相关论文: Embedded exponential-type low-regularity integrato…

In this work, we consider the numerical integration of the nonlinear Dirac equation and the Dirac-Poisson system (NDEs) under rough initial data. We propose a ultra low-regularity integrator (ULI) for solving the NDEs which enables optimal…

We introduce a new class of arbitrary-order exponential time differencing methods based on spectral deferred correction (ETDSDC) and describe a simple procedure for initializing the requisite matrix functions. We compare the stability and…

This paper investigates a class of non-autonomous highly oscillatory ordinary differential equations characterized by a linear component inversely proportional to a small parameter $\varepsilon$, with purely imaginary eigenvalues, and an…

Due to its reduced memory and computational demands, dynamical low-rank approximation (DLRA) has sparked significant interest in multiple research communities. A central challenge in DLRA is the development of time integrators that are…

Stiff systems of ordinary differential equations (ODEs) arise in a wide range of scientific and engineering disciplines and are traditionally solved using implicit integration methods due to their stability and efficiency. However, these…

We introduce two exponential-type integrators for the "good" Bousinessq equation. They are of orders one and two, respectively, and they require lower regularity of the solution compared to the classical exponential integrators. More…

Probabilistic solvers provide a flexible and efficient framework for simulation, uncertainty quantification, and inference in dynamical systems. However, like standard solvers, they suffer performance penalties for certain stiff systems,…

We prove optimal convergence rates for certain low-regularity integrators applied to the one-dimensional periodic nonlinear Schr\"odinger and wave equations under the assumption of $H^1$ solutions. For the Schr\"odinger equation we analyze…

We propose HIN-LRI, a hybrid framework that augments a classical numerical solver with a neural operator trained to correct the solver's structured truncation error. A base low-regularity integrator provides a consistent first-order…

We propose a new randomized algorithm for solving L2-regularized least-squares problems based on sketching. We consider two of the most popular random embeddings, namely, Gaussian embeddings and the Subsampled Randomized Hadamard Transform…

We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…

Exponential integrators based on contour integral representations lead to powerful numerical solvers for a variety of ODEs, PDEs, and other time-evolution equations. They are embarrassingly parallelizable and lead to global-in-time…

One of the main targets for space-borne gravitational wave detectors is the detection of Extreme Mass Ratio Inspirals (EMRIs). The data analysis of EMRIs requires waveform models that are both accurate and fast. The major challenge for the…

Many data-science problems can be formulated as an inverse problem, where the parameters are estimated by minimizing a proper loss function. When complicated black-box models are involved, derivative-free optimization tools are often…

A new primal-dual weak Galerkin (PDWG) finite element method is introduced and analyzed for the ill-posed elliptic Cauchy problems with ultra-low regularity assumptions on the exact solution. The Euler-Lagrange formulation resulting from…

Efficient differential equation solvers have significantly reduced the sampling time of diffusion models (DMs) while retaining high sampling quality. Among these solvers, exponential integrators (EI) have gained prominence by demonstrating…

Ensemble Kalman inversion (EKI) is a derivative-free, particle-based optimization method for solving inverse problems. It can be shown that EKI approximates a gradient flow, which allows the application of methods for accelerating gradient…

The numerical integration of stiff equations is a challenging problem that needs to be approached by specialized numerical methods. Exponential integrators form a popular class of such methods since they are provably robust to stiffness and…

In this paper, we present new types of exponential integrators for Stochastic Differential Equations (SDEs) that take the advantage of the exact solution of (generalised) geometric Brownian motion. We examine both Euler and Milstein…

In this paper, we first propose a filter-based continuous Ensemble Eddy Viscosity (EEV) model for stochastic turbulent flow problems. We then propose a generic algorithm for a family of fully discrete, grad-div regularized, efficient…