Related papers: Two-step hybrid methods adapted to the numerical i…
We propose a two-step estimating procedure for generalized additive partially linear models with clustered data using estimating equations. Our proposed method applies to the case that the number of observations per cluster is allowed to…
We consider a set of interwoven harmonic oscillators where the acceleration of a given oscillator is determined by the position of its nearest neighbor. We show that this problem of N non-local oscillators with periodic boundary conditions…
In the present work, an attempted was made to develop a numerical algorithm by the use of new orthogonal hybrid functions formed from hybrid of piecewise constant orthogonal sample-and-hold functions and piecewise linear orthogonal…
Among the single-trajectory Gaussian-based methods for solving the time-dependent Schr\"{o}dinger equation, the variational Gaussian approximation is the most accurate one. In contrast to Heller's original thawed Gaussian approximation, it…
We study the time evolution for the quantum harmonic oscillator subjected to a sudden change of frequency. It is based on an approximate analytic solution to the time dependent Ermakov equation for a step function. This approach allows for…
The concept of effective order is a popular methodology in the deterministic literature for the construction of efficient and accurate integrators for differential equations over long times. The idea is to enhance the accuracy of a…
We introduce a family of fourth order two-step methods that preserve the energy function of canonical polynomial Hamiltonian systems. Each method in the family may be viewed as a correction of a linear two-step method, where the correction…
In recent years there has been an increasing interest in studying time-delayed coupled networks of oscillators since these occur in many real life applications. In many cases symmetry patterns can emerge in these networks, as a consequence…
Learning from demonstration provides a sample-efficient approach to acquiring complex behaviors, enabling robots to move robustly, compliantly, and with fluidity. In this context, Dynamic Motion Primitives offer built - in stability and…
An explicit second-order numerical method to integrate the isokinetic equations of motion is derived by fitting circular arcs through every three consecutive points of the discretized trajectory, so that the tangent and the curvature…
It is common practice to apply gradient-based optimization algorithms to numerically solve large-scale ODE constrained optimal control problems. Gradients of the objective function are most efficiently computed by approximate adjoint…
Numerical integration methods are central to the study of self-gravitating systems, particularly those comprised of many bodies or otherwise beyond the reach of analytical methods. Predictor-corrector schemes, both multi-step methods and…
We consider a control-constrained optimal control problem subject to time-harmonic Maxwell's equations; the control variable belongs to a finite-dimensional set and enters the state equation as a coefficient. We derive existence of optimal…
In recent years, Bayesian inference in large-scale inverse problems found in science, engineering and machine learning has gained significant attention. This paper examines the robustness of the Bayesian approach by analyzing the stability…
Cluster synchronization is a fundamental phenomenon in systems of coupled oscillators. Here, we investigate clustering patterns that emerge in a unidirectional ring of four delay-coupled electrochemical oscillators. A voltage parameter in…
Symplectic integrators are a foundation to the study of dynamical $N$-body phenomena, at scales ranging from from planetary to cosmological. These integrators preserve the Poincar\'e invariants of Hamiltonian dynamics. The $N$-body…
This paper concerns the numerical valuation of swing options with discrete action times under a linear two-factor mean-reverting model with jumps. The resulting sequence of two-dimensional partial integro-differential equations (PIDEs) are…
A rapid transformation is derived between spherical harmonic expansions and their analogues in a bivariate Fourier series. The change of basis is described in two steps: firstly, expansions in normalized associated Legendre functions of all…
Efficient fourth order symplectic integrators are proposed for numerical integration of separable Hamiltonian systems H(p,q)=T(p)+V(q). Symmetric splitting coefficients with five to nine stages are obtained by higher order decomposition of…
We consider the numerical integration of the matrix Hill's equation. Parametric resonances can appear and this property is of great interest in many different physical applications. Usually, the Hill's equations originate from a Hamiltonian…