A One Step Method for the Solution of General Second Order Ordinary Differential Equations [PDF]
, 2012 In this paper, an implicit one step method for the numerical solution of second order initial value problems of ordinary differential equations has been developed by collocation and interpolation technique.
Adesanya, A. A. +2 more
core +1 more source
Spectrally accurate space-time solution of Hamiltonian PDEs
, 2018 Recently, the numerical solution of multi-frequency, highly-oscillatory Hamiltonian problems has been attacked by using Hamiltonian Boundary Value Methods (HBVMs) as spectral methods in time.
Brugnano, Luigi +3 more
core +2 more sources
Functionally-fitted energy-preserving integrators for Poisson systems
, 2017 In this paper, a new class of energy-preserving integrators is proposed and analysed for Poisson systems by using functionally-fitted technology. The integrators exactly preserve energy and have arbitrarily high order.
Wang, Bin, Wu, Xinyuan
core +1 more source
Gaussian Approximations of Small Noise Diffusions in Kullback-Leibler Divergence [PDF]
, 2016 We study Gaussian approximations to the distribution of a diffusion. The approximations are easy to compute: they are defined by two simple ordinary differential equations for the mean and the covariance.
Sanz-Alonso, Daniel, Stuart, Andrew M.
core +1 more source
An adaptive stepsize algorithm for the numerical solving of initial-value problems
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2015 The present paper focuses on the efficient numerical solving of initial-value problems (IVPs) using digital computers and one-step numerical methods. We start from considering that the integration stepsize is the crucial factor in determining the number ...
Militaru Romulus
doaj +1 more source
Blended General Linear Methods based on Boundary Value Methods in the GBDF family [PDF]
, 2009 Among the methods for solving ODE-IVPs, the class of General Linear Methods (GLMs) is able to encompass most of them, ranging from Linear Multistep Formulae (LMF) to RK formulae.
Brugnano, Luigi, Magherini, Cecilia
core +4 more sources
On the Existence of Energy-Preserving Symplectic Integrators Based upon Gauss Collocation Formulae
, 2010 We introduce a new family of symplectic integrators depending on a real parameter. When the paramer is zero, the corresponding method in the family becomes the classical Gauss collocation formula of order 2s, where s denotes the number of the internal ...
Ascher U. +7 more
core +1 more source
Exactly Conservative Integrators
, 1995 Traditional numerical discretizations of conservative systems generically yield an artificial secular drift of any nonlinear invariants. In this work we present an explicit nontraditional algorithm that exactly conserves these invariants.
Bowman, John C. +2 more
core +2 more sources
Error analysis of QR algorithms for computing Lyapunov exponents [PDF]
, 2001 Lyapunov exponents give valuable information about long term dynamics. The discrete and continuous QR algorithms are widely used numerical techniques for computing approximate Lyapunov exponents, although they are not yet supported by a general error ...
Higham, D.J., McDonald, E.J.
core +1 more source
Analysis of new mathematical model for rabies through wavelet method
Frontiers in Applied Mathematics and StatisticsRabies is a fatal zoonotic disease caused by a virus, primarily spread through bites or saliva. Dogs are the main source of human infections worldwide.
R. Yeshwanth +2 more
doaj +1 more source