arXiv subjects

Lajos Lóczi

Publications and source records attributed to Lajos Lóczi.

16 recordsLinked to original sources

arXiv2026

Compartmental epidemiological models with infection-driven immune escape

We propose and study a compartmental epidemiological model that incorporates both waning immunity and mutation-driven immune escape into a single-strain framework. The model, termed SIRCm, extends the SIRC (Susceptible-Infected-Recovered-Cross-immune) model, in which recovered individuals pass through an intermediate cross-immune class before returning to full susceptibility. In SIRCm, both the rate of immune waning and the rate of immune escape are amplified by a feedback function tied to the current level of infection. We study two formulations of this feedback, a transmission-driven model, in which mutation opportunities arise at the point of new infection, and a prevalence-driven model, in which they arise in proportion to the infected population alone. For both models and any feedback strength, we prove existence of an endemic equilibrium using persistence theory, and characterize its behavior analytically in the weak and strong-feedback limits, recovering the SIRC and SIS models, respectively, as limiting cases. Unlike the SIRC model, we show that the SIRCm endemic equilibrium is unstable in certain parameter regimes. This leads to novel behavior, even in the absence of seasonal forcing.

math.DS↗

arXiv2025

Linear multistep methods with repeated global Richardson extrapolation

In this work, we further investigate the application of the well-known Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for numerically solving initial-value problems of systems of ordinary differential equations. By extending the ideas of our previous paper, we now utilize some advanced versions of RE in the form of repeated RE (RRE). Assume that the underlying LMM -- the base method -- has order $p$ and RE is applied $l$ times. Then we prove that the accelerated sequence has convergence order $p+l$. The version we present here is global RE (GRE, also known as passive RE), since the terms of the linear combinations are calculated independently. Thus, the resulting higher-order LMM-RGRE methods can be implemented in a parallel fashion and existing LMM codes can directly be used without any modification. We also investigate how the linear stability properties of the base method (e.g. $A$- or $A(α)$-stability) are preserved by the LMM-RGRE methods.

math.NA↗

arXiv2025

A multiscale model for weakly nonlinear shallow water waves over periodic bathymetry

We study the behavior of shallow water waves over periodically-varying bathymetry, based on the first-order hyperbolic Saint-Venant equations. Although solutions of this system are known to generally exhibit wave breaking, numerical experiments suggest a different behavior in the presence of periodic bathymetry. Starting from the first-order variable-coefficient hyperbolic system, we apply a multiple-scale perturbation approach in order to derive a system of constant-coefficient high-order partial differential equations whose solution approximates that of the original system. The high-order system turns out to be dispersive and exhibits solitary-wave formation, in close agreement with direct numerical simulations of the original system. We show that the constant-coefficient homogenized system can be used to study the properties of solitary waves and to conduct efficient numerical simulations.

math.AP↗

arXiv2022

Linear multistep methods and global Richardson extrapolation

In this work, we study the application the classical Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for solving initial-value problems of systems of ordinary differential equations numerically. The advantage of the LMM-RE approach is that the combined method possesses higher order and favorable linear stability properties in terms of $A$- or $A(α)$-stability, and existing LMM codes can be used without any modification.

math.NA↗

arXiv2021

Explicit and recursive estimates of the Lambert W function

Solutions to a wide variety of transcendental equations can be expressed in terms of the Lambert $\mathrm{W}$ function. The $\mathrm{W}$ function, occurring frequently in applications, is a non-elementary, but now standard mathematical function implemented in all major technical computing systems. In this work, we discuss some approximations of the two real branches, $\mathrm{W}_0$ and $\mathrm{W}_{-1}$. On the one hand, we present some analytic lower and upper bounds on $\mathrm{W}_0$ for large arguments that improve on some earlier results in the literature. On the other hand, we analyze two logarithmic recursions, one with linear, and the other with quadratic rate of convergence. We propose suitable starting values for the recursion with quadratic rate that ensure convergence on the whole domain of definition of both real branches. We also provide a priori, simple, explicit and uniform estimates on its convergence speed that enable guaranteed, high-precision approximations of $\mathrm{W}_0$ and $\mathrm{W}_{-1}$ at any point. Finally, as an application of the $\mathrm{W}_0$ function, we settle a conjecture about the growth rate of the positive non-trivial solutions to the equation $x^y=y^x$.

