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Classical convergence theory of Runge-Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic…
In this paper, we report about recent findings in the numerical solution of Hamiltonian Partial Differential Equations (PDEs), by using energy-conserving line integral methods in the Hamiltonian Boundary Value Methods (HBVMs) class. In…
We consider the continuous and discrete-time Hamilton's variational principle on phase space, and characterize the exact discrete Hamiltonian which provides an exact correspondence between discrete and continuous Hamiltonian mechanics. The…
Solving the reactive low-Mach Navier-Stokes equations with high-order adaptive methods in time is still a challenging problem, in particular due to the handling of the algebraic variables involved in the mass constraint. We focus on the…
The Swift--Hohenberg equation is a widely studied fourth-order model, originally proposed to describe hydrodynamic fluctuations. It admits an energy-dissipation law and, under suitable assumptions, bounded solutions. Many…
We develop a form factor approach to the study of dynamical correlation functions of quantum integrable models in the critical regime. As an example, we consider the quantum non-linear Schr\"odinger model. We derive long-distance/long-time…
This paper develops the theory of abelian Routh reduction for discrete mechanical systems and applies it to the variational integration of mechanical systems with abelian symmetry. The reduction of variational Runge-Kutta discretizations is…
In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…
Conservation properties of iterative methods applied to implicit finite volume discretizations of nonlinear conservation laws are analyzed. It is shown that any consistent multistep or Runge-Kutta method is globally conservative. Further,…
In this paper, we consider the initial-boundary value problem for the time-dependent Maxwell--Schr\"{o}dinger equations in the Coulomb gauge. We first prove the global existence of weak solutions to the equations. Next we propose an…
We study a non-linear Schroedinger equation with a Hartree-type nonlinearity and a localized random time-dependent external potential. Sharp dispersive estimates for the linear Schroedinger equation with a random time-dependent potential…
A novel class of explicit high-order energy-preserving methods are proposed for general Hamiltonian partial differential equations with non-canonical structure matrix. When the energy is not quadratic, it is firstly done that the original…
In this work we demonstrate that SVD-based model reduction techniques known for ordinary differential equations, such as the proper orthogonal decomposition, can be extended to stochastic differential equations in order to reduce the…
This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the…
The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…
We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…
The convergence of a family of AMF-Runge-Kutta methods (in short AMF-RK) for the time integration of evolutionary Partial Differential Equations (PDEs) of Advection Diffusion Reaction type semi-discretized in space is considered. The…
In this paper we present a new family of rules for numerical integration. This family has up to half the error of the widely used Newton-Cotes rules when a sufficient number of points is evaluated and also much better numerical stability…
The energy-based stochastic extension of the Schrodinger equation is a rather special nonlinear stochastic differential equation on Hilbert space, involving a single free parameter, that has been shown to be very useful for modelling the…
The Swift-Hohenberg equation as a central nonlinear model in modern physics has a gradient flow structure. Here we introduce fully discrete discontinuous Galerkin (DG) schemes for a class of fourth order gradient flow problems, including…