Related papers: High-order low-storage explicit Runge-Kutta scheme…
We propose a class of semi-Lagrangian methods of high approximation order in space and time, based on spectral element space discretizations and exponential integrators of Runge-Kutta type. We discuss the extension of these methods to the…
In this paper, we consider the task of efficiently computing the numerical solution of evolutionary complex Ginzburg--Landau equations on Cartesian product domains with homogeneous Dirichlet/Neumann or periodic boundary conditions. To this…
In this paper we describe a quantum algorithm to solve sparse systems of nonlinear differential equations whose nonlinear terms are polynomials. The algorithm is nondeterministic and its expected resource requirements are polylogarithmic in…
This paper proposes an explicit computational method for solving a three-dimensional system of nonlinear elastodynamic sine-Gordon equations subject to appropriate initial and boundary conditions. The time derivative is approximated by…
We present a new high-order accurate computational fluid dynamics model based on the incompressible Navier-Stokes equations with a free surface for the accurate simulation of nonlinear and dispersive water waves in the time domain. The…
A practical and new Runge--Kutta numerical scheme for stochastic differential equations is explored. Numerical examples demonstrate the strong convergence of the method. The first order strong convergence is then proved using Ito integrals…
We present an algorithm for the rapid numerical integration of smooth, time-periodic differential equations with small nonlinearity, particularly suited to problems with small dissipation. The emphasis is on speed without compromising…
A fast and accurate computational scheme for simulating nonlinear dynamic systems is presented. The scheme assumes that the system can be represented by a combination of components of only two different types: first-order low-pass filters…
A new class of third order Runge-Kutta methods for stochastic differential equations with additive noise is introduced. In contrast to Platen's method, which to the knowledge of the author has been up to now the only known third order…
In the present paper, a class of stochastic Runge-Kutta methods containing the second order stochastic Runge-Kutta scheme due to E. Platen for the weak approximation of It\^o stochastic differential equation systems with a multi-dimensional…
Linearized numerical stability bounds for solving the nonlinear time-dependent Schr\"odinger equation (NLSE) using explicit finite-differencing are shown. The bounds are computed for the fourth-order Runge-Kutta scheme in time and both…
In this work, we provide a deep investigation of a family of arbitrary high order numerical methods for hyperbolic partial differential equations (PDEs), with particular emphasis on very high order versions, i.e., with order higher than 5.…
Radiation hydrodynamics are a challenging multiscale and multiphysics set of equations. To capture the relevant physics of interest, one typically must time step on the hydrodynamics timescale, making explicit integration the obvious…
Exponential Runge--Kutta methods have shown to be competitive for the time integration of stiff semilinear parabolic PDEs. The current construction of stiffly accurate exponential Runge--Kutta methods, however, relies on a convergence…
This work concerns the design and analysis of a limiting technique that allows the preservation of invariant domains for high-order numerical approximations of nonlinear hyperbolic systems of conservation laws. The method can be applied to…
In this paper we study arbitrarily high-order energy-conserving methods for simulating the dynamics of a charged particle. They are derived and studied within the framework of Line Integral Methods (LIMs), previously used for defining…
A recently developed high-order implicit shock tracking (HOIST) framework for resolving discontinuous solutions of inviscid, steady conservation laws [41, 43] is extended to the unsteady case. Central to the framework is an optimization…
An efficient third-order discrete unified gas kinetic scheme (DUGKS) with efficiency is presented in this work for simulating continuum and rarefied flows. By employing two-stage time-stepping scheme and the high-order DUGKS flux…
A linear evolving surface partial differential equation is first discretized in space by an arbitrary Lagrangian Eulerian (ALE) evolving surface finite element method, and then in time either by a Runge-Kutta method, or by a backward…
In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…