math.NA↗

arXiv2021

Positivity preservation of implicit discretizations of the advection equation

We analyze, from the viewpoint of positivity preservation, certain discretizations of a fundamental partial differential equation, the one-dimensional advection equation with periodic boundary condition. The full discretization is obtained by coupling a finite difference spatial semi-discretization (the second- and some higher-order centered difference schemes, or the Fourier spectral collocation method) with an arbitrary $θ$-method in time (including the forward and backward Euler methods, and a second-order method by choosing $θ\in [0,1]$ suitably). The full discretization generates a two-parameter family of circulant matrices $M\in\mathbb{R}^{m\times m}$, where each matrix entry is a rational function in $θ$ and $ν$. Here, $ν$ denotes the CFL number, being proportional to the ratio between the temporal and spatial discretization step sizes. The entrywise non-negativity of the matrix $M$ -- which is equivalent to the positivity preservation of the fully discrete scheme -- is investigated via discrete Fourier analysis and also by solving some low-order parametric linear recursions. We find that positivity preservation of the fully discrete system is impossible if the number of spatial grid points $m$ is even. However, it turns out that positivity preservation of the fully discrete system is recovered for \emph{odd} values of $m$ provided that $θ\ge 1/2$ and $ν$ are chosen suitably. These results are interesting since the systems of ordinary differential equations obtained via the spatial semi-discretizations studied are \emph{not} positivity preserving.

math.NA↗

arXiv2020

General Relaxation Methods for Initial-Value Problems with Application to Multistep Schemes

Recently, an approach known as relaxation has been developed for preserving the correct evolution of a functional in the numerical solution of initial-value problems, using Runge-Kutta methods. We generalize this approach to multistep methods, including all general linear methods of order two or higher, and many other classes of schemes. We prove the existence of a valid relaxation parameter and high-order accuracy of the resulting method, in the context of general equations, including but not limited to conservative or dissipative systems. The theory is illustrated with several numerical examples.

math.NA↗

arXiv2019

On the definition of the stability region of multistep methods

The usual definition of the stability region of implicit multistep methods often implies that there are some isolated points of stability within the region of instability of the numerical method. These isolated stable points may appear when the leading coefficient of the characteristic polynomial of the method vanishes---they cannot be detected by the well-known root locus method, and their existence renders many results about stability regions problematic. It is suggested that the definition of the stability region should exclude such isolated points.

math.NA↗

arXiv2019

Optimal subsets in the stability regions of multistep methods

In this work we study the stability regions of linear multistep or multiderivative multistep methods for initial-value problems by using techniques that are straightforward to implement in modern computer algebra systems. In many applications, one is interested in (i) checking whether a given subset of the complex plane (e.g. a sector, disk, or parabola) is included in the stability region of the numerical method, (ii) finding the largest subset of a certain shape contained in the stability region of a given method, or (iii) finding the numerical method in a parametric family of multistep methods whose stability region contains the largest subset of a given shape. First we describe a simple procedure to exactly calculate the stability angle $α$ in the definition of $A(α)$-stability. As an illustration, we consider two finite families of implicit multistep methods: we exactly compute the stability angles for the $k$-step BDF methods ($3\le k\le 6$) and for the $k$-step second-derivative multistep methods of Enright ($3\le k\le 7$). Next we determine the exact value of the stability radius in the BDF family for each $3\le k\le 6$, that is, the radius of the largest disk in the left half of the complex plane, symmetric with respect to the real axis, touching the imaginary axis and lying in the stability region of the corresponding method. Finally, we demonstrate how some Schur--Cohn-type theorems of recursive nature and not relying on the RLC method can be used to exactly solve some optimization problems within infinite parametric families of multistep methods. As an example, we choose a two-parameter family of implicit-explicit (IMEX) methods: we identify the unique method having the largest stability angle in the family, then we find the unique method in the same family whose stability region contains the largest parabola.

math.NA↗

arXiv2017

Exact optimal values of step-size coefficients for boundedness of linear multistep methods

Linear multistep methods (LMMs) applied to approximate the solution of initial value problems---typically arising from method-of-lines semidiscretizations of partial differential equations---are often required to have certain monotonicity or boundedness properties (e.g. strong-stability-preserving, total-variation-diminishing or total-variation-boundedness properties). These properties can be guaranteed by imposing step-size restrictions on the methods. To qualitatively describe the step-size restrictions, one introduces the concept of step-size coefficient for monotonicity (SCM, also referred to as the strong-stability-preserving (SSP) coefficient) or its generalization, the step-size coefficient for boundedness (SCB). A LMM with larger SCM or SCB is more efficient, and the computation of the maximum SCM for a particular LMM is now straightforward. However, it is more challenging to decide whether a positive SCB exists, or determine if a given positive number is a SCB. Theorems involving sign conditions on certain linear recursions associated to the LMM have been proposed in the literature that allow us to answer the above questions: the difficulty with these theorems is that there are in general infinitely many sign conditions to be verified. In this work we present methods to rigorously check the sign conditions. As an illustration, we confirm some recent numerical investigations concerning the existence of SCBs in the BDF and in the extrapolated BDF (EBDF) families. As a stronger result, we determine the optimal values of the SCBs as exact algebraic numbers in the BDF family (with $1\le k\le 6$ steps) and in the Adams--Bashforth family (with $1\le k\le 3$ steps).

