Numerical methods for constrained Hamiltonian ODEs
Numerical methods for the 2nd moment of stochastic ODEs
... wavelet methods or low rank tensor ...derive numerical methods in the case of additive noise (by tensorizing exist- ing space-time discretizations of deterministic parabolic evolution equations), new ...
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Symmetric multistep methods for constrained Hamiltonian systems
... of constrained Hamil- tonian systems is the Rattle ...the Hamiltonian, but it is only of order two and thus not efficient for high accuracy ...multistep methods have the same qualitative behavior and ...
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Asymptotic Methods of ODEs: »
... We develop symbolic methods of asymptotic approximations for solutions of linear ordinary differential equations and use them to stabilize numerical calculations. Our method follows classical analysis for ...
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A software package for the numerical integration of ODEs by means of high-order Taylor methods
... We have tested this Taylor integrator against some well-known integration methods. The results show that Taylor method is a very competitive method to integrate with the standard double precision arithmetic of the ...
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Numerical stroboscopic averaging for ODEs and DAEs
... We conclude this section by comparing the multirevolution and SAM approaches. Unlike the situation for SAM or the LISP code, multirevolution methods do not make reference to any averaged differential equation; the ...
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Numerical Solutions of a System of ODEs Based on Lie Trotter and Strang Operator splitting Methods
... 2 Department of Physics, Faculty of Science, University of Khartoum, Sudan Copyright c 2017 by authors, all rights reserved. Authors agree that this article remains permanently open access under the terms of the Creative ...
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Probabilistic numerical methods for PDE-constrained Bayesian inverse problems
... from numerical discretisation of the ...the numerical scheme used to solve the forward problem is inaccurate, which is useful in cases where obtaining highly accurate solutions is computationally expensive, ...
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High order second derivative methods with Runge--Kutta stability for the numerical solution of stiff ODEs
... linear methods (SGLMs) of orders five and six. We will aim for methods which are A–stable and have Runge–Kutta stability ...Some numerical results are given to show the efficiency of the constructed ...
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CANONICALIZATION OF CONSTRAINED HAMILTONIAN EQUATIONS IN A SINGULAR SYSTEM
... used in constrained Hamiltonian system conveniently. And at this time, the system has the symplectic structure [16] , the symplectic geometry method can be used for giving numerical solutions and ...
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A numerical approach to nonlinear two-point boundary value problems for ODEs
... Newton-like methods. These iterative methods generate a sequence y k ν ν∈N converging to y k provided that suitable initial data y k 0 , k = 0, ...
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Performance assessment of exponential Rosenbrock methods for large systems of ODEs
... Rosenbrock methods can be competitive with backward differ- entiation formulas when applied to stiff problems arising from spatial dis- cretisations of time-dependent ...Our numerical experiments indicate ...
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Variable order nested hybrid multistep methods for stiff ODEs
... the numerical integration of stiff initial value problems of an ordinary differential equation is presented in this ...These methods possess high order with A-stability properties making it suitable for ...
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Numerical Solution of Extended Block Backward Differentiation Formulae for Solving Stiff ODEs
... Terms— Numerical Analysis, Initial Value Problem, Ordinary Differential Equations, Stiff ODEs, BBDF methods ...accurate methods to solve stiff ODEs ...the methods are developed ...
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Ergodicity and the Numerical Simulation of Hamiltonian Systems P. F. Tupper
... The first goal of this paper is to break this impasse by reviving a weakened definition of ergodicity which appears implicitly in Khinchin [9]. We believe that this mathematically precise definition is weak enough to hold ...
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Gauss Legendre Iterative Methods and Their Applications on Nonlinear Systems and BVP ODEs
... iterative methods with cubic convergence for solving nonlinear systems are ...Several numerical examples for solving the system of nonlinear equations and boundary-value problems of non- linear ordinary ...
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A numerical scheme for constrained optimal control problems
... Analytical and numerical methods exist for solving the various OCPs. Therefore, recently, OCPs have been attracted attention of many researchers to obtain solutions to these problems. For more study one can ...
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A numerical method to solve a quadratic constrained maximization
... selection methods based on this approach are ”Robust” in the sense that the de- tection of the fault is guaranteed for all the predefined set of ...of constrained quadratic optimization ...
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One parameter family of linear difference equations and the stability problem for the numerical solution of ODEs
... Copyright © 2006 Hindawi Publishing Corporation. All rights reserved. 1. Introduction The problem to approximate the solutions of di ff erential equations by substituting to them “appropriate” difference equations is as ...
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Numerical Methods in Control
... and methods for skew-Hamiltonian/Hamiltonian pencils have been constructed in ...new methods are already very close to the desired structure preserving methods but they are still not ...
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Numerical Methods in MATLAB
... 1 NUMERICAL ODES Our discussion of Matlab’s ODE solvers here focused on the example of the func- tion ode45, which is Matlab’s most popular ODE ...the methods and providing some additional ...the ...
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