Related papers: Error Estimates of Integral Deferred Correction Me…
Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper, we derive explicit stabilized integrators of orders one and…
Many natural processes, such as chemical reactions and wave dynamics, are modeled as production-destruction (PD) systems that obey positivity and linear conservation laws. Classical time integrators do not guarantee positivity and can…
Efficient long-time integration of nonlinear fractional differential equations is significantly challenging due to the integro-differential nature of the fractional operators. In addition, the inherent non-smoothness introduced by the…
In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…
In this paper, a new implicit-explicit local method with an arbitrary order is produced for stiff initial value problems. Here, a general method for one-step time integrations has been created, considering a direction free approach for…
A residual-based a posteriori error estimator is proposed for the incompressible Oseen problem in the convection-dominated regime. The SUPG/PSPG/grad-div stabilized finite element method is used as discretization. The error estimator…
In this work we consider a mixed precision approach to accelerate the implemetation of multi-stage methods. We show that Runge-Kutta methods can be designed so that certain costly intermediate computations can be performed as a…
Many time-dependent differential equations are equipped with invariants. Preserving such invariants under discretization can be important, e.g., to improve the qualitative and quantitative properties of numerical solutions. Recently,…
We analyze inexact fixed point iterations where the generating function contains an inexact solve of an equation system to answer the question of how tolerances for the inner solves influence the iteration error of the outer fixed point…
The Alekseev-Gr{\"o}bner lemma is combined with the theory of modified equations to obtain an \emph{a priori} estimate for the global error of numerical integrators. This estimate is correct up to a remainder term of order $h^{2p}$, where…
As supercomputers grow in hardware complexity, their susceptibility to faults increases and measures need to be taken to ensure the correctness of results. Some numerical algorithms have certain characteristics that allow them to recover…
Stabilized Runge-Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For semi-discrete parabolic problems, for instance, stabilized…
Fractional-step methods are a popular and powerful divide-and-conquer approach for the numerical solution of differential equations. When the integrators of the fractional steps are Runge--Kutta methods, such methods can be written as…
We provide a new theoretical framework for the variable-step deferred correction (DC) methods based on the well-known BDF2 formula. By using the discrete orthogonal convolution kernels, some high-order BDF2-DC methods are proven to be…
A defect-deferred correction method, increasing both temporal and spatial accuracy, for fluid-fluid interaction problem with nonlinear interface condition is considered by geometric averaging of the previous two-time levels. In the defect…
This paper contains an error analysis of two randomized explicit Runge-Kutta schemes for ordinary differential equations (ODEs) with time-irregular coefficient functions. In particular, the methods are applicable to ODEs of Carath\'eodory…
Some uniform decay estimates are established for solutions of the following type of retarded integral inequalities: $$y(t)\leq E(t,\tau)||y_\tau||+\int_\tau^t K_1(t,s)||y_s||ds+\int_t^\infty K_2(t,s)||y_s||ds+\rho, \hspace{0.5cm}…
When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…
Spectral Deferred Correction (SDC) is an iterative method for the numerical solution of ordinary differential equations. It works by refining the numerical solution for an initial value problem by approximately solving differential…
An explicit stabilized additive Runge-Kutta scheme is proposed. The method is based on a splitting of the problem in severely stiff and mildly stiff subproblems, which are then independently solved using a Runge-Kutta-Chebyshev scheme. The…