Related papers: Two-step hybrid methods adapted to the numerical i…
We present a family of multistep integrators based on the Adams-Bashforth methods. These schemes can be constructed for arbitrary convergence order with arbitrary step size variation. The step size can differ between different subdomains of…
We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the…
In a previous paper (J. Phys. A 36, 11807 (2003)), we introduced the `asymptotic iteration method' for solving second-order homogeneous linear differential equations. In this paper, we study perturbed problems in quantum mechanics and we…
This paper presents a class of Two-Step General Linear Methods for the numerical solution of Retarded Functional Differential Equations. Explicit methods up to order five are constructed. To avoid order reduction for mildly stiff problems…
This paper presents a class of Two-Step General Linear Methods for the numerical solution of Retarded Functional Differential Equations. Explicit methods up to order five are constructed. To avoid order reduction for mildly stiff problems…
A higher-order numerical method is presented for scalar valued, coupled forward-backward stochastic differential equations. Unlike most classical references, the forward component is not only discretized by an Euler-Maruyama approximation…
In this paper, disturbance reconstruction and robust trajectory tracking control of biped robots with hybrid dynamics in the port-Hamiltonian form is investigated. A new type of Hamiltonian function is introduced, which ensures the…
In this paper, a new two-parameter family of regularized kernels is introduced, suitable for applying high-order time stepping to N-body systems. These high-order kernels are derived by truncating a Taylor expansion of the non-regularized…
Using an expansion in order parameters, the equation of motion for the centroid of globally coupled oscillators with natural frequencies taken from a distribution is obtained for the case of high coupling, low dispersion of natural…
We show that the vibrational state tailoring method developed for molecular systems can be applied for cold atoms in optical lattices. The original method is based on a three-level model interacting with two strong laser pulses in a…
Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…
In this paper, we propose a class of super-schemes for efficiently solving nonlinear unconstrained optimization problems. The proposed approach introduces two novel choices of step-size parameters, leading to efficient descent directions…
A new integrable generalization to the 2D sphere $S^2$ and to the hyperbolic space $H^2$ of the 2D Euclidean anisotropic oscillator Hamiltonian with Rosochatius (centrifugal) terms is presented, and its curved integral of the motion is…
We implement and investigate the numerical properties of a new family of integrators connecting both variants of the symplectic Euler schemes, and including an alternative to the classical symplectic mid-point scheme, with some additional…
An enriched hybrid high-order method is designed for the Stokes equations of fluid flow and is fully applicable to generic curved meshes. Minimal regularity requirements of the enrichment spaces are given, and an abstract error analysis of…
We study the time evolution of an ideal system composed of two harmonic oscillators coupled through a quadratic Hamiltonian with arbitrary interaction strength. We solve its dynamics analytically by employing tools from symplectic geometry.…
We introduce and analyze a family of heterogeneous multiscale methods for the numerical integration of highly oscillatory systems of delay differential equations with constant delays. The methodology suggested provides algorithms of…
The von Neumann equation with delta self-interaction kernel serves as a statistical model for nonlinear waves, and it exhibits a bifurcation between stable and unstable regimes. In oceanography it is known as the Alber equation, and its…
This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…
This paper presents a method for the approximation of harmonic potentials that combines downward continuation of globally available data on a sphere $\Omega_R$ of radius $R$ (e.g., a satellite's orbit) with locally available data on a…