Weak second order explicit stabilized methods for stiff stochastic differential equations
Related publications (51)
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
Geometric integrators of the Schrödinger equation conserve exactly many invariants of the exact solution. Among these integrators, the split-operator algorithm is explicit and easy to implement but, unfortunately, is restricted to systems whose Hamiltonian ...
Aquatic ecologists have recently employed dynamic models to estimate aquatic ecosystem metabolism. All approaches involve numerically solving a differential equation describing dissolved oxygen (DO) dynamics. Although the DO differential equation can be so ...
Association for the Sciences of Limnology and Oceanography2016
Stabilized Runge–Kutta (aka Chebyshev) methods are especially efficient for the numerical solution of large systems of stiff differential equations because they are fully explicit; hence, they are inherently parallel and easily accommodate nonlinearity. Fo ...
The aim of this thesis is to develop a model that provides a fast analysis of structures subjected to large displacements. This is done by transforming the structure in a set of nite particles and by applying a method called dynamic relaxation to it. The l ...
We consider the Dynamical Low Rank (DLR) approximation of random parabolic equations and propose a class of fully discrete numerical schemes. Similarly to the continuous DLR approximation, our schemes are shown to satisfy a discrete variational formulation ...
The explicit split-operator algorithm is often used for solving the linear and nonlinear time-dependent Schrödinger equations. However, when applied to certain nonlinear time-dependent Schrödinger equations, this algorithm loses time reversibility and seco ...
Mathematical models involving multiple scales are essential for the description of physical systems. In particular, these models are important for the simulation of time-dependent phenomena, such as the heat flow, where the Laplacian contains mixed and ind ...
One of the most accurate methods for solving the time-dependent Schrödinger equation uses a combination of the dynamic Fourier method with the split-operator algorithm on a tensor-product grid. To reduce the number of required grid points, we let the grid ...
High-order adaptive methods for fractional differential equations are proposed. The methods rely on a kernel reduction method for the approximation and localization of the history term. To avoid complications typical to multistep methods, we focus our stud ...
We propose a multiscale method based on a finite element heterogeneous multiscale method (in space) and the implicit Euler integrator (in time) to solve nonlinear monotone parabolic problems with multiple scales due to spatial heterogeneities varying rapid ...