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Introducing flexibility in the time-discretisation mesh can improve convergence and computational time when solving differential equations numerically, particularly when the solutions are discontinuous, as commonly found in control problems…

Optimization and Control · Mathematics 2023-06-27 Lucian Nita , Eduardo M. G. Vila , Marta A. Zagorowska , Eric C. Kerrigan , Yuanbo Nie , Ian McInerney , Paola Falugi

For autoregressive modeling of chaotic dynamical systems over long time horizons, the stability of both training and inference is a major challenge in building scientific foundation models. We present a hybrid technique in which an…

We propose a hybrid algorithm for the time integration of large sets of rate equations coupled by a relatively small number of degrees of freedom. A subset containing fast degrees of freedom evolves deterministically, while the rest of the…

Materials Science · Physics 2015-06-16 Marco Gherardi , Thomas Jourdan , Solène Le Bourdiec , Guy Bencteux

A variety of problems in device and materials design require the rapid forward modeling of Maxwell's equations in complex micro-structured materials. By combining high-order accurate integral equation methods with classical multiple…

Numerical Analysis · Mathematics 2011-04-29 Zydrunas Gimbutas , Leslie Greengard

New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…

Numerical Analysis · Mathematics 2024-04-24 Allison M. Carson , Jeffrey W. Banks , William D. Henshaw , Donald W. Schwendeman

We consider the problem of minimizing the sum of an average function of a large number of smooth convex components and a general, possibly non-differentiable, convex function. Although many methods have been proposed to solve this problem…

Optimization and Control · Mathematics 2019-01-01 Le Thi Khanh Hien , Cuong V. Nguyen , Huan Xu , Canyi Lu , Jiashi Feng

We describe an algorithm for long-term planetary orbit integrations, including the dominant post-Newtonian effects, that employs individual timesteps for each planet. The algorithm is symplectic and exhibits short-term errors that are…

Astrophysics · Physics 2009-10-22 Prasenjit Saha , Scott Tremaine

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Numerical Analysis · Mathematics 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

We present a fast, adaptive multiresolution algorithm for applying integral operators with a wide class of radially symmetric kernels in dimensions one, two and three. This algorithm is made efficient by the use of separated representations…

Numerical Analysis · Mathematics 2007-08-14 Gregory Beylkin , Vani Cheruvu , Fernando Pérez

We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…

Numerical Analysis · Mathematics 2021-03-24 Martin Neumuller , Iain Smears

Immersed boundary methods have attracted substantial interest in the last decades due to their potential for computations involving complex geometries. Often these cannot be efficiently discretized using boundary-fitted finite elements.…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Tim Bürchner , Lars Radtke , Philipp Kopp , Stefan Kollmannsberger , Ernst Rank , Alexander Düster

Convergence failure and slow convergence rates are among the biggest challenges with solving the system of non-linear equations numerically. Although mitigated, such issues still linger when using strictly small time steps and…

Numerical Analysis · Mathematics 2019-12-05 Hanyu Li , Wing Tat Leung , Mary F. Wheeler

An algorithm for separating the high- and low-frequency molecular dynamics modes in Hybrid Monte Carlo simulations of gauge theories with dynamical fermions is presented. The separation is based on splitting the pseudo-fermion action into…

High Energy Physics - Lattice · Physics 2008-11-26 A. Ali Khan , T. Bakeyev , M. Göckeler , R. Horsley , D. Pleiter , P. Rakow , A. Schäfer , G. Schierholz , H. Stüben

In this paper, we propose a unified algorithmic framework for solving many known variants of \mds. Our algorithm is a simple iterative scheme with guaranteed convergence, and is \emph{modular}; by changing the internals of a single…

Machine Learning · Computer Science 2010-03-31 Arvind Agarwal , Jeff M. Phillips , Suresh Venkatasubramanian

Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…

Numerical Analysis · Mathematics 2021-07-09 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

The Parareal algorithm, which is related to multiple shooting, was introduced for solving evolution problems in a time-parallel manner. The algorithm was then extended to solve time-periodic problems. We are interested here in time-periodic…

Numerical Analysis · Mathematics 2021-05-04 Martin J. Gander , Iryna Kulchytska-Ruchka , Sebastian Schöps

Time dependent signals in experimental techniques such as Nuclear Magnetic Resonance (NMR) and Muon Spin Relaxation (muSR) are often the result of an ensemble average over many microscopical dynamical processes. While there are a number of…

Quantum Physics · Physics 2021-05-07 Simone Sturniolo

A fundamental problem in robotic perception is matching identical objects or data, with applications such as loop closure detection, place recognition, object tracking, and map fusion. While the problem becomes considerably more challenging…

Robotics · Computer Science 2021-12-01 Parker C. Lusk , Ronak Roy , Kaveh Fathian , Jonathan P. How

Collisional and stochastic wave-particle dynamics in plasmas far from equilibrium are complex, temporally evolving, stochastic processes which are challenging to model. In this work, we extend previous methods coupling differentiable…

Plasma Physics · Physics 2026-04-27 Diogo D. Carvalho , Luis O. Silva , E. Paulo Alves

The generalized-$\alpha$ time-marching method provides second-order accuracy in time and controls the numerical dissipation in the high-frequency region of the discrete spectrum. This method includes a wide range of time integrators. We…

Numerical Analysis · Mathematics 2019-06-17 Pouria Behnoudfar , Quanling Deng , Victor M. Calo