10.9k citations
- University of LiverpoolGB1.9k papers
- The Ohio State UniversityUS1.9k papers
- Heidelberg UniversityDE1.9k papers
- Lawrence Berkeley National LaboratoryUS1.9k papers
- Centre National de la Recherche ScientifiqueFR1.9k papers
- University of BirminghamGB1.9k papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR1.8k papers
- National Institute for Subatomic PhysicsNL1.8k papers
- Institut National de Physique Nucléaire et de Physique des ParticulesFR1.8k papers
- Istituto Nazionale di Fisica Nucleare, Laboratori Nazionali di FrascatiIT1.8k papers
- Sapienza University of RomeIT1.8k papers
- Yale UniversityUS1.7k papers
6 papers · 2 filters
Review of Summation-by-parts schemes for initial-boundary-value problems
Magnus Svärd, Jan Nordström
High-order finite difference methods are efficient, easy to program, scales well in multiple dimensions and can be modified locally for various reasons (such as shock treatment for…
Collective symplectic integrators
Robert I McLachlan, Klas Modin, Olivier Verdier
We construct symplectic integrators for Lie-Poisson systems. The integrators are standard symplectic (partitioned) Runge--Kutta methods. Their phase space is a symplectic vector sp…
Aromatic Butcher Series
Hans Munthe-Kaas, Olivier Verdier
We show that without other further assumption than affine equivariance and locality, a numerical integrator has an expansion in a generalized form of Butcher series (B-series) whic…
Collective Lie-Poisson integrators on
Robert McLachlan, Klas Modin, Olivier Verdier
We develop Lie-Poisson integrators for general Hamiltonian systems on equipped with the rigid body bracket. The method uses symplectic realisation of $\mathbf{R}^{…
A Stochastic Delay Model for Pricing Debt and Equity: Numerical Techniques and Applications
Elisabeth Kemajou, Antoine Tambue, Salah Mohammed
In the accompanied paper [14], a delayed nonlinear model for pricing corporate liabilities was developed. Using self-financed strategy and duplication we were able to derive two Ra…
Symmetric spaces and Lie triple systems in numerical analysis of differential equations
Hans Z. Munthe-Kaas, Gilles Reinout W. Quispel, Antonella Zanna
A remarkable number of different numerical algorithms can be understood and analyzed using the concepts of symmetric spaces and Lie triple systems, which are well known in differen…