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We study the application of the generalized convolution quadrature (gCQ) based on Runge--Kutta methods to approximate the solution of an important class of sectorial problems. The gCQ generalizes Lubich's original convolution quadrature…

Numerical Analysis · Mathematics 2025-06-27 Jing Guo , Maria Lopez-Fernandez

A focus of recent research in quantum computing has been on developing quantum algorithms for differential equations solving using variational methods on near-term quantum devices. A promising approach involves variational algorithms, which…

Quantum Physics · Physics 2026-02-03 David Dechant , Liubov Markovich , Vedran Dunjko , Jordi Tura

We develop Chebyshev symplectic methods based on Chebyshev orthogonal polynomials of the first and second kind separately in this paper. Such type of symplectic methods can be conveniently constructed with the newly-built theory of weighted…

Numerical Analysis · Mathematics 2025-07-23 Wensheng Tang

A wide range of physical phenomena exhibit auxiliary admissibility criteria, such as conservation of entropy or various energies, which arise implicitly under exact solution of their governing PDEs. However, standard temporal schemes, such…

Numerical Analysis · Mathematics 2025-03-27 Mohammad R. Najafian , Brian C. Vermeire

We generalize the idea of relaxation time stepping methods in order to preserve multiple nonlinear conserved quantities of a dynamical system by projecting along directions defined by multiple time stepping algorithms. Similar to the…

Numerical Analysis · Mathematics 2023-02-13 Abhijit Biswas , David I. Ketcheson

A coercivity property of temporal convolution operators is an essential tool in the analysis of time-dependent boundary integral equations and their space and time discretisations. It is known that this coercivity property is inherited by…

Numerical Analysis · Mathematics 2017-02-28 Lehel Banjai , Christian Lubich

We present a novel and general methodology for building second-order finite volume implicit-explicit Runge-Kutta numerical schemes for solving two-dimensional financial parabolic PDEs with mixed derivatives. The methods achieve second-order…

We show that symplectic Runge-Kutta methods provide effective symplectic integrators for Hamiltonian systems with index one constraints. These include the Hamiltonian description of variational problems subject to position and velocity…

Numerical Analysis · Mathematics 2014-02-28 Robert I McLachlan , Klas Modin , Olivier Verdier , Matt Wilkins

We propose an experimental study of adaptive time-stepping methods for efficient modeling of the aggregation-fragmentation kinetics. Precise modeling of this phenomena usually requires utilization of the large systems of nonlinear ordinary…

Numerical Analysis · Mathematics 2025-01-20 Sergey A. Matveev , Viktor Zhilin , Alexander P. Smirnov

In this paper, we investigate the application of exponential integrators to advection-dominated problems. We focus on Krylov subspace and Leja interpolation methods to compute the action of exponential and related matrix functions.…

Numerical Analysis · Mathematics 2025-12-04 Thi Tam Dang , Trung Hau Hoang

An 11-dimensional family of embedded (4, 5) pairs of explicit 9-stage Runge-Kutta methods with an interpolant of order 5 is derived. Two optimized for efficiency pairs are presented.

Numerical Analysis · Mathematics 2022-04-21 Misha Stepanov

In this work we present a new class of Runge-Kutta (RK) methods for solving systems of hyperbolic equations with a particular structure, generalization of a wave-equation. The new methods are {\it partially implicit} in the sense that a…

Mathematical Physics · Physics 2016-11-10 Isabel Cordero-Carrión , Pablo Cerdá-Durán

This paper studies a family of convolution quadratures, a numerical technique for efficient evaluation of convolution integrals. We employ the block generalized Adams method to discretize the underlying initial value problem, departing from…

Numerical Analysis · Mathematics 2024-07-11 Ling Liu , Junjie Ma

We present a C++ implementation of a fifth order semi-implicit Runge-Kutta algorithm for solving Ordinary Differential Equations. This algorithm can be used for studying many different problems and in particular it can be applied for…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 P. Aliani , V. Antonelli , M. Picariello , Emilio Torrente-Lujan

We demonstrate the effectiveness of a novel scheme for numerically solving linear differential equations whose solutions exhibit extreme oscillation. We take a standard Runge-Kutta approach, but replace the Taylor expansion formula with a…

Computational Physics · Physics 2016-12-12 W. J. Handley , A. N. Lasenby , M. P. Hobson

In the last two decades recurrence plots (RPs) were introduced in many different scientific disciplines. It turned out how powerful this method is. After introducing approaches of quantification of RPs and by the study of relationships…

History and Philosophy of Physics · Physics 2017-09-29 Norbert Marwan

We combine the recent relaxation approach with multiderivative Runge-Kutta methods to preserve conservation or dissipation of entropy functionals for ordinary and partial differential equations. Relaxation methods are minor modifications of…

Numerical Analysis · Mathematics 2024-06-19 Hendrik Ranocha , Jochen Schütz

Meta-learning has emerged as an important framework for learning new tasks from just a few examples. The success of any meta-learning model depends on (i) its fast adaptation to new tasks, as well as (ii) having a shared representation…

Machine Learning · Computer Science 2019-10-21 Daniel Jiwoong Im , Yibo Jiang , Nakul Verma

We calculate Noether like operators and first integrals of scalar equation y'' = -k^2 y using complex Lie symmetry method, by taking values of k and y to be real as well as complex. We numerically integrate the equations using a symplectic…

Numerical Analysis · Mathematics 2017-11-07 W. Irshad , Y. Habib , M. U. Farooq

We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special…

Numerical Analysis · Mathematics 2019-07-29 Lehel Banjai , María López-Fernández