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The exponential trapezoidal rule is proposed and analyzed for the numerical integration of semilinear integro-differential equations. Although the method is implicit, the numerical solution is easily obtained by standard fixed-point…

Numerical Analysis · Mathematics 2024-03-12 Alexander Ostermann , Nasrin Vaisi

We present a new class of exponential integrators for ordinary differential equations: locally exact modifications of known numerical schemes. Local exactness means that they preserve the linearization of the original system at every point.…

Numerical Analysis · Mathematics 2013-08-08 Jan L. Cieśliński

We present a method for explicit leapfrog integration of inseparable Hamiltonian systems by means of an extended phase space. A suitably defined new Hamiltonian on the extended phase space leads to equations of motion that can be…

Numerical Analysis · Mathematics 2015-06-23 Pauli Pihajoki

For linear transport and radiative heat transfer equations with random inputs, we develop new generalized polynomial chaos based Asymptotic-Preserving stochastic Galerkin schemes that allow efficient computation for the problems that…

Numerical Analysis · Mathematics 2017-03-14 Shi Jin , Hanqing Lu , Lorenzo Pareschi

An extended Hamiltonian approach to conduct isothermal-isobaric molecular dynamics simulations with full cell flexibility is presented. The components of the metric tensor are used as the fictitious degrees of freedom for the cell, thus…

Chemical Physics · Physics 2009-11-07 E. Hernandez

In this work, the benefits of the phase fitting technique are embedded in high order discrete Lagrangian integrators. The proposed methodology creates integrators with zero phase lag in a test Lagrangian in a similar way used in phase…

Instrumentation and Methods for Astrophysics · Physics 2009-04-02 O. T. Kosmas , D. S. Vlachos

Geometric integrators of the Schr\"{o}dinger equation conserve exactly many invariants of the exact solution. Among these integrators, the split-operator algorithm is explicit and easy to implement, but, unfortunately, is restricted to…

Chemical Physics · Physics 2024-09-26 Seonghoon Choi , Jiří Vaníček

We present a new linearly implicit exponential integrator that preserves the polynomial first integrals or Lyapunov functions for the conservative and dissipative stiff equations, respectively. The method is tested by both oscillated…

Numerical Analysis · Mathematics 2021-11-17 Lu Li

Implicit-Explicit (IMEX) methods are flexible numerical time integration methods which solve an initial-value problem (IVP) that is partitioned into stiff and nonstiff processes with the goal of lower computational costs than a purely…

Numerical Analysis · Mathematics 2026-02-11 Alex C. Fish , Daniel R. Reynolds , Steven B. Roberts

In this paper, the design and analysis of a class of second order accurate IMEX finite volume schemes for the compressible Euler equations in the zero Mach number limit is presented. In order to account for the fast and slow waves, the…

Numerical Analysis · Mathematics 2019-12-09 K. R. Arun , S. Samantaray

It is well known that symplectic integrators lose their near energy preservation properties when variable step sizes are used. The most common approach to combine adaptive step sizes and symplectic integrators involves the Poincar\'e…

Numerical Analysis · Mathematics 2021-06-25 Valentin Duruisseaux , Jeremy Schmitt , Melvin Leok

A non-uniform implicit-explicit L1 mixed finite element method (IMEX-L1-MFEM) is investigated for a class of time-fractional partial integro-differential equations (PIDEs) with space-time dependent coefficients and non-self-adjoint elliptic…

Numerical Analysis · Mathematics 2024-11-05 Lok Pati Tripathi , Aditi Tomar , Amiya K. Pani

Maxwell equations describe the propagation of electromagnetic waves and are therefore fundamental to understanding many problems encountered in the study of antennas and electromagnetics. The aim of this paper is to propose and analyse an…

Numerical Analysis · Mathematics 2022-10-13 Bin Wang , Yaolin Jiang

For low Mach number flows, there is a strong recent interest in the development and analysis of IMEX (implicit/explicit) schemes, which rely on a splitting of the convective flux into stiff and nonstiff parts. A key ingredient of the…

Numerical Analysis · Mathematics 2014-12-05 Jochen Schütz , Sebastian Noelle

Dynamic simulation of elastic bodies is a longstanding task in engineering and computer graphics. In graphics, numerical integrators like implicit Euler and BDF2 are preferred due to their stability at large time steps, but they tend to…

Graphics · Computer Science 2026-02-10 Kevin You , Juntian Zheng , Minchen Li

We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based…

Numerical Analysis · Mathematics 2011-04-14 Molei Tao , Houman Owhadi , Jerrold E. Marsden

Implicit-explicit (IMEX) time stepping methods can efficiently solve differential equa- tions with both stiff and nonstiff components. IMEX Runge-Kutta methods and IMEX linear multistep methods have been studied in the literature. In this…

Numerical Analysis · Mathematics 2013-03-26 Hong Zhang , Adrian Sandu

We consider an adaptive algorithm for finite element methods for the isogeometric analysis (IGAFEM) of elliptic (possibly non-symmetric) second-order partial differential equations. We employ analysis-suitable T-splines of arbitrary odd…

Numerical Analysis · Mathematics 2020-09-07 Gregor Gantner , Dirk Praetorius

This work generalizes the discrete implicit Monte-Carlo (DIMC) method for modeling the radiative transfer equation from a gray treatment to an frequency-dependent one. The classic implicit Monte-Carlo (IMC) algorithm, that has been used for…

Computational Physics · Physics 2023-05-16 Elad Steinberg , Shay I. Heizler

In our recent work [22], a family of high order asymptotic preserving (AP) methods, termed as IMEX-LDG methods, are designed to solve some linear kinetic transport equations, including the one-group transport equation in slab geometry and…

Numerical Analysis · Mathematics 2020-05-13 Zhichao Peng , Yingda Cheng , Jing-Mei Qiu , Fengyan Li