Related papers: Adaptive time-stepping for aggregation-shattering …
A time-stepping scheme with adaptivity in both the step size and the integration order is presented in the context of non-equilibrium dynamics described via Kadanoff-Baym equations. The accuracy and effectiveness of the algorithm are…
We consider a stationary process (with either discrete or continuous time) and find an adaptive approximating stationary process combining approximation quality and supplementary good properties that can be interpreted as additional…
We present high-order, fully explicit projective integration schemes for nonlinear collisional kinetic equations such as the BGK and Boltzmann equation. The methods first take a few small (inner) steps with a simple, explicit method (such…
Space discretization of some time-dependent partial differential equations gives rise to systems of ordinary differential equations in additive form whose terms have different stiffness properties. In these cases, implicit methods should be…
We present a high-order, fully explicit, asymptotic-preserving projective integration scheme for the nonlinear BGK equation. The method first takes a few small (inner) steps with a simple, explicit method (such as direct forward Euler) to…
In this paper, we derive a practical, general framework for creating adaptive iterative (linearization or splitting) algorithms to solve multi-physics problems. This means that, given an iterative method, we derive \textit{a posteriori}…
We report an accessible and robust tool for evaluating the effects of Coulomb collisions on a test particle in a plasma that obeys Maxwell-J\"uttner statistics. The implementation is based on the Beliaev-Budker collision integral which…
In comparison to numerous enhanced sampling methods for equilbrium thermodynamics, accelerating simulations for kinetics and nonequilibrium statistics are relatively rare and less effective. Here we derive a time-reversal path sampling…
Calibrating simulation models that take large quantities of multi-dimensional data as input is a hard simulation optimization problem. Existing adaptive sampling strategies offer a methodological solution. However, they may not sufficiently…
We consider the use of adaptive timestepping to allow a strong explicit Euler-Maruyama discretisation to reproduce dynamical properties of a class of nonlinear stochastic differential equations with a unique equilibrium solution and…
The automatic selection of an appropriate time step size has been considered extensively in the literature. However, most of the strategies developed operate under the assumption that the computational cost (per time step) is independent of…
We compare exponential-type integrators for the numerical time-propagation of the equations of motion arising in the multi-configuration time-dependent Hartree-Fock method for the approximation of the high-dimensional multi-particle…
Recently, our group developed explicit symplectic methods for curved spacetimes that are not split into several explicitly integrable parts, but are via appropriate time transformations. Such time-transformed explicit symplectic integrators…
We revisit adaptive time stepping, one of the classical topics of numerical analysis and computational engineering. While widely used in application and subject of many theoretical works, a complete understanding is still missing. Apart…
We consider the problem of locating a jump discontinuity (change-point) in a smooth parametric regression model with a bounded covariate. It is assumed that one can sample the covariate at different values and measure the corresponding…
Computing numerical solutions to fractional differential equations can be computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In general, numerical…
We investigate a high-order, fully explicit, asymptotic-preserving scheme for a kinetic equation with linear relaxation, both in the hydrodynamic and diffusive scalings in which a hyperbolic, resp. parabolic, limiting equation exists. The…
This work develops Monte Carlo Euler adaptive time stepping methods for the weak approximation problem of jump diffusion driven stochastic differential equations. The main result is the derivation of a new expansion for the omputational…
We study a general, high-order, fully explicit numerical method for simulating kinetic equations with a BGK-type collision model with multiple relaxation times. In that case, the problem is stiff and its spectrum consists of multiple…
We put forward the use of total-variation-diminishing (or more generally, strong stability preserving) implicit-explicit Runge-Kutta methods for the time integration of the equations of motion associated with the semiconvection problem in…