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A general formula is presented for any order derivative of Chebyshev polynomials instead of the existing recursive relationship. Hence, the Chebyshev finite difference method is made applicable not only to second order problems but also to…

数值分析 · 数学 2016-09-15 Soner Aydinlik , Ahmet Kiris

We propose a method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type) and of coupled systems of renewal and delay differential equations. The method consists in the reformulation of the delay…

数值分析 · 数学 2024-01-01 Dimitri Breda , Davide Liessi

In the paper a new numerical-analytical method for solving the Cauchy problem for systems of ordinary differential equations of special form is presented. The method is based on the idea of the FD-method for solving the operator equations…

数值分析 · 数学 2011-01-04 Makarov Volodymyr , Dragunov Denis

We introduce a new imaginary-Brownian-time-Brownian-angle process, which we also call the linear-Kuramoto-Sivashinsky process (LKSP). Building on our techniques in two recent articles involving the connection of Brownian-time processes to…

偏微分方程分析 · 数学 2011-05-04 Hassan Allouba

In this note, two generalized corollaries to the LaSalle-Yoshizawa Theorem are presented for nonautonomous systems described by nonlinear differential equations with discontinuous right-hand sides. Lyapunov-based analysis methods are…

最优化与控制 · 数学 2013-08-30 N. Fischer , R. Kamalapurkar , W. E. Dixon

We develop an analysis of wavelets and pseudodifferential operators on multidimensional ultrametric spaces which are defined as products of locally compact ultrametric spaces. We introduce bases of wavelets, spaces of generalized functions…

数学物理 · 物理学 2011-05-10 S. Albeverio , S. V. Kozyrev

Particle-based simulations of the Vlasov equation typically require a large number of particles, which leads to a high-dimensional system of ordinary differential equations. Solving such systems is computationally very expensive, especially…

计算物理 · 物理学 2023-07-19 Tomasz M. Tyranowski , Michael Kraus

A recently developed method for the calculation of Lyapunov exponents of dynamical systems is described. The method is applicable whenever the linearized dynamics is Hamiltonian. By utilizing the exponential representation of symplectic…

acc-phys · 物理学 2008-02-03 Salman Habib , Robert D. Ryne

The numerical evaluation of statistics plays a crucial role in statistical physics and its applied fields. It is possible to evaluate the statistics for a stochastic differential equation with Gaussian white noise via the corresponding…

数值分析 · 数学 2023-07-04 Jun Ohkubo

We consider abstract operator equations $Fu=y$, where $F$ is a compact linear operator between Hilbert spaces $U$ and $V$, which are function spaces on \emph{closed, finite dimensional Riemannian manifolds}, respectively. This setting is of…

数值分析 · 数学 2015-05-28 Nicolas Thorstensen , Otmar Scherzer

For Laplace operator in one space dimension, we propose to formulate the heuristic finite volume method with the help of mixed Petrov-Galerkin finite elements. Weighting functions for gradient discretization are parameterized by some…

数值分析 · 数学 2014-01-07 François Dubois

First-order methods are often analyzed via their continuous-time models, where their worst-case convergence properties are usually approached via Lyapunov functions. In this work, we provide a systematic and principled approach to find and…

数值分析 · 数学 2024-03-12 Céline Moucer , Adrien Taylor , Francis Bach

The article deals with the output regulation of a Korteweg-de-Vries (KdV) system subject to a distributed disturbance. The control input and the output are located at the boundary. To achieve this objective, we follow a Lyapunov approach.…

偏微分方程分析 · 数学 2022-02-25 Ismaila Balogoun , Swann Marx , Daniele Astolfi

Approximation theory for Lyapunov and Sacker-Sell spectra based upon QR techniques is used to analyze the stability of a one-step method solving a time-dependent, linear, ordinary differential equation (ODE) initial value problem in terms…

数值分析 · 数学 2017-09-08 Andrew J. Steyer , Erik S. Van Vleck

Traditionally, finite differences and finite element methods have been by many regarded as the basic tools for obtaining numerical solutions in a variety of quantum mechanical problems emerging in atomic, nuclear and particle physics,…

量子物理 · 物理学 2008-11-26 A. Deloff

Convergence analysis of accelerated first-order methods for convex optimization problems are presented from the point of view of ordinary differential equation solvers. A new dynamical system, called Nesterov accelerated gradient flow, has…

最优化与控制 · 数学 2022-03-01 Hao Luo , Long Chen

We present a methodology for establishing the existence of quadratic Lyapunov inequalities for a wide range of first-order methods used to solve convex optimization problems. In particular, we consider i) classes of optimization problems of…

最优化与控制 · 数学 2025-10-24 Manu Upadhyaya , Sebastian Banert , Adrien B. Taylor , Pontus Giselsson

A model consisting of a mixed Kuramoto - Sivashinsky - KdV equation, linearly coupled to an extra linear dissipative equation, is proposed. The model applies to the description of surface waves on multilayered liquid films. The extra…

斑图形成与孤子 · 物理学 2009-11-07 Boris Malomed , Bao-Feng Feng , Takuji Kawahara

The Lyapunov exponents of a chaotic system quantify the exponential divergence of initially nearby trajectories. For Hamiltonian systems the exponents are related to the eigenvalues of a symplectic matrix. We make use of this fact to…

chao-dyn · 物理学 2009-10-22 Salman Habib , Robert D. Ryne

This paper introduces a second-order differential inclusion for unconstrained convex optimization. In continuous level, solution existence in proper sense is obtained and exponential decay of a novel Lyapunov function along with the…

最优化与控制 · 数学 2022-03-01 Hao Luo