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We develop a Magnus formalism for periodically driven systems which provides an expansion both in the driving term and the inverse driving frequency, applicable to isolated and dissipative systems. We derive explicit formulas for a driving…

Superconductivity · Physics 2016-10-14 B. Zhu , T. Rexin , L. Mathey

Matrix evolution equations occur in many applications, such as dynamical Lyapunov/Sylvester systems or Riccati equations in optimization and stochastic control, machine learning or data assimilation. In many such problems, the dominant…

Numerical Analysis · Mathematics 2026-02-12 Nayef Shkeir , Tobias Grafke

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 a time-adaptive predictor/multi-corrector method to solve hyperbolic partial differential equations, based on the generalized-$\alpha$ scheme that provides user-control on the numerical dissipation and second-order accuracy in…

Numerical Analysis · Mathematics 2022-10-11 Nicolas A. Labanda , Pouria Behnoudfar , Victor M. Calo

Molecular dynamics simulations have become essential in many areas of atomistic modelling from drug discovery to materials science. They provide critical atomic-level insights into key dynamical events experiments cannot easily capture.…

Biological Physics · Physics 2024-06-14 Tiejun Wei , Balint Dudas , Edina Rosta

Efficient simulation of quantum dynamics with time-dependent Hamiltonians is important not only for time-varying systems but also for time-independent Hamiltonians in the interaction picture. Such simulations are more challenging than their…

Quantum Physics · Physics 2025-09-09 Di Fang , Diyi Liu , Shuchen Zhu

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

Statistical Mechanics · Physics 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

One well adopted power grid simulation methodology is to factorize matrix once and perform only backward forward substitution with a deliberately chosen step size along the simulation. Since the required simulation time is usually long for…

Computational Engineering, Finance, and Science · Computer Science 2013-10-16 Hao Zhuang , Shih-Hung Weng , Chung-Kuan Cheng

Magnus expansion (ME) provides a general way to expand the real-time propagator of a time-dependent Hamiltonian within the exponential such that the unitarity is satisfied at any order. We use this property and explicit integration of…

Quantum Physics · Physics 2026-01-01 Taner M. Ture , Seogjoo J. Jang

Classical molecular dynamics simulation is performed mostly using the established velocity Verlet integrator or other symplectic propagation schemes. In this work, an alternative formulation of numerical propagators for classical molecular…

Chemical Physics · Physics 2024-07-22 Ivan Kondov

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Numerical Analysis · Mathematics 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

An extension of the two-step staggered time discretization of linear elastodynamics in stress-velocity form to systems involving internal variables subjected to a possibly non-linear dissipative evolution is proposed. The original scheme is…

Numerical Analysis · Mathematics 2020-06-11 Tomáš Roubíček , Chrysoula Tsogka

In a Hilbert setting, we develop fast methods for convex unconstrained optimization. We rely on the asymptotic behavior of an inertial system combining geometric damping with temporal scaling. The convex function to minimize enters the…

Optimization and Control · Mathematics 2020-09-17 Hedy Attouch , Aicha Balhag , Zaki Chbani , Hassan Riahi

This paper proposes an explicit computational method for solving a three-dimensional system of nonlinear elastodynamic sine-Gordon equations subject to appropriate initial and boundary conditions. The time derivative is approximated by…

Numerical Analysis · Mathematics 2025-06-19 Eric Ngondiep

Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the…

Chemical Physics · Physics 2015-06-12 Benjamin Trendelkamp-Schroer , Frank Noe

We study nonsmooth convex minimization through a continuous-time dynamical system that can be seen as a high-resolution ODE of Nesterov Accelerated Gradient (NAG) adapted to the nonsmooth case. We apply a time-varying Moreau envelope…

Optimization and Control · Mathematics 2026-03-27 Manh Hung Le , Andrea Simonetto

Several recent publications investigated Markov-chain modelling of linear optimization by a $(1,\lambda)$-ES, considering both unconstrained and linearly constrained optimization, and both constant and varying step size. All of them assume…

Numerical Analysis · Computer Science 2014-06-19 Alexandre Chotard , Martin Holena

The estimation of weather forecast uncertainty with ensemble systems requires a careful selection of perturbations to establish a reliable sampling of the error growth potential in the phase space of the model. Usually, the singular vectors…

Dynamical Systems · Mathematics 2022-09-15 Jens Winkler , Michael Denhard , Bernhard A. Schmitt

We introduce a class of explicit exponential Rosenbrock methods for the time integration of large systems of stiff differential equations. Their application with respect to simulation tasks in the field of visual computing is discussed…

Numerical Analysis · Mathematics 2018-05-23 Vu Thai Luan , Dominik L. Michels