相关论文: Fifth Order Runge-Kutta-Nystr\"om Methods with Com…

We consider variants of a recently-developed Newton-CG algorithm for nonconvex problems \citep{royer2018newton} in which inexact estimates of the gradient and the Hessian information are used for various steps. Under certain conditions on…

The main objective of this series of papers is to explore the entire landscape of numerical methods for fast nonlinear Fourier transformation (NFT) within the class of integrators known as the exponential integrators. In this paper, we…

In this paper, two novel classes of implicit exponential Runge-Kutta (ERK) methods are studied for solving highly oscillatory systems. First of all, we analyze the symplectic conditions of two kinds of exponential integrators, and present a…

Implicit-Explicit (IMEX) schemes are widely used for time integration methods for approximating solutions to a large class of problems. In this work, we develop accurate a posteriori error estimates of a quantity of interest for…

We study the strong convergence of some operator-splitting methods for the Langevin dynamics model with additive noise. It will be shown that a direct splitting of deterministic and random terms, including the symmetric splitting methods,…

In a previous paper, a technique was suggested to avoid order reduction with any explicit exponential Runge-Kutta method when integrating initial boundary value nonlinear problems with time-dependent boundary conditions. In this paper, we…

The analytic form of a new class of factorized Runge-Kutta-Chebyshev (FRKC) stability polynomials of arbitrary order $N$ is presented. Roots of FRKC stability polynomials of degree $L=MN$ are used to construct explicit schemes comprising…

Probabilistic solvers for ordinary differential equations assign a posterior measure to the solution of an initial value problem. The joint covariance of this distribution provides an estimate of the (global) approximation error. The…

We develop error-control based time integration algorithms for compressible fluid dynamics (CFD) applications and show that they are efficient and robust in both the accuracy-limited and stability-limited regime. Focusing on discontinuous…

The reliability and precision of numerically solving stochastic non-Markovian equations by standard numerical codes, more specifically, with the fourth-order Runge-Kutta routine for solving differential equations, is gauged by comparing the…

High order splitting schemes with complex timesteps are applied to Kolmogorov backward equations stemming from stochastic differential equations in Stratonovich form. In the setting of weighted spaces, the necessary analyticity of the split…

The Nystr\"om method is a widely used technique for improving the scalability of kernel-based algorithms, including kernel ridge regression, spectral clustering, and Gaussian processes. Despite its popularity, the numerical stability of the…

In this paper we study the $5$th Order Kadomstev-Petviashvili (KP) equations posed on the real line. In particular we adapt the energy estimate argument from Guo-Molinet (arXiv:2404.12364v1 [math.AP]) to conclude unconditional uniqueness of…

This work develops novel error expansions with computable leading order terms for the global weak error in the tau-leap discretization of pure jump processes arising in kinetic Monte Carlo models. Accurate computable a posteriori error…

We prove that Runge-Kutta (RK) methods for numerical integration of arbitrarily large systems of Ordinary Differential Equations are linearly stable. Standard stability arguments -- based on spectral analysis, resolvent condition or strong…

We deal with optimal approximation of solutions of ODEs under local Lipschitz condition and inexact discrete information about the right-hand side functions. We show that the randomized two-stage Runge-Kutta scheme is the optimal method…

Runge-Kutta methods are the classic family of solvers for ordinary differential equations (ODEs), and the basis for the state of the art. Like most numerical methods, they return point estimates. We construct a family of probabilistic…

We discuss systematic extensions of the standard (St{\"o}rmer-Verlet) splitting method for differential equations of Hamiltonian mechanics, with relative accuracy of order $\tau^2$ for a timestep of length $\tau$, to higher orders in…

In this paper a new Runge-Kutta type scheme is introduced for nonlinear stochastic partial differential equations (SPDEs) with multiplicative trace class noise. The proposed scheme converges with respect to the computational effort with a…

The article considers symmetric general linear methods, a class of numerical time integration methods which, like symmetric Runge--Kutta methods, are applicable to general time--reversible differential equations, not just those derived from…