetic models describe systems across biology, chemistry, and physics where discrete events and small populations render deterministic approximations inadequate. Parameter inference and inverse design in these systems require…

Computational Physics · Physics 2026-03-06 Francesco Mottes , Qian-Ze Zhu , Michael P. Brenner

Simulation of geothermal systems is challenging due to coupled physical processes in highly heterogeneous media. Combining the exponential Rosenbrock--Euler and Rosenbrock-type methods with control-volume (two-point flux approximation)…

Numerical Analysis · Mathematics 2015-06-11 Antoine Tambue , Inga Berre , Jan M. Nordbotten

The classical method for deriving the macroscopic dynamics of a lattice Boltzmann system is to use a combination of different approximations and expansions. Usually a Chapman-Enskog analysis is performed, either on the continuous Boltzmann…

Statistical Mechanics · Physics 2010-12-30 David J. Packwood , Jeremy Levesley , Alexander N. Gorban

Electromigration (EM) induced stress evolution is a major reliability challenge in nanometer-scale VLSI interconnects. Accurate EM analysis requires solving stress-governing partial differential equations over large interconnect trees,…

Hardware Architecture · Computer Science 2026-03-27 Sheldon X. -D. Tan , Haotian Lu

The molecular dynamics (MD) simulation technique has been widely used in complex systems, but the accessible time scale is limited due to the requirement of small integration timesteps. Here, we propose a novel method, named Exploratory…

Computational Physics · Physics 2025-09-17 Hai-Ming Cao , Bin Li

We proposed MATEX, a distributed framework for transient simulation of power distribution networks (PDNs). MATEX utilizes matrix exponential kernel with Krylov subspace approximations to solve differential equations of linear circuit.…

Computational Engineering, Finance, and Science · Computer Science 2016-11-17 Hao Zhuang , Shih-Hung Weng , Jeng-Hau Lin , Chung-Kuan Cheng

Computational multi-scale methods capitalize on a large time-scale separation to efficiently simulate slow dynamics over long time intervals. For stochastic systems, one often aims at resolving the statistics of the slowest dynamics. This…

Numerical Analysis · Mathematics 2021-05-14 Kristian Debrabant , Giovanni Samaey , Przemysław Zieliński

We develop continuous time Markov chain (CTMC) approximation of one-dimensional diffusions with a lower sticky boundary. Approximate solutions to the action of the Feynman-Kac operator associated with a sticky diffusion and first passage…

Probability · Mathematics 2026-01-14 Christian Meier , Lingfei Li , Gongqiu Zhang

Magnetohydrodynamics (MHD) describes the interaction between electrically conducting fluids and electromagnetic fields. We propose and analyze a symplectic, second-order algorithm for the evolutionary MHD system in Els\"asser variables. We…

Numerical Analysis · Mathematics 2025-07-18 Zhen Yao , Catalin Trenchea , Wenlong Pei

A new moving mesh scheme based on the Lagrange-Galerkin method for the approximation of the one-dimensional convection-diffusion equation is studied. The mesh movement, which is prescribed by a discretized dynamical system for the nodal…

Numerical Analysis · Mathematics 2024-02-26 Kharisma Surya Putri , Tatsuki Mizuochi , Niklas Kolbe , Hirofumi Notsu

We develop a robust and efficient iterative method for hyper-elastodynamics based on a novel continuum formulation recently developed. The numerical scheme is constructed based on the variational multiscale formulation and the…

Numerical Analysis · Mathematics 2019-02-20 Ju Liu , Alison L. Marsden