相关论文: Dense output for highly oscillatory numerical solu…

A novel optimization procedure for the generation of stability polynomials of stabilized explicit Runge-Kutta methods is devised. Intended for semidiscretizations of hyperbolic partial differential equations, the herein developed approach…

We derive Stein approximation bounds for functionals of uniform random variables, using chaos expansions and the Clark-Ocone representation formula combined with derivation and finite difference operators. This approach covers sums and…

A mixed accuracy framework for Runge--Kutta methods presented in [Grant, JSC 2022] has been shown to speed up the computation in diagonally implicit Runge--Kutta (DIRK) methods by using less expensive low accuracy approaches for the…

Dynamical stabilizer codes may offer a practical route to large-scale quantum computation. Such codes are defined by a schedule of error-detecting measurements, which allows for flexibility in their construction. In this work, we ask how…

We combine the recent relaxation approach with multiderivative Runge-Kutta methods to preserve conservation or dissipation of entropy functionals for ordinary and partial differential equations. Relaxation methods are minor modifications of…

This paper analyses the long-time behaviour of one-stage symplectic or symmetric extended Runge--Kutta--Nystr\"{o}m (ERKN) methods when applied to nonlinear wave equations. It is shown that energy, momentum, and all harmonic actions are…

We propose two types of universal codes that are suited to two asymptotic regimes when the output alphabet is possibly continuous. The first class has the property that the error probability decays exponentially fast and we identify an…

In this paper, we develop high-order asymptotic preserving (AP) schemes for the BGK equation in a hyperbolic scaling, which leads to the macroscopic models such as the Euler and compressible Navier-Stokes equations in the asymptotic limit.…

This study introduces the reader to the theory of approximating the solution(s) of a non-linear, second order, ordinary differential equation (ODE) with piecewise polynomial functions by using the collocation method. It then focuses on the…

Stochastic expansion-based methods of uncertainty quantification, such as polynomial chaos and separated representations, require basis functions orthogonal with respect to the density of random inputs. Many modern engineering problems…

We develop continuous-stage Runge-Kutta-Nystr\"Om (csRKN) methods in this paper. By leading weight function into the formalism of csRKN methods and modifying the original pattern of continuous-stage methods, we establish a new and larger…

We introduce a family of stochastic optimization methods based on the Runge-Kutta-Chebyshev (RKC) schemes. The RKC methods are explicit methods originally designed for solving stiff ordinary differential equations by ensuring that their…

In this note we discuss the construction of high order asymptotic preserving numerical schemes for the Boltzmann equation. The methods are based on the use of Implicit-Explicit (IMEX) Runge-Kutta methods combined with a penalization…

A method of representation of a solution as segments of the series in powers of the step of the independent variable is expanded for solving complex systems of ordinary differential equations (ODE): the Lorenz system and other systems. A…

Nonsmooth composite optimization with orthogonality constraints has a wide range of applications in statistical learning and data science. However, this problem is challenging due to its nonsmooth objective and computationally expensive…

We study the robust output regulation of linear boundary control systems by constructing extended systems. The extended systems are established based on solving static differential equations under two new conditions. We first consider the…

Solving non-linear Diophantine systems lies at the mathematical core of integer optimization and cryptography. While the general unbounded problem is undecidable, even over bounded integer domains it remains classically intractable in the…

The efficient approximation of highly oscillatory integrals plays an important role in a wide range of applications. Whilst traditional quadrature becomes prohibitively expensive in the high-frequency regime, Levin methods provide a way to…

Deterministic solutions of the Boltzmann equation represent a real challenge due to the enormous computational effort which is required to produce such simulations and often stochastic methods such as Direct Simulation Monte Carlo (DSMC)…

Recently, a new class of second order Runge-Kutta methods for It\^o stochastic differential equations with a multidimensional Wiener process was introduced by R\"o{\ss}ler. In contrast to second order methods earlier proposed by other…