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We present a MATLAB toolbox for five different classes of exponential integrators for solving (mildly) stiff ordinary differential equations or time-dependent partial differential equations. For the efficiency of such exponential…

Numerical Analysis · Mathematics 2014-04-18 Georg Jansing

The analysis of ordinary differential equation (ODE) dynamical systems, particularly in applied disciplines such as mathematical biology and neuroscience, often requires flexible computational workflows tailored to model-specific questions.…

Dynamical Systems · Mathematics 2026-03-03 Matteo Martin , Anna Kishida Thomas , George Bard Ermentrout

The machine learning explosion has created a prominent trend in modern computer hardware towards low precision floating-point operations. In response, there have been growing efforts to use low and mixed precision in general scientific…

Numerical Analysis · Mathematics 2024-03-19 Cody J. Balos , Steven Roberts , David J. Gardner

Exponential integrators are time stepping schemes which exactly solve the linear part of a semilinear ODE system. This class of schemes requires the approxima- tion of a matrix exponential in every step, and one successful modern method is…

Numerical Analysis · Mathematics 2016-08-09 Daniel Stone , Gabriel Lord

We introduce a class of explicit exponential Rosenbrock methods for the time integration of large systems of stiff differential equations. Their application with respect to simulation tasks in the field of visual computing is discussed…

Numerical Analysis · Mathematics 2018-05-23 Vu Thai Luan , Dominik L. Michels

The time-evolving matrix product operator (TEMPO) method is a powerful tool for simulating open system quantum dynamics. Typically, it is used in problems with diagonal system-bath coupling, where analytical expressions for discretized…

Quantum Physics · Physics 2025-09-12 Shuocang Zhang , Qiang Shi

We compare exponential-type integrators for the numerical time-propagation of the equations of motion arising in the multi-configuration time-dependent Hartree-Fock method for the approximation of the high-dimensional multi-particle…

Numerical Analysis · Mathematics 2019-05-15 Winfried Auzinger , Alexander Grosz , Harald Hofstätter , Othmar Koch

Matrix evolution equations occur in many applications, such as dynamical Lyapunov/Sylvester systems or Riccati equations in optimization and stochastic control, machine learning or data assimilation. In many such problems, the dominant…

Numerical Analysis · Mathematics 2026-02-12 Nayef Shkeir , Tobias Grafke

The Cahn-Hilliard equation has been widely employed within various mathematical models in physics, chemistry and engineering. Explicit stabilized time stepping methods can be attractive for time integration of the Cahn-Hilliard equation,…

Numerical Analysis · Mathematics 2025-02-21 Mike A. Botchev

We present the public release of EXP, a basis function expansion C++ library and Python package for running N-body galactic simulations and dynamical discovery. EXP grew out of the need for methodology that seamlessly connects theoretical…

Astrophysics of Galaxies · Physics 2025-05-13 Michael S. Petersen , Martin D. Weinberg

In this paper we extend the polynomial time integration framework to include exponential integration for both partitioned and unpartitioned initial value problems. We then demonstrate the utility of the exponential polynomial framework by…

Numerical Analysis · Mathematics 2021-02-05 Tommaso Buvoli

The implementation of the discrete adjoint method for exponential time differencing (ETD) schemes is considered. This is important for parameter estimation problems that are constrained by stiff time-dependent PDEs when the discretized PDE…

Optimization and Control · Mathematics 2016-10-11 Kai Rothauge , Eldad Haber , Uri Ascher

A local approach to the time integration of PDEs by exponential methods is proposed, motivated by theoretical estimates by A.Iserles on the decay of off-diagonal terms in the exponentials of sparse matrices. An overlapping domain…

Numerical Analysis · Mathematics 2015-05-12 Luca Bonaventura

In this paper a new restarting method for Krylov subspace matrix exponential evaluations is proposed. Since our restarting technique essentially employs the residual, some convergence results for the residual are given. We also discuss how…

Numerical Analysis · Mathematics 2018-12-27 Mikhail A. Botchev , Leonid A. Knizhnerman

Traditional step size controllers make the tacit assumption that the cost of a time step is independent of the step size. This is reasonable for explicit and implicit integrators that use direct solvers. In the context of exponential…

Numerical Analysis · Mathematics 2022-08-18 Pranab Jyoti Deka , Lukas Einkemmer

The `equation-free toolbox' empowers the computer-assisted analysis of complex, multiscale systems. Its aim is to enable you to immediately use microscopic simulators to perform macro-scale system level tasks and analysis, because…

Mathematical Software · Computer Science 2020-04-08 John Maclean , J. E. Bunder , A. J. Roberts

Time integration of advection dominated advection-diffusion problems on refined meshes can be a challenging task, since local refinement can lead to a severe time step restriction, whereas standard implicit time stepping is usually hardly…

Numerical Analysis · Mathematics 2020-10-13 M. A. Botchev

In this paper, we propose and analyze ETD-Multistep-Pad\'{e} (ETD-MS-Pad\'{e}) and ETD Implicit Multistep-Pad\'{e} (ETD-IMS-Pad\'{e}) for semilinear parabolic delay differential equations with smooth solutions. In our previous work [15], we…

Numerical Analysis · Mathematics 2025-07-02 Haishen Dai , Huan Lei

This paper introduces Exp-ParaDiag, a novel time-parallel method that combines the strength of exponential integrators into the ParaDiag framework. We develop and analyze Exp-ParaDiag based on first and second order accurate exponential…

Numerical Analysis · Mathematics 2026-03-05 Gobinda Garai , Nagaiah Chamakuri

Numerically solving ordinary differential equations (ODEs) is a naturally serial process and as a result the vast majority of ODE solver software are serial. In this manuscript we developed a set of parallelized ODE solvers using…

Numerical Analysis · Mathematics 2022-09-13 Utkarsh , Chris Elrod , Yingbo Ma , Christopher Rackauckas
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