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The goal of this paper is to develop energy-preserving variational integrators for time-dependent mechanical systems with forcing. We first present the Lagrange-d'Alembert principle in the extended Lagrangian mechanics framework and derive…

Numerical Analysis · Mathematics 2018-05-23 Harsh Sharma , Mayuresh Patil , Craig Woolsey

One of the most computationally expensive steps of the low-rank ADI method for large-scale Lyapunov equations is the solution of a shifted linear system at each iteration. We propose the use of the extended Krylov subspace method for this…

Numerical Analysis · Mathematics 2022-08-09 Peter Benner , Davide Palitta , Jens Saak

This paper develops an efficient and robust solution technique for the steady Boussinesq model of non-isothermal flow using Anderson acceleration applied to a Picard iteration. After analyzing the fixed point operator associated with the…

Numerical Analysis · Mathematics 2020-04-15 Sara Pollock , Leo G. Rebholz , Mengying Xiao

For the simulations of unsteady flow, the global time step becomes really small with a large variation of local cell size. In this paper, an implicit high-order gas-kinetic scheme (HGKS) is developed to remove the restrictions on the time…

Numerical Analysis · Mathematics 2024-03-04 Yaqing Yang , Liang Pan , Kun Xu

Gaussian process regression is increasingly applied for learning unknown dynamical systems. In particular, the implicit quantification of the uncertainty of the learned model makes it a promising approach for safety-critical applications.…

Machine Learning · Computer Science 2022-06-29 Jan Brüdigam , Martin Schuck , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

We design a novel, exactly energy-conserving implicit non-symplectic integration method for an eight-dimensional Hamiltonian system with four degrees of freedom. In our algorithm, each partial derivative of the Hamiltonian with respect to…

General Relativity and Quantum Cosmology · Physics 2019-12-30 Shiyang Hu , Xin Wu , Guoqing Huang , Enwei Liang

We propose Poisson integrators for the numerical integration of separable Poisson systems. We analyze three situations in which the Poisson systems are separated in three ways and the Poisson integrators can be constructed by using the…

Numerical Analysis · Mathematics 2022-11-09 Beibei Zhu , Lun Ji , Aiqing Zhu , Yifa Tang

This paper proposes an adaptive hyper-reduction method to reduce the computational cost associated with the simulation of parametric particle-based kinetic plasma models, specifically focusing on the Vlasov-Poisson equation. Conventional…

Numerical Analysis · Mathematics 2026-02-05 Cecilia Pagliantini , Federico Vismara

Ion transport, often described by the Poisson--Nernst--Planck (PNP) equations, is ubiquitous in electrochemical devices and many biological processes of significance. In this work, we develop conservative, positivity-preserving, energy…

Numerical Analysis · Mathematics 2020-07-15 Jie Ding , Zhongming Wang , Shenggao Zhou

We study the optimal design of numerical integrators for dissipative systems, for which there exists an underlying thermodynamic structure known as GENERIC (general equation for the nonequilibrium reversible-irreversible coupling). We…

Numerical Analysis · Mathematics 2020-02-14 Xiaocheng Shang , Hans Christian Öttinger

In this paper we present energy-conserving, mixed discontinuous Galerkin (DG) and continuous Galerkin (CG) schemes for the solution of a broad class of physical systems described by Hamiltonian evolution equations. These systems often arise…

Computational Physics · Physics 2019-08-07 A. Hakim , G. Hammett , E. Shi , N. Mandell

This paper discusses energy-conserving time-discretizations for finite element particle-in-cell discretizations of the Vlasov--Maxwell system. A geometric spatially discrete system can be obtained using a standard particle-in-cell…

Numerical Analysis · Mathematics 2020-10-21 Katharina Kormann , Eric Sonnendrücker

Among the single-trajectory Gaussian-based methods for solving the time-dependent Schr\"{o}dinger equation, the variational Gaussian approximation is the most accurate one. In contrast to Heller's original thawed Gaussian approximation, it…

Quantum Physics · Physics 2024-09-26 Roya Moghaddasi Fereidani , Jiří J. L. Vaníček

We study the slightly compressible Darcy-Forchheimer equations modeling gas flow in porous media, particularly in applications related to combustion processes. The equations are discretized in time using the backward Euler method and in…

Numerical Analysis · Mathematics 2026-04-16 Laura Portero , Andrés Arrarás , Francisco J. Gaspar , Florin A. Radu

With the emergence of mixed precision capabilities in hardware, iterative refinement schemes for solving linear systems $Ax=b$ have recently been revisited and reanalyzed in the context of three or more precisions. These new analyses show…

Numerical Analysis · Mathematics 2022-02-17 Eda Oktay , Erin Carson

Gaussian wavepacket dynamics has proven to be a useful semiclassical approximation for quantum simulations of high-dimensional systems with low anharmonicity. Compared to Heller's original local harmonic method, the variational Gaussian…

Numerical Analysis · Mathematics 2024-09-26 Roya Moghaddasi Fereidani , Jiří JL Vaníček

This paper considers the problem of iterative Bayesian smoothing in nonlinear state-space models with additive noise using Gaussian approximations. Iterative methods are known to improve smoothed estimates but are not guaranteed to…

Optimization and Control · Mathematics 2025-02-11 Jakob Lindqvist , Simo Särkkä , Ángel F. García-Fernández , Matti Raitoharju , Lennart Svensson

We propose algorithms for efficient time integration of large systems of oscillatory second order ordinary differential equations (ODEs) whose solution can be expressed in terms of trigonometric matrix functions. Our algorithms are based on…

Numerical Analysis · Mathematics 2023-04-07 M. A. Botchev , L. A. Knizhnerman , M. Schweitzer

Dynamic simulation of elastic bodies is a longstanding task in engineering and computer graphics. In graphics, numerical integrators like implicit Euler and BDF2 are preferred due to their stability at large time steps, but they tend to…

Graphics · Computer Science 2026-02-10 Kevin You , Juntian Zheng , Minchen Li

We present linearly implicit methods that preserve discrete approximations to local and global energy conservation laws for multi-symplectic PDEs with cubic invariants. The methods are tested on the one-dimensional Korteweg-de Vries…

Numerical Analysis · Mathematics 2020-07-14 Sølve Eidnes , Lu Li