Results 41 to 50 of about 845 (103)
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
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, 2010 When numerically integrating canonical Hamiltonian systems, the long-term conservation of some of its invariants, among which the Hamiltonian function itself, assumes a central role.
Brugnano, Luigi +2 more
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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
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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
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Modeling micro-macro pedestrian counterflow in heterogeneous domains [PDF]
, 2010 We present a micro-macro strategy able to describe the dynamics of crowds in heterogeneous media. Herein we focus on the example of pedestrian counterflow. The main working tools include the use of mass and porosity measures together with their transport
Evers, Joep, Muntean, Adrian
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Partial Differential Equations in Applied MathematicsThe classical Kolmogorov-Petrovskii-Piskunov (KPP) equation describes physical phenomena such as combustion, chemical reaction, evolution of dominant genes, and propagation of nerve pulses.
Richard Olu Awonusika +1 more
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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
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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
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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.
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Stability of central finite difference schemes for the Heston PDE
, 2010 This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large semi-discrete ...
A Böttcher +14 more
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