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Discrete numerical methods with finite time-steps represent a practical technique to solve initial-value problems involving nonlinear differential equations. These methods seem particularly useful to the study of chaos since no analytical…

Dynamical Systems · Mathematics 2009-12-31 Lun-Shin Yao

In this paper a new concept, namely the critical predictable time $T_c$, is introduced to give a more precise description of computed chaotic solutions of nonlinear differential equations: it is suggested that computed chaotic solutions are…

Chaotic Dynamics · Physics 2010-06-01 Shijun Liao

This paper explores backward error analysis for numerical solutions of ordinary differential equations, particularly focusing on chaotic systems. Three approaches are examined: residual assessment, the method of modified equations, and…

Numerical Analysis · Mathematics 2025-01-13 Robert M. Corless

Stiff and chaotic differential equations are challenging for time-stepping numerical methods. For explicit methods, the required time step resolution significantly exceeds the resolution associated with the smoothness of the exact solution…

Numerical Analysis · Mathematics 2024-02-28 Jan Scheffel

In various fields of natural science, the chaotic systems of differential equations are considered more than 50 years. The correct prediction of the behaviour of solutions of dynamical model equations is important in understanding of…

Dynamical Systems · Mathematics 2020-11-24 Alexander N. Pchelintsev

Differential equations with random parameters have gained significant prominence in recent years due to their importance in mathematical modelling and data assimilation. In many cases, random ordinary differential equations (RODEs) are…

Dynamical Systems · Mathematics 2018-12-13 Maxime Breden , Christian Kuehn

Von Neumann established that discretized algebraic equations must be consistent with the differential equations, and must be stable in order to obtain convergent numerical solutions for the given differential equations. The "stability" is…

Numerical Analysis · Mathematics 2012-05-31 Lun-Shin Yao

This paper studies how complicated and irregular behavior, known as chaos, can arise in a simple mathematical model that includes time delays. The model is a delay differential equation in which the present rate of change depends not only…

Dynamical Systems · Mathematics 2026-04-10 Pragati Dutta , Sachin Bhalekar

In dealing with nonlinear systems, it is common to use numerical solutions. Unlike the careful behavior towards the numerical results in chaotic regions, the validity of numerical results in regions of transient chaos might not always be…

Dynamical Systems · Mathematics 2023-10-23 Ali Goodarzi , Maryam Rahimi , MohammadJavad Valizadeh , Fakhteh Ghanbarnejad

To predict allowable time-step size for the fully discretized nonlinear differential equations, a stability theory is developed using exact determination of an infinite perturbation series. Mathematical induction is used to determine the…

Numerical Analysis · Mathematics 2013-11-05 Arash Ghasemi , Kidambi Sreenivas , Lafayette K. Taylor

Deterministic chaos is phenomenon from nonlinear dynamics and it belongs to greatest advances of twentieth-century science. Chaotic behavior appears apart of mathematical equations also in wide range in observable nature, so as in there…

Computational Physics · Physics 2020-12-15 Radim Pánis , Martin Kološ , Zdeněk Stuchlík

It is shown that superefficient Monte Carlo computations can be carried out by using chaotic dynamical systems as non-uniform random-number generators. Here superefficiency means that the expectation value of the square of the error…

chao-dyn · Physics 2007-05-23 Ken Umeno

For spatiotemporal chaos described by partial differential equations, there are generally locations where the dynamical variable achieves its local extremum or where the time partial derivative of the variable vanishes instantaneously. To a…

Chaotic Dynamics · Physics 2013-03-07 Quntao Zhuang , Xun Gao , Qi Ouyang , Hongli Wang

The computation time required by standard finite difference methods with fixed timesteps for solving fractional diffusion equations is usually very large because the number of operations required to find the solution scales as the square of…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquin Quintana-Murillo

Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

Quantum Physics · Physics 2009-11-10 Joshua Wilkie

Implicit methods for the numerical solution of initial-value problems may admit multiple solutions at any given time step. Accordingly, their nonlinear solvers may converge to any of these solutions. Below a critical timestep, exactly one…

Numerical Analysis · Mathematics 2019-12-20 K. R. Green , G. W. Patrick , R. J. Spiteri

Rigorous assessment of uncertainty is crucial to the utility of DNS results. Uncertainties in the computed statistics arise from two sources: finite statistical sampling and the discretization of the Navier-Stokes equations. Due to the…

Fluid Dynamics · Physics 2015-06-17 Todd A. Oliver , Nicholas Malaya , Rhys Ulerich , Robert D. Moser

On computers, discrete problems are solved instead of continuous ones. One must be sure that the solutions of the former problems, obtained in real time (i.e., when the stepsize h is not infinitesimal) are good approximations of the…

Numerical Analysis · Mathematics 2010-12-07 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

A new technique for obtaining rigorous results concerning the global dynamics of nonlinear systems is described. The technique combines abstract existence results based on the Conley index theory with computer- assisted computations. As an…

Dynamical Systems · Mathematics 2016-09-06 Konstantin Mischaikow , Marian Mrozek

We propose a computer-assisted approach to studying the effective continuum behavior of spatially discrete evolution equations. The advantage of the approach is that the "coarse model" (the continuum, effective equation) need not be…

Computational Physics · Physics 2007-05-23 J. Moeller , O. Runborg , P. G. Kevrekidis , K. Lust , I. G. Kevrekidis
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