Related papers: Modified trigonometric integrators
Immersed boundary methods simplify mesh generation by embedding the domain of interest into an extended domain that is easy to mesh, introducing the challenge of dealing with cells that intersect the domain boundary. Combined with explicit…
We study the convergence rate of discretized Riemannian Hamiltonian Monte Carlo on sampling from distributions in the form of $e^{-f(x)}$ on a convex body $\mathcal{M}\subset\mathbb{R}^{n}$. We show that for distributions in the form of…
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…
We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by…
In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with…
Peer methods are a comprehensive class of time integrators offering numerous degrees of freedom in their coefficient matrices that can be used to ensure advantageous properties, e.g. A-stability or super-convergence. In this paper, we show…
An integrator for a class of stochastic Lie-Poisson systems driven by Stratonovich noise is developed. The integrator is suited for Lie-Poisson systems that also admit an isospectral formulation, which enables scalability to…
This paper deals with the numerical integration of Hamiltonian systems in which a stiff anharmonic potential causes highly oscillatory solution behavior with solution-dependent frequencies. The impulse method, which uses micro- and…
We present an implicit-explicit (IMEX) scheme for semilinear wave equations with strong damping. By treating the nonlinear, nonstiff term explicitly and the linear, stiff part implicitly, we obtain a method which is not only unconditionally…
This paper proposes a theoretical framework for establishing the energy dissipation of general implicit-explicit linear multistep methods (IMEX-LMMs) for gradient flows, by constructing a dissipative modified energy consisting of the…
We consider a general nonsymmetric second-order linear elliptic PDE in the framework of the Lax-Milgram lemma. We formulate and analyze an adaptive finite element algorithm with arbitrary polynomial degree that steers the adaptive…
The Dynamical Mean-Field theory (DMFT) approach to the Hubbard model requires a method to solve the problem of a quantum impurity in a bath of non-interacting electrons. Iterated Perturbation Theory (IPT) has proven its effectiveness as a…
We present a new class of exponential integrators for ordinary differential equations. They are locally exact, i.e., they preserve the linearization of the original system at every point. Their construction consists in modifying existing…
The trapezoidal rule, which is a special case of the Newmark family of algorithms, is one of the most widely used methods for transient hyperbolic problems. In this work, we show that this rule conserves linear and angular momenta and…
The perfect fluid limit can be obtained from the Boltzmann equation in the limit of vanishing Knudsen number. By treating the collision term in an implicit manner, the implicit-explicit (IMEX) time stepping scheme allows this limit to be…
We consider symplectic time integrators in numerical General Relativity and discuss both free and constrained evolution schemes. For free evolution of ADM-like equations we propose the use of the Stoermer-Verlet method, a standard…
Implicit-Explicit (IMEX) schemes are widely used for time integration methods for approximating solutions to a large class of problems. In this work, we develop accurate a posteriori error estimates of a quantity of interest for…
In this paper, we extend the implicit-explicit (IMEX) methods of Peer type recently developed in [Lang, Hundsdorfer, J. Comp. Phys., 337:203--215, 2017] to a broader class of two-step methods that allow the construction of super-convergent…
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal…
For many systems of differential equations modeling problems in science and engineering, there are natural splittings of the right hand side into two parts, one non-stiff or mildly stiff, and the other one stiff. For such systems…