We propose a structure-preserving doubling algorithm for a quadratic eigenvalue problem arising from the stability analysis of time-delay systems. We are particularly interested in the eigenvalues on the unit circle, which are difficult to estimate. The convergence and backward error of the algorithm are analyzed and three numerical examples are presented. Our experience shows that our algorithm is efficient in comparison to the few existing approaches for small to medium size problems.

We propose a simple Eulerian approach to compute the moderate to long time flow map for approximating the Lyapunov exponent of a (periodic or aperiodic) dynamical system. The idea is to generalize a recently proposed backward phase flow method which is specially designed for long time level set propagation. Unlike the original phase flow method or the backward phase flow method, which is applicable only to autonomous systems, the current approach can also be applied to any time-dependent (periodic or aperiodic) flow. We will discuss the stability of the proposed method. Numerical examples will be given to demonstrate the effectiveness of the algorithm.

Abstract In this paper, we investigate numerical approximations of the scalar conservation law with the Caputo derivative, which introduces the memory effect. We construct the first order and the second order explicit upwind schemes for such equations, which are shown to be conditionally $\ell^1$ contracting and TVD. However, the Caputo derivative leads to the modified CFL-type stability condition, $ (\Delta t)^{\alpha} = O(\Delta x)$, where $\alpha \in (0,1]$ is the fractional exponent in the derivative. When $\alpha$ small, such strong constraint makes the numerical implementation extremely impractical. We have then proposed the implicit upwind scheme to overcome this issue, which is proved to be unconditionally $\ell^1$ contracting and TVD. Various numerical tests are presented to validate the properties of the methods and provide more numerical evidence in interpreting the memory effect in conservation laws.

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In this paper, we investigate a simple limiter using weighted essentially non-oscillatory (WENO) methodology for the Runge-Kutta discontinuous Galerkin (RKDG) methods solving conservation laws, with the goal of obtaining a robust and high order limiting procedure to simultaneously achieve uniform high order accuracy and sharp, non-oscillatory shock transitions. The idea of this limiter is to reconstruct the entire polynomial, instead of reconstructing point values or moments in the classical WENO reconstructions. That is, the reconstruction polynomial on the target cell is a convex combination of polynomials on this cell and its neighboring cells and the nonlinear weights of the convex combination follow the classical WENO procedure. The main advantage of this limiter is its simplicity in implementation, especially for multi-dimensional meshes. Numerical results in one and two dimensions are provided to illustrate the behavior of this procedure.