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

We introduce a new numerical strategy to solve a class of oscillatory transport PDE models which is able to captureaccurately the solutions without numerically resolving the high frequency oscillations {\em in both space and time}.Such PDE…

We propose an extended framework for continuous-stage Runge-Kutta methods which enables us to treat more complicated cases especially for the case weighting on infinite intervals. By doing this, various types of weighted orthogonal…

In research problems that involve the use of numerical methods for solving systems of ordinary differential equations (ODEs), it is often required to select the most efficient method for a particular problem. To solve a Cauchy problem for a…

In this paper, we present a novel numerical scheme for solving a class of nonlinear degenerate parabolic equations with non-smooth solutions. The proposed method relies on a special kernel based formulation of the solutions found in our…

We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…

In this paper, we extend two classes of functions involved in asymptotic stability analyses. The goal of this extension is to study a maximization problem on the reachable values of a discrete-time dynamical system. This specific…

We study Runge-Kutta methods for rough differential equations which can be used to calculate solutions to stochastic differential equations driven by processes that are rougher than a Brownian motion. We use a Taylor series representation…

We investigate a high-order, fully explicit, asymptotic-preserving scheme for a kinetic equation with linear relaxation, both in the hydrodynamic and diffusive scalings in which a hyperbolic, resp. parabolic, limiting equation exists. The…

We obtain an explicit error expansion for the solution of Backward Stochastic Differential Equations (BSDEs) using the cubature on Wiener spaces method. The result is proved under a mild strengthening of the assumptions needed for the…

In this paper, Runge-Kutta-Gegenbauer (RKG) stability polynomials of arbitrarily high order of accuracy are introduced in closed form. The stability domain of RKG polynomials extends in the the real direction with the square of polynomial…

An uniform expansion of the Legendre functions of large indices are considered by using the WKB approach. We obtain the recurrent formula for the coefficients of uniform expansion and compare them with the uniform expansion of the Bessel…

A class of coupled cell-bulk ODE-PDE models is formulated and analyzed in a two-dimensional domain, which is relevant to studying quorum sensing behavior on thin substrates. In this model, spatially segregated dynamically active signaling…

We develop a fully automatic Mathematica implementation of the black-hole WKB method at very high orders based on the Bender-Wu algorithm, which in principle is limited only by memory and computational time, and show that when pushed to…

This paper illuminates the derivation, the applicability, and the efficiency of the Multiplicative Runge-Kutta Method, derived in the frame- work of geometric multiplicative calculus. The removal of the restrictions of geometric…

Diffusion probabilistic models (DPMs), while effective in generating high-quality samples, often suffer from high computational costs due to their iterative sampling process. To address this, we propose an enhanced ODE-based sampling method…

We introduce an efficient numerical method for second order linear ODEs whose solution may vary between highly oscillatory and slowly changing over the solution interval. In oscillatory regions the solution is generated via a nonoscillatory…

Ordinary differential equations (ODEs) are a conventional way to describe the observed dynamics of physical systems. Scientists typically hypothesize about dynamical behavior, propose a mathematical model, and compare its predictions to…

A mixed accuracy framework for Runge--Kutta methods presented in Grant [JSC 2022] and applied to diagonally implicit Runge--Kutta (DIRK) methods can significantly speed up the computation by replacing the implicit solver by less expensive…

Additive Runge-Kutta methods designed for preserving highly accurate solutions in mixed-precision computation were proposed and analyzed in 4. These specially designed methods use reduced precision for the implicit computations and full…

The canonical partition function approach was designed to avoid the overlap problem that affects the lattice simulations of nuclear matter at high density. The method employs the projections of the quark determinant on a fix quark number…