Related papers: Structural Inconsistency and Stability Classificat…
We present an abstract concept for the error analysis of numerical schemes for semilinear stochastic partial differential equations (SPDEs) and demonstrate its usefulness by proving the strong convergence of a Milstein-Galerkin finite…
We present a novel multilevel Monte Carlo approach for estimating quantities of interest for stochastic partial differential equations (SPDEs). Drawing inspiration from [Giles and Szpruch: Antithetic multilevel Monte Carlo estimation for…
A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…
Symplectic integrators offer many advantages for the numerical solution of Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two of the central Hamiltonian systems encountered in…
A new method is proposed for integrating the equations of motion of an elastic filament. In the standard finite-difference and finite-element formulations the continuum equations of motion are discretized in space and time, but it is then…
In this work we explore the fidelity of numerical approximations to the analytic spectra of hyperbolic partial differential equation systems with variable coefficients. We are particularly interested in the ability of discrete methods to…
We study several numerical discretization techniques for the one-space plus one-time dimensional Dirac equation, including finite difference and space-time finite element methods. Two finite difference schemes and several space-time finite…
In this work, we propose and develop efficient and accurate numerical methods for solving the Kirchhoff-Love plate model in domains with complex geometries. The algorithms proposed here employ curvilinear finite-difference methods for…
In this article, we extend a Milstein finite difference scheme introduced in [Giles & Reisinger(2011)] for a certain linear stochastic partial differential equation (SPDE), to semi- and fully implicit timestepping as introduced by…
This paper develops methods for numerically solving stochastic delay-differential equations (SDDEs) with multiple fixed delays that do not align with a uniform time mesh. We focus on numerical schemes of strong convergence orders $1/2$ and…
Supersonic flow simulations face challenges in trans-scale modeling, numerical stability, and complex field analysis due to inherent nonlinear, nonequilibrium, and multiscale characteristics. The discrete Boltzmann method (DBM) provides a…
In this paper we provide a detailed convergence analysis for an unconditionally energy stable, second-order accurate convex splitting scheme for the Modified Phase Field Crystal equation, a generalized damped wave equation for which the…
A symplectic integrator algorithm suitable for hierarchical triple systems is formulated and tested. The positions of the stars are followed in hierarchical Jacobi coordinates, whilst the planets are referenced purely to their primary. The…
This paper is devoted to stability analysis of continuous-time delay systems based on a set of Lyapunov-Krasovskii functionals. New multiple integral inequalities are derived that involve the famous Jensen's and Wirtinger's inequalities, as…
We study how inexact nonlinear solvers lead to a loss of exact symplecticity in the Symplectic Euler (SE) and Stormer-Verlet (SV) schemes when applied to general nonseparable Hamiltonian systems. These schemes are implicit and require…
We present an adaptation of the so-called structural method \cite{CMM23} for Hamiltonian systems, and redesign the method for this specific context, which involves two coupled differential systems. Structural schemes decompose the problem…
We discuss a hierarchy of broken symmetries with special emphasis on partial dynamical symmetries (PDS). The latter correspond to a situation in which a non-invariant Hamiltonian accommodates a subset of solvable eigenstates with good…
We introduce a novel numerical method to integrate partial differential equations representing the Hamiltonian dynamics of field theories. It is a multi-symplectic integrator that locally conserves the stress-energy tensor with an excellent…
Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic…
The susceptibility of timestepping algorithms to numerical instabilities is an important consideration when simulating partial differential equations (PDEs). Here we identify and analyze a pernicious numerical instability arising in…