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We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…

Numerical Analysis · Mathematics 2021-06-08 Xiaocheng Shang

In the study of nonlinear inverse scattering problems (ISPs), the traditional method for estimating the number of degrees of freedom (NDoF) of the scattered field does not consider the effect of the scatterer contrast. In this work, we…

Computational Physics · Physics 2022-12-20 Zhichao Lin , Rui Guo , Tao Shan , Maokun Li , Fan Yang , Shenheng Xu , Aria Abubakar

Self-consistent field theory (SCFT) is one of the most widely-used framework in studying the equilibrium phase behaviors of inhomogenous polymers. For liquid crystalline polymeric systems, the main numerical challenges of solving SCFT…

Numerical Analysis · Mathematics 2024-09-16 Zhijuan He , Kai Jiang , Liwei Tan , Xin Wang

In this paper we study the harmonic map heat flow problem for a radially symmetric case. The corresponding partial dfferential equation plays a key role in many analyses of harmonic map heat flow problems. We consider a basic discretization…

Numerical Analysis · Mathematics 2025-07-16 Nam Anh Nguyen , Arnold Reusken

The Time Dependent Boltzmann equation (TDBE) is a viable option to study strongly out-of-equilibrium thermalization dynamics which are becoming increasingly critical for many novel physical applications like Ultrafast thermalization,…

Computational Physics · Physics 2022-01-05 Indrajit Wadgaonkar , Michael Wais , Marco Battiato

Forward uncertainty quantification in dynamical systems is challenging due to non-smooth or locally oscillating nonlinear behaviors. Spline dimensional decomposition (SDD) addresses such nonlinearity by partitioning input coordinates via…

Machine Learning · Statistics 2025-06-18 Yeonsu Kim , Junhan Lee , Bingran Wang , John T. Hwang , Dongjin Lee

This paper presents a rigorous numerical framework for computing multiple solutions of semilinear elliptic problems by spatiotemporal high-index saddle dynamics (HiSD), which extends the traditional HiSD to the continuous-in-space setting,…

Numerical Analysis · Mathematics 2026-01-14 Lei Zhang , Xiangcheng Zheng , Shangqin Zhu

While widely recognized as one of the most substantial weather forecasting methodologies, Numerical Weather Prediction (NWP) usually suffers from relatively coarse resolution and inevitable bias due to tempo-spatial discretization, physical…

Atmospheric and Oceanic Physics · Physics 2023-12-21 Pengwei Liu , Wenwei Wang , Bingqing Peng , Binqing Wu , Liang Sun

Discretizing continuous-time linear systems typically requires numerical integration. This document presents a convenient method for discretizing the dynamics, input, and process noise state-space matrices of a continuous-time linear system…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Steven Dahdah , James Richard Forbes

In this paper, we have solved 1D special relativistic hydrodynamical equations using different numerical method in computational gas dynamics. The numerical solutions of these equations for smooth wave cases give better solution when we use…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Orhan Donmez

The Scheduled Relaxation Jacobi (SRJ) method is a linear solver algorithm which greatly improves the convergence of the Jacobi iteration through the use of judiciously chosen relaxation factors (an SRJ scheme) which attenuate the solution…

Numerical Analysis · Mathematics 2021-12-14 Mohammad Shafaet Islam , Qiqi Wang

Complex systems span multiple spatial and temporal scales, making their dynamics challenging to understand and predict. This challenge is especially daunting when one wants to study localized and/or rare events. Advances in dynamical…

Atmospheric and Oceanic Physics · Physics 2025-09-22 Chenyu Dong , Gabriele Messori , Davide Faranda , Adriano Gualandi , Valerio Lucarini , Gianmarco Mengaldo

In this paper, we study ordinary differential equations (ODE) coupled with solutions of a stochastic nonsmooth convex optimization problem (SNCOP). We use the regularization approach, the sample average approximation and the time-stepping…

Optimization and Control · Mathematics 2025-02-11 Jianfeng Luo , Xiaojun Chen

Propagation characteristics of a wave are defined by the dispersion relationship, from which the governing partial differential equation (PDE) can be recovered. PDEs are commonly solved numerically using the finite-difference (FD) method,…

Numerical Analysis · Mathematics 2021-07-29 Edward Caunt

We propose an approach to solve the stochastic neutron point kinetics equations using an adaptation of the diagonalization-decomposition method (DDM). This new approach (Double-DDM) yields a nonstiff solution for the stochastic formulation,…

This paper addresses the challenge of privacy preservation for statistical inputs in dynamical systems. Motivated by an autonomous building application, we formulate a privacy preservation problem for statistical inputs in linear…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Le Liu , Yu Kawano , Ming Cao

The single-step explicit time integration methods have long been valuable for solving large-scale nonlinear structural dynamic problems, classified into single-solve and multi-sub-step approaches. However, no existing explicit single-solve…

Numerical Analysis · Mathematics 2025-11-25 Liu Yaokun , Li Jinze , Yu Kaiping

Spatiotemporal projections in marine science are essential for understanding ocean systems and their impact on Earth's climate. However, existing AI-based and statistics-based inversion methods face challenges in leveraging ocean data,…

Applications · Statistics 2024-08-06 Zhixi Xiong , Yukang Jiang , Wenfang Lu , Xueqin Wang , Ting Tian

The so-called method of phase synchronization has been advocated in a number of papers as a way of decoupling a system of linear second-order differential equations by a linear transformation of coordinates and velocities. This is a rather…

Differential Geometry · Mathematics 2022-03-11 W. Sarlet , T. Mestdag

Backward Stochastic Differential Equations (BSDEs) have been widely employed in various areas of social and natural sciences, such as the pricing and hedging of financial derivatives, stochastic optimal control problems, optimal stopping…

Numerical Analysis · Mathematics 2023-04-10 Jared Chessari , Reiichiro Kawai , Yuji Shinozaki , Toshihiro Yamada