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It is known in \cite{beccari} that the standard explicit Euler-type scheme (such as the exponential Euler and the linear-implicit Euler schemes) with a uniform timestep, though computationally efficient, may diverge for the stochastic…

Numerical Analysis · Mathematics 2023-11-14 Chuchu Chen , Tonghe Dang , Jialin Hong

This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…

Optimization and Control · Mathematics 2022-01-25 Simo Särkkä , Ángel F. García-Fernández

We introduce a general framework for testing temporal symmetries in time series based on the distribution of ordinal patterns. While previous approaches have focused on specific forms of asymmetry, such as time reversal, our method provides…

Statistics Theory · Mathematics 2026-01-21 Annika Betken , Giorgio Micali , Manuel Ruiz Marín

Most dynamic simulation tools parameterize the configuration of multi-body robotic systems using minimal coordinates, also called generalized or joint coordinates. However, maximal-coordinate approaches have several advantages over…

Robotics · Computer Science 2021-03-26 Jan Brüdigam , Zachary Manchester

This study concerns the efficiency of time-spectral methods for numerical solution of differential equations. It is found that the time-spectral method GWRM demonstrates insensitivity to stiffness and chaoticity due to the implicit nature…

Numerical Analysis · Mathematics 2024-06-05 Jan Scheffel

This paper deals with the problem of simulating dense dispersed systems composed by large numbers of particles undergoing ballistic aggregation. The most classical approaches for dealing with such problems are represented by the so-called…

Computational Physics · Physics 2024-09-25 Pierre Degond , Giacomo Dimarco , Marina Ferreira , Sophie Hecht

Dynamic simulation of elastic bodies is a longstanding task in engineering and computer graphics. In graphics, numerical integrators like implicit Euler and BDF2 are preferred due to their stability at large time steps, but they tend to…

Graphics · Computer Science 2026-02-10 Kevin You , Juntian Zheng , Minchen Li

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

Multiscale is a hallmark feature of complex nonlinear systems. While the simulation using the classical numerical methods is restricted by the local \textit{Taylor} series constraints, the multiscale techniques are often limited by finding…

Dynamical Systems · Mathematics 2024-05-07 Asif Hamid , Danish Rafiq , Shahkar Ahmad Nahvi , Mohammad Abid Bazaz

In ab initio molecular dynamics simulations of real-world problems, the simple Verlet method is still widely used for integrating the equations of motion, while more efficient algorithms are routinely used in classical molecular dynamics.…

Computational Physics · Physics 2016-08-03 Eiji Tsuchida

Calibration of expensive simulation models involves an emulator based on simulation outputs generated across various parameter settings to replace the actual model. Noisy outputs of stochastic simulation models require many simulation…

Methodology · Statistics 2025-05-08 Özge Sürer

A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…

Computational Physics · Physics 2024-01-02 Viktoriya Morozova , James G. Coder , Kevin Holst

A parallel implementation of coupled spin-lattice dynamics in the LAMMPS molecular dynamics package is presented. The equations of motion for both spin only and coupled spin-lattice dynamics are first reviewed, including a detailed account…

Statistical Mechanics · Physics 2018-08-01 J. Tranchida , S. J. Plimpton , P. Thibaudeau , A. P. Thompson

We present a novel method for efficient direct integration of gravitational N-body systems with a large variation in characteristic time scales. The method is based on a recursive and adaptive partitioning of the system based on the…

Instrumentation and Methods for Astrophysics · Physics 2014-10-08 Jürgen Jänes , Federico I. Pelupessy , Simon F. Portegies Zwart

Reflecting boundary conditions cause two one-dimensional random walks to synchronize if a common direction is chosen in each step. The mean synchronization time and its standard deviation are calculated analytically. Both quantities are…

Disordered Systems and Neural Networks · Physics 2007-05-23 Andreas Ruttor , Georg Reents , Wolfgang Kinzel

Spatial symmetries occur in combination with temporal symmetries in a wide range of physical systems in nature, including time-periodic quantum systems typically described by the Floquet formalism. In this context, groups formed by…

Time-varying optimization problems are central to many engineering applications, where performance metrics and system constraints evolve dynamically with time. Several algorithms have been proposed to address these problems; a common…

Optimization and Control · Mathematics 2025-10-28 Gianluca Bianchin , Bryan Van Scoy

We present a novel hierarchical formulation of the fourth-order forward symplectic integrator and its numerical implementation in the GPU-accelerated direct-summation N-body code FROST. The new integrator is especially suitable for…

Instrumentation and Methods for Astrophysics · Physics 2021-03-12 Antti Rantala , Thorsten Naab , Volker Springel

While many ideas and proofs of concept for parallel-in-time integration methods exists, the number of large-scale, accessible time-parallel codes is rather small. This is often due to the apparent or subtle complexity of the algorithms and…

Performance · Computer Science 2020-08-31 Robert Speck , Michael Knobloch , Sebastian Lührs , Andreas Gocht

We propose a variational symplectic numerical method for the time integration of dynamical systems issued from the least action principle. We assume a quadratic internal interpolation of the state between two time steps and we approximate…

Numerical Analysis · Mathematics 2024-06-28 François Dubois , Juan Antonio Rojas-Quintero
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