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The Euler scheme is up to date the most important numerical method for ordinary differential inclusions, because the use of the available higher-order methods is prohibited by their enormous complexity after spatial discretization.…
Both the porous medium equation and the system of isentropic Euler equations can be considered as steepest descents on suitable manifolds of probability measures in the framework of optimal transport theory. By discretizing these…
An explicit stabilized additive Runge-Kutta scheme is proposed. The method is based on a splitting of the problem in severely stiff and mildly stiff subproblems, which are then independently solved using a Runge-Kutta-Chebyshev scheme. The…
We consider time dependent thermal fluid structure interaction. The respective models are the compressible Navier-Stokes equations and the nonlinear heat equation. A partitioned coupling approach via a Dirichlet-Neumann method and a fixed…
This paper proposes a system identification algorithm for systems with multi-rate sensors in a discrete-time framework. It is challenging to obtain an accurate mathematical model when the ratios of inputs and outputs are different in the…
We present a multigrid iterative algorithm for solving a system of coupled free boundary problems for pricing American put options with regime-switching. The algorithm is based on our recently developed compact finite difference scheme…
We propose a unified theoretical framework to examine the energy dissipation properties at all stages of explicit exponential Runge-Kutta (EERK) methods for gradient flow problems. The main part of the novel framework is to construct the…
We expect that multiscale simulations will be one of the main high performance computing workloads in the exascale era. We propose multiscale computing patterns as a generic vehicle to realise load balanced, fault tolerant and energy aware…
Classical and new numerical schemes are generated using evolutionary computing. Differential Evolution is used to find the coefficients of finite difference approximations of function derivatives, and of single and multi-step integration…
Strong driving of quantum systems opens opportunities for both controlling and characterizing their states. For theoretical studying of these systems properties we use the rate-equation formalism. The advantage of such approach is its…
In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…
Multiphysics systems are driven by multiple processes acting simultaneously, and their simulation leads to partitioned systems of differential equations. This paper studies the solution of partitioned systems of differential equations using…
Bifurcation equations, non-degeneracy and transversality conditions are obtained for the fold, transcritical, pitchfork and flip bifurcations for periodic points of one dimensional implicitly defined discrete dynamical systems. The backward…
Accelerated gradient descent iterations are widely used in optimization. It is known that, in the continuous-time limit, these iterations converge to a second-order differential equation which we refer to as the accelerated gradient flow.…
Multi-adaptive Galerkin methods are extensions of the standard continuous and discontinuous Galerkin methods for the numerical solution of initial value problems for ordinary or partial differential equations. In particular, the…
We present a stable and convergent method for solving initial value problems based on the use of differentiation matrices obtained by Lagrange interpolation. This implicit multistep-like method is easy-to-use and performs pretty well in the…
We consider controlled differential equations and give new estimates for higher order Euler schemes. Our proofs are inspired by recent work of A. M. Davie who considers first and second order schemes. In order to implement the general case…
In this paper we consider the problem of mixed-criticality (MC) scheduling of implicit-deadline sporadic task systems on a homogenous multiprocessor platform. Focusing on dual-criticality systems, algorithms based on the fluid scheduling…
Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of convergence properties. This work develops an alternative…
We consider quadrature formulas of high order in time based on Radau-type, L-stable implicit Runge-Kutta schemes to solve time dependent stiff PDEs. Instead of solving a large nonlinear system of equations, we develop a method that performs…