相关论文: Instabilities of Super-Time-Stepping Methods on th…

The Balitsky-Fadin-Kuraev-Lipatov (BFKL) evolution equation is known to be ``unstable'' with respect to fluctuations in gluon virtuality, transverse momentum and energy requiring to go beyond the leading order BFKL. Still, these…

A space-time fully adaptive multiresolution method for evolutionary non-linear partial differential equations is presented introducing an improved local time-stepping method. The space discretisation is based on classical finite volumes,…

In this paper, we construct explicit nonstandard Runge-Kutta (ENRK) methods which have higher accuracy order and preserve two important properties of autonomous dynamical systems, namely, the positivity and linear stability. These methods…

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

We revisit the numerical stability of four well-established explicit stochastic integration schemes through a new generic benchmark stochastic differential equation designed to assess asymptotic statistical accuracy and stability…

In this work, we develop a class of up to third-order energy-stable schemes for the Cahn--Hilliard equation. Building on Lawson's integrating factor Runge--Kutta method, which is widely used for stiff semilinear equations, we discuss its…

A cranking harmonic oscillator model, widely used for the physics of fast rotating nuclei and Bose-Einstein condensates, is re-investigated in the context of PT-symmetry. The instability points of the model are identified as exceptional…

We introduce a class of stochastic volatility models $(X_t)_{t \geq 0}$ for which the absolute moments of the increments exhibit anomalous scaling: $\E\left(|X_{t+h} - X_t|^q \right)$ scales as $h^{q/2}$ for $q < q^*$, but as $h^{A(q)}$…

We revisit the H\'ebraud-Lequeux (HL) model for the rheology of jammed materials and argue that a possibly important time scale is missing from HL's initial specification. We show that our generalization of the HL model undergoes…

A topological approach and understanding to the detection of unstable periodic orbits based on a recently proposed method (PRL 78, 4733 (1997)) is developed. This approach provides a classification of the set of transformations necessary…

We propose a structural vector autoregressive model with a new and flexible specification of the volatility process which we call Sparse Heterogeneous Markov-Switching Heteroskedasticity. In this model, the conditional variance of each…

In this paper, we analyze any-order Runge-Kutta spectral volume schemes (RKSV(s,k)) for solving the one-dimensional scalar hyperbolic equation. The RKSV(s,k) was constructed by using the $s$-th explicit Runge-Kutta method in…

HYGARCH process is the commonly used long memory process in modeling the long-rang dependence in volatility. Financial time series are characterized by transition between phases of different volatility levels. The smooth transition HYGARCH…

Rough volatility models are very appealing because of their remarkable fit of both historical and implied volatilities. However, due to the non-Markovian and non-semimartingale nature of the volatility process, there is no simple way to…

We apply the concept of effective order to strong stability preserving (SSP) explicit Runge-Kutta methods. Relative to classical Runge-Kutta methods, methods with an effective order of accuracy are designed to satisfy a relaxed set of order…

The correspondence between residual networks and dynamical systems motivates researchers to unravel the physics of ResNets with well-developed tools in numeral methods of ODE systems. The Runge-Kutta-Fehlberg method is an adaptive time…

Incremental stability is a property of dynamical systems ensuring the uniform asymptotic stability of each trajectory rather than a fixed equilibrium point or trajectory. Here, we introduce a notion of incremental stability for stochastic…

In this paper, change-point problems for long memory stochastic volatility models are considered. A general testing problem which includes various alternative hypotheses is discussed. Under the hypothesis of stationarity the limiting…

In this paper, a control scheme for stochastic predefined-time stabilization is proposed, which improves the control effect compared with stochastic finite-time or fixed-time stabilization. The stochastic predefined-time stabilization…