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This monograph offers a toolbox of mathematical techniques, which have been effective and widely applicable in information-theoretic analysis. The first tool is a generalization of the method of types to Gaussian settings, and then to…

Information Theory · Computer Science 2024-06-04 Neri Merhav , Nir Weinberger

Exponential integrators have been introduced as an efficient alternative to explicit and implicit methods for integrating large stiff systems of differential equations. Over the past decades these methods have been studied theoretically and…

Numerical Analysis · Mathematics 2018-04-03 Lukas Einkemmer , Mayya Tokman , John Loffeld

Exponential integrators are explicit methods for solving ordinary differential equations that treat linear behaviour exactly. The stiff-order conditions for exponential integrators derived in a Banach space framework by Hochbruck and…

Computational Physics · Physics 2023-03-28 Thoma Zoto , John C. Bowman

Exponential integrators are special time discretization methods where the traditional linear system solves used by implicit schemes are replaced with computing the action of matrix exponential-like functions on a vector. A very general…

Numerical Analysis · Computer Science 2017-01-26 Mahesh Narayanamurthi , Paul Tranquilli , Adrian Sandu , Mayya Tokman

We describe the ARKODE library of one-step time integration methods for ordinary differential equation (ODE) initial-value problems (IVPs). In addition to providing standard explicit and diagonally implicit Runge--Kutta methods, ARKODE also…

Mathematical Software · Computer Science 2024-03-19 Daniel R. Reynolds , David J. Gardner , Carol S. Woodward , Rujeko Chinomona

We propose two new classes of time integrators for stiff DEs: the implicit-explicit exponential (IMEXP) and the hybrid exponential methods. In contrast to the existing exponential schemes, the new methods offer significant computational…

Numerical Analysis · Mathematics 2016-05-11 Vu Thai Luan , Mayya Tokman , Greg Rainwater

This paper develops a new class of exponential-type integrators where all the matrix exponentiations are performed in a single Krylov space of low dimension. The new family, called Lightly Implicit Krylov-Exponential (LIKE), is well suited…

Numerical Analysis · Computer Science 2015-01-30 Paul Tranquilli , Adrian Sandu

Recent advancements in evaluating matrix-exponential functions have opened the doors to the practical use of exponential time-integration methods in numerical weather prediction (NWP). The success of exponential methods in shallow water…

Fluid Dynamics · Physics 2023-09-19 Greg Rainwater , Kevin C. Viner , P. Alex Reinecke

This work presents a new algorithm to compute the matrix exponential within a given tolerance. Combined with the scaling and squaring procedure, the algorithm incorporates Taylor, partitioned and classical Pad\'e methods shown to be…

Numerical Analysis · Mathematics 2024-04-22 Sergio Blanes , Nikita Kopylov , Muaz Seydaoğlu

In this paper, we implement exponential integrators, specifically Integrating Factor (IF) and Exponential Time Differencing (ETD) methods, using pseudo-spectral techniques to solve phase-field equations within a Python framework. These…

Numerical Analysis · Mathematics 2023-05-17 Elvis do A. Soares , Amaro G. Barreto , Frederico W. Tavares

In this paper, we investigate the use of higher-order exponential Rosenbrock time integration methods on the shallow water equations on the sphere. This stiff, nonlinear model provides a testing ground for accurate and stable time…

Numerical Analysis · Mathematics 2018-11-14 Vu Thai Luan , Janusz A. Pudykiewicz , Daniel R. Reynolds

In the era of the Big Data revolution, methods for the automatic discovery of regularities in large datasets are becoming essential tools in applied sciences. This article presents an open software package, named MODULO (MODal mULtiscale…

Data Analysis, Statistics and Probability · Physics 2020-11-12 Davide Ninni , Miguel A. Mendez

This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…

Numerical Analysis · Mathematics 2024-12-02 R. Altmann , A. Moradi

This paper describes a new MATLAB software package of iterative regularization methods and test problems for large-scale linear inverse problems. The software package, called IR Tools, serves two related purposes: we provide implementations…

Numerical Analysis · Mathematics 2018-07-03 Silvia Gazzola , Per Christian Hansen , James G. Nagy

This paper reports on Matlab Channel Access (MCA) Toolbox Matlab [1] interface to Epics Channel Access (CA) client library. We are developing the toolbox for SPEAR3 accelerator controls but it is of general use for accelerator and…

Accelerator Physics · Physics 2007-05-23 Andrei Terebilo

ODE Test Problems (OTP) is an object-oriented MATLAB package offering a broad range of initial value problems which can be used to test numerical methods such as time integration methods and data assimilation (DA) methods. It includes…

Numerical Analysis · Mathematics 2024-12-20 Steven Roberts , Andrey A. Popov , Adrian Sandu

The goal of this project is to compare the performance of exponential time integrators with traditional methods such as diagonally implicit Runge-Kutta methods in the context of solving the system of reduced magnetohydrodynamics (RMHD). In…

Numerical Analysis · Mathematics 2022-07-07 Valentin Dallerit , Mayya Tokman , Ilon Joseph

Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial…

Numerical Analysis · Mathematics 2023-11-07 Tommaso Buvoli , Michael L. Minion

We present an open-source CUDA-based package that consists of a compilation of exponential integrators where the action of the matrix exponential or the $\varphi_l$ functions on a vector is approximated using the method of polynomial…

Numerical Analysis · Mathematics 2024-10-23 Pranab J Deka , Alexander Moriggl , Lukas Einkemmer

This paper is a survey on exponential integrators to solve cubic-quintic complex Ginzburg-Landau equations and related stiff problems. In particular, we are interested in accurate computation near the pulsating and exploding soliton…

Computational Physics · Physics 2017-11-01 X. Ding , S. H. Kang