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When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…

Numerical Analysis · Mathematics 2017-08-02 Sidafa Conde , Sigal Gottlieb , Zachary J. Grant , John N. Shadid

Motivated by the desire to understand the leading order nonlinear gravitational wave interactions around arbitrarily rapidly rotating Kerr black holes, we describe a numerical code designed to compute second order vacuum perturbations on…

General Relativity and Quantum Cosmology · Physics 2021-05-26 Justin L. Ripley , Nicholas Loutrel , Elena Giorgi , Frans Pretorius

First, we consider the problem of hedging in complete binomial models. Using the discrete-time F\"ollmer-Schweizer decomposition, we demonstrate the equivalence of the backward induction and sequential regression approaches. Second, in…

Mathematical Finance · Quantitative Finance 2020-11-25 Sarah Boese , Tracy Cui , Samuel Johnston , Gianmarco Molino , Oleksii Mostovyi

We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…

Mathematical Physics · Physics 2009-11-10 Dennis M. Wilkinson

This paper is concerned with moving mesh finite difference solution of partial differential equations. It is known that mesh movement introduces an extra convection term and its numerical treatment has a significant impact on the stability…

Numerical Analysis · Mathematics 2015-07-31 Weizhang Huang

Classical convergence theory of Runge-Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic…

Numerical Analysis · Mathematics 2026-05-05 Steven B. Roberts , David Shirokoff , Abhijit Biswas , Benjamin Seibold

We present a high-order compact finite difference approach for a class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in $n$ spatial dimensions.…

Numerical Analysis · Mathematics 2015-09-04 Bertram Düring , Christof Heuer

We analyze the tensor mode perturbations of static, spherically symmetric solutions of the Einstein equations with a quadratic Gauss-Bonnet term in dimension $D > 4$. We show that the evolution equations for this type of perturbations can…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Gustavo Dotti , Reinaldo J. Gleiser

The Einstein equations have proven surprisingly difficult to solve numerically. A standard diagnostic of the problems which plague the field is the failure of computational schemes to satisfy the constraints, which are known to be…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Adrian P. Gentle , Nathan D. George , Arkady Kheyfets , Warner A. Miller

A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…

Numerical Analysis · Mathematics 2024-05-20 Frédéric Rousset , Katharina Schratz

The equations for the second-order gravitational perturbations produced by a compact-object have highly singular source terms at the point particle limit. At this limit the standard retarded solutions to these equations are ill-defined.…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Eran Rosenthal

We report the existence of unstable, s-wave modes, for black strings in Gauss-Bonnet theory (which is quadratic in the curvature) in seven dimensions. This theory admits analytic uniform black strings that in the transverse section are…

High Energy Physics - Theory · Physics 2015-05-08 Alex Giacomini , Julio Oliva , Aldo Vera

Tentative observations and theoretical considerations have recently led to renewed interest in models of fundamental physics in which certain ``constants'' vary in time. Assuming fixed black hole mass and the standard form of the…

General Relativity and Quantum Cosmology · Physics 2010-04-28 S. Carlip

The presented thesis is devoted to the study of instabilities of compact objects within the Einstein-Gauss-Bonnet theory. This theory includes higher-order corrections in curvature, which are inspired by the low energy limit of string…

High Energy Physics - Theory · Physics 2019-12-19 M. A. Cuyubamba

We study linear perturbations about static and spherically symmetric black hole solutions with stealth scalar hair in degenerate higher-order scalar-tensor (DHOST) theories. We clarify master variables and derive the quadratic Lagrangian…

General Relativity and Quantum Cosmology · Physics 2021-08-11 Kazufumi Takahashi , Hayato Motohashi

The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…

Numerical Analysis · Mathematics 2021-06-08 Xing Liu

Novel fully discrete schemes are developed to numerically approximate a semilinear stochastic wave equation driven by additive space-time white noise. Spectral Galerkin method is proposed for the spatial discretization, and exponential time…

Numerical Analysis · Mathematics 2020-08-10 Xiaojie Wang , Siqing Gan , Jingtian Tang

We carefully study the stable problem of the Rindler space time by the scalar wave perturbation. Using the two different coordinate systems, the scalar wave equation is investigated. The results are different in these two cases. They are…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Tian Gui-hua , Shi-kun Wang , Shuquan Zhong

We analyze the excision strategy for simulating black holes. The problem is modeled by the propagation of quasi-linear waves in a 1-dimensional spatial region with timelike outer boundary, spacelike inner boundary and a horizon in between.…

General Relativity and Quantum Cosmology · Physics 2008-11-26 B. Szilagyi , H-O. Kreiss , J. Winicour

Spin precession occurs in binary black holes whose spins are misaligned with the orbital angular momentum. Otherwise, the spin configuration is constant and the subsequent binary dynamics and gravitational-wave emission are much simpler. We…

General Relativity and Quantum Cosmology · Physics 2021-05-03 Matthew Mould
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