Related papers: Modified trigonometric integrators
In this paper, we propose a new high order semi-implicit scheme for the all Mach full Euler equations of gas dynamics. Material waves are treated explicitly, while acoustic waves are treated implicitly, thus avoiding severe CFL restrictions…
We implement and investigate the numerical properties of a new family of integrators connecting both variants of the symplectic Euler schemes, and including an alternative to the classical symplectic mid-point scheme, with some additional…
We present a quantitative comparison between two different Implicit-Explicit Runge-Kutta (IMEX-RK) approaches for the Euler equations of gas dynamics, specifically tailored for the low Mach limit. In this regime, a classical IMEX-RK…
In the numerical solution of partial differential equations using a method-of-lines approach, the availability of high order spatial discretization schemes motivates the development of sophisticated high order time integration methods. For…
The rigorous stability analysis of high-order implicit-explicit multistep (IEMS) methods for nonlinear parabolic equations by using discrete energy arguments is a long standing open issue due to their non-A-stable property. A novel…
Recently, Giles et al. [14] proved that the efficiency of the Multilevel Monte Carlo (MLMC) method for evaluating Down-and-Out barrier options for a diffusion process $(X_t)_{t\in[0,T]}$ with globally Lipschitz coefficients, can be improved…
Explicit symplectic integrators have been important tools for accurate and efficient approximations of mechanical systems with separable Hamiltonians. For the first time, the article proposes for arbitrary Hamiltonians similar integrators,…
An adaptive implicit-explicit (IMEX) BDF2 scheme is investigated on generalized SAV approach for the Cahn-Hilliard equation by combining with Fourier spectral method in space. It is proved that the modified energy dissipation law is…
Trigonometric integrators for oscillatory linear Hamiltonian differential equations are considered. Under a condition of Hairer & Lubich on the filter functions in the method, a modified energy is derived that is exactly preserved by…
In this work we construct a high-order Asymptotic-Preserving (AP) Implicit-Explicit (IMEX) scheme for the ES-BGK model for gas mixtures introduced in [Brull, Commun. Math. Sci., 2015]. The time discretization is based on the IMEX strategy…
This contribution presents an integration method based on the Simpson quadrature. The integrator is designed for finite-dimensional nonlinear mechanical systems that derive from variational principles. The action is discretized using…
The leapfrog integrator is routinely used within the Hamiltonian Monte Carlo method and its variants. We give strong numerical evidence that alternative, easy to implement algorithms yield fewer rejections with a given computational effort.…
A nonholonomic system is a mechanical system with velocity constraints not originating from position constraints; rolling without slipping is the typical example. A nonholonomic integrator is a numerical method specifically designed for…
Coherent or exact equations of motion for a post-Newtonian Lagrangian formalism are the Euler-Lagrange equations without any terms truncated. They naturally conserve energy {and} angular momentum. Doubling the phase-space variables of…
A path integral Monte Carlo method (PIMC) based on Feynman-Kac formula for mixed boundary conditions of elliptic equations is proposed to solve the forward problem of electrical impedance tomography (EIT) on the boundary to obtain…
Many hyperbolic and kinetic equations contain a non-stiff convection/transport part and a stiff relaxation/collision part (characterized by the relaxation or mean free time $\varepsilon$). To solve this type of problems, implicit-explicit…
In this paper we study the performance of a symplectic numerical integrator based on the splitting method. This method is applied to a subtle problem i.e. higher order resonance of the elastic pendulum. In order to numerically study the…
In this article we introduce a low order implicit symplectic integrator designed to follow the Hamiltonian flow as close as possible. This integrator is obtained by the method of Liouvillian forms and does not require particular hypotheses…
In this paper, we develop a framework to construct energy-preserving methods for multi-components Hamiltonian systems, combining the exponential integrator and the partitioned averaged vector field method. This leads to numerical schemes…
The electronic structure of the molecular compound (TTM-TTP)I_3, which exhibits a peculiar intra-molecular charge ordering, has been studied using multi-configuration ab initio calculations. First we derive an effective Hubbard-type model…