math.NA↗

arXiv2017

Positivity for convective semi-discretizations

We propose a technique for investigating stability properties like positivity and forward invariance of an interval for method-of-lines discretizations, and apply the technique to study positivity preservation for a class of TVD semi-discretizations of 1D scalar hyperbolic conservation laws. This technique is a generalization of the approach suggested in ref. 12. We give more relaxed conditions on the time-step for positivity preservation for slope-limited semi-discretizations integrated in time with explicit Runge-Kutta methods. We show that the step-size restrictions derived are sharp in a certain sense, and that many higher-order explicit Runge-Kutta methods, including the classical 4th-order method and all non-confluent methods with a negative Butcher coefficient, cannot generally maintain positivity for these semi-discretizations under any positive step size. We also apply the proposed technique to centered finite difference discretizations of scalar hyperbolic and parabolic problems.

math.NA↗

arXiv2016

Dense output for strong stability preserving Runge-Kutta methods

We investigate dense output formulae (also known as continuous extensions) for strong stability preserving (SSP) Runge-Kutta methods. We require that the dense output formula also possess the SSP property, ideally under the same step-size restriction as the method itself. A general recipe for first-order SSP dense output formulae for SSP methods is given, and second-order dense output formulae for several optimal SSP methods are developed. It is shown that SSP dense output formulae of order 3 and higher do not exist, and that in any method possessing a second-order SSP dense output, the coefficient matrix A has a zero row.

math.NA↗

arXiv2016

Strong stability preserving explicit linear multistep methods with variable step size

Strong stability preserving (SSP) methods are designed primarily for time integration of nonlinear hyperbolic PDEs, for which the permissible SSP step size varies from one step to the next. We develop the first SSP linear multistep methods (of order two and three) with variable step size, and prove their optimality, stability, and convergence. The choice of step size for multistep SSP methods is an interesting problem because the allowable step size depends on the SSP coefficient, which in turn depends on the chosen step sizes. The description of the methods includes an optimal step-size strategy. We prove sharp upper bounds on the allowable step size for explicit SSP linear multistep methods and show the existence of methods with arbitrarily high order of accuracy. The effectiveness of the methods is demonstrated through numerical examples.

math.NA↗

arXiv2014

Discretizing the transcritical and pitchfork bifurcations -- conjugacy results

We present two case studies in one-dimensional dynamics concerning the discretization of transcritical (TC) and pitchfork (PF) bifurcations. In the vicinity of a TC or PF bifurcation point and under some natural assumptions on the one-step discretization method of order $p\ge 1$, we show that the time-$h$ exact and the step-size-$h$ discretized dynamics are topologically equivalent by constructing a two-parameter family of conjugacies in each case. As a main result, we prove that the constructed conjugacy maps are ${\cal{O}}(h^p)$-close to the identity and these estimates are optimal.

math.NA↗

arXiv2014

Propagation of internal errors in explicit Runge--Kutta methods and internal stability of SSP and extrapolation methods

In practical computation with Runge--Kutta methods, the stage equations are not satisfied exactly, due to roundoff errors, algebraic solver errors, and so forth. We show by example that propagation of such errors within a single step can have catastrophic effects for otherwise practical and well-known methods. We perform a general analysis of internal error propagation, emphasizing that it depends significantly on how the method is implemented. We show that for a fixed method, essentially any set of internal stability polynomials can be obtained by modifying the implementation details. We provide bounds on the internal error amplification constants for some classes of methods with many stages, including strong stability preserving methods and extrapolation methods. These results are used to prove error bounds in the presence of roundoff or other internal errors.

math.NA↗

arXiv2013

On the absolute stability regions corresponding to partial sums of the exponential function

Certain numerical methods for initial value problems have as stability function the nth partial sum of the exponential function. We study the stability region, i.e., the set in the complex plane over which the nth partial sum has at most unit modulus. It is known that the asymptotic shape of the part of the stability region in the left half-plane is a semi-disk. We quantify this by providing disks that enclose or are enclosed by the stability region or its left half-plane part. The radius of the smallest disk centered at the origin that contains the stability region (or its portion in the left half-plane) is determined for $1\le n\le 20$. Bounds on such radii are proved for $n\ge 2$; these bounds are shown to be optimal in the limit $n\to +\infty$. We prove that the stability region and its complement, restricted to the imaginary axis, consist of alternating intervals of length tending to $π$, as $n\to\infty$. Finally, we prove that a semi-disk in the left half-plane with vertical boundary being the imaginary axis and centered at the origin is included in the stability region if and only if $n\equiv 0 \mod 4$ or $n\equiv 3\mod 4$. The maximal radii of such semi-disks are exactly determined for $1\le n\le 20$.

math.NA↗