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Based on reasonable testing model problems, we study the preservation by symplectic Runge-Kutta method (SRK) and symplectic partitioned Runge-Kutta method (SPRK) of structures for fixed points of linear Hamiltonian systems. The…

Numerical Analysis · Mathematics 2008-02-18 Xiaohua Ding , Hongyu Liu , Zaijiu Shang , Geng Sun , Lingshu Wang

Maximum simulated likelihood estimation of mixed multinomial logit (MMNL) or probit models requires evaluation of a multidimensional integral. Quasi-Monte Carlo (QMC) methods such as shuffled and scrambled Halton sequences and modified…

Computation · Statistics 2020-11-13 Prateek Bansal , Vahid Keshavarzzadeh , Angelo Guevara , Ricardo A. Daziano , Shanjun Li

In this paper, we introduce stochastic simulated quantum annealing (SSQA) for large-scale combinatorial optimization problems. SSQA is designed based on stochastic computing and quantum Monte Carlo, which can simulate quantum annealing (QA)…

Quantum Physics · Physics 2024-07-25 Naoya Onizawa , Ryoma Sasaki , Duckgyu Shin , Warren J. Gross , Takahiro Hanyu

We present a practical algorithm based on symplectic splitting methods to integrate numerically in time the Schr\"odinger equation. When discretized in space, the Schr\"odinger equation can be recast as a classical Hamiltonian system…

Numerical Analysis · Mathematics 2015-02-24 S. Blanes , F. Casas , A. Murua

We are concerned with the efficient implementation of symplectic implicit Runge-Kutta (IRK) methods applied to systems of (non-necessarily Hamiltonian) ordinary differential equations by means of Newton-like iterations. We pay particular…

Numerical Analysis · Mathematics 2017-03-23 Mikel Antoñana , Joseba Makazaga , Ander Murua

The primary objective of this paper is to present a long-term numerical energy-preserving analysis of one-stage explicit symmetric and/or symplectic extended Runge--Kutta--Nystr\"{o}m (ERKN) integrators for highly oscillatory Hamiltonian…

Numerical Analysis · Mathematics 2018-06-26 Bin Wang , Xinyuan Wu

A new approach is developed to integrate numerically the equations of motion for systems of interacting rigid polyatomic molecules. With the aid of a leapfrog framework, we directly involve principal angular velocities into the integration,…

Computational Physics · Physics 2007-05-23 Igor P. Omelyan

The aim of this article is to study the role of piecewise implementation of Pad\'e-Chebyshev type approximation in minimising Gibbs phenomena in approximating piecewise smooth functions. A piecewise Pad\'e-Chebyshev type (PiPCT) algorithm…

Numerical Analysis · Mathematics 2019-10-24 S. Akansha , S. Baskar

We examine several numerical techniques for the calculation of the dynamics of quantum systems. In particular, we single out an iterative method which is based on expanding the time evolution operator into a finite series of Chebyshev…

Strongly Correlated Electrons · Physics 2015-05-13 Holger Fehske , Jens Schleede , Gerald Schubert , Gerhard Wellein , Vladimir S. Filinov , Alan R. Bishop

This paper presents a novel quadratic programming (QP) approach for constrained control allocation that directly incorporates continuous-time actuator rate constraints without requiring slack variables. Over-actuated aircraft…

Optimization and Control · Mathematics 2025-07-24 Süleyman Özkurt , Adrian Grimm , Walter Fichter

A novel symplectic integrator for Hamiltonian equations on $S_2^n \times T^{\ast} \RR^m$ is developed and studied. Partitioned Runge--Kutta methods for Hamiltonian systems on products of Hamiltionian manifolds are studied, specifically,…

Numerical Analysis · Mathematics 2018-09-18 Geir Bogfjellmo

Solving real-time quadratic programming (QP) is a ubiquitous task in control engineering, such as in model predictive control and control barrier function-based QP. In such real-time scenarios, certifying that the employed QP algorithm can…

Systems and Control · Electrical Eng. & Systems 2025-02-17 Liang Wu , Wei Xiao , Richard D. Braatz

We consider waveform iterations for dynamical coupled problems, or more specifically, PDEs that interact through a lower dimensional interface. We want to allow for the reuse of existing codes for the subproblems, called a partitioned…

Numerical Analysis · Mathematics 2025-02-06 Niklas Kotarsky , Philipp Birken

We present a new method for developing time step controllers based on a technique from the field of machine learning. This method is applicable to stable time integrators that have an embedded scheme, i.e., that have local error estimation…

Numerical Analysis · Mathematics 2025-12-23 Thomas Izgin , Hendrik Ranocha

We suggest a numerical integration procedure for solving the equations of motion of certain classical spin systems which preserves the underlying symplectic structure of the phase space. Such symplectic integrators have been successfully…

Statistical Mechanics · Physics 2007-05-23 Robin Steinigeweg , Heinz-Jürgen Schmidt

We propose a high order adaptive-rank implicit integrators for stiff time-dependent PDEs, leveraging extended Krylov subspaces to efficiently and adaptively populate low-rank solution bases. This allows for the accurate representation of…

Numerical Analysis · Mathematics 2024-04-05 Hamad El Kahza , William Taitano , Jing-Mei Qiu , Luis Chacón

The structural flexibility of the exponential propagation iterative methods of Runge-Kutta type (EPIRK) enables construction of particularly efficient exponential time integrators. While the EPIRK methods have been shown to perform well on…

Numerical Analysis · Mathematics 2016-08-03 Greg Rainwater , Mayya Tokman

Geometric integrators of the Schr\"{o}dinger equation conserve exactly many invariants of the exact solution. Among these integrators, the split-operator algorithm is explicit and easy to implement, but, unfortunately, is restricted to…

Chemical Physics · Physics 2024-09-26 Seonghoon Choi , Jiří Vaníček

In this work, a kernel-based surrogate for integrating Hamiltonian dynamics that is symplectic by construction and tailored to large prediction horizons is proposed. The method learns a scalar potential whose gradient enters a…

Numerical Analysis · Mathematics 2026-01-27 Robin Herkert , Tobias Ehring , Bernard Haasdonk

We explore the framework of a real-time coupled cluster method with a focus on improving its computational efficiency. Propagation of the wave function via the time-dependent Schr\"odinger equation places high demands on computing…

Computational Physics · Physics 2022-05-12 Zhe Wang , Benjamin G. Peyton , T. Daniel Crawford