Related papers: Exponential-Krylov methods for ordinary differenti…
We propose an Exponential DG approach for numerically solving partial differential equations (PDEs). The idea is to decompose the governing PDE operators into linear (fast dynamics extracted by linearization) and nonlinear (the remaining…
In this paper, two new families of fourth-order explicit exponential Runge--Kutta (ERK) methods with four stages are studied for solving first-order differential systems $y'(t)+My(t)=f(y(t))$. By comparing the Taylor series of the exact…
In this work, we are interested in solving large linear systems stemming from the Extra-Membrane-Intra (EMI) model, which is employed for simulating excitable tissues at a cellular scale. After setting the related systems of partial…
When an iterative method is applied to solve the linear equation system in interior point methods (IPMs), the attention is usually placed on accelerating their convergence by designing appropriate preconditioners, but the linear solver is…
We consider the approximation of $B^T (A+sI)^{-1} B$ for large s.p.d. $A\in\mathbb{R}^{n\times n}$ with dense spectrum and $B\in\mathbb{R}^{n\times p}$, $p\ll n$. We target the computations of Multiple-Input Multiple-Output (MIMO) transfer…
We apply the theory of Lie point symmetries for the study of a family of partial differential equations which are integrable by the hyperbolic reductions method and are reduced to members of the Painlev\'{e} transcendents. The main results…
A new type of low-regularity integrator is proposed for Navier-Stokes equations, coupled with a stabilized finite element method in space. Unlike the other low-regularity integrators for nonlinear dispersive equations, which are all fully…
Quantum complexity, suitably defined, has been suggested as an important probe of late-time dynamics of black holes, particularly in the context of AdS/CFT. A notion of quantum complexity can be effectively captured by quantifying the…
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,…
A new integrable class of Davey--Stewartson type systems of nonlinear partial differential equations (NPDEs) in 2+1 dimensions is derived from the matrix Kadomtsev--Petviashvili equation by means of an asymptotically exact nonlinear…
In this paper a new restarting method for Krylov subspace matrix exponential evaluations is proposed. Since our restarting technique essentially employs the residual, some convergence results for the residual are given. We also discuss how…
Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering. However, finding solutions for these PDEs can be computationally expensive, making model-order reduction…
In this paper, we show that the exponential integrator scheme both in spatial discretization and time discretization for a class of stochastic partial differential equations has a unique stationary distribution whenever the stepsize is…
We consider the application of implicit and linearly implicit (Rosenbrock-type) peer methods to matrix-valued ordinary differential equations. In particular the differential Riccati equation (DRE) is investigated. For the Rosenbrock-type…
Electromigration (EM) induced stress evolution is a major reliability challenge in nanometer-scale VLSI interconnects. Accurate EM analysis requires solving stress-governing partial differential equations over large interconnect trees,…
Stationary iterative methods with a symmetric splitting matrix are performed as inner-iteration preconditioning for Krylov subspace methods. We give conditions such that the inner-iteration preconditioning matrix is definite, and show that…
In this manuscript, we study the properties of a family of second-order differential equations with damping, its discretizations and their connections with accelerated optimization algorithms for $m$-strongly convex and $L$-smooth…
In this paper, we present new types of exponential integrators for Stochastic Differential Equations (SDEs) that take the advantage of the exact solution of (generalised) geometric Brownian motion. We examine both Euler and Milstein…
Bivariate matrix functions provide a unified framework for various tasks in numerical linear algebra, including the solution of linear matrix equations and the application of the Fr\'echet derivative. In this work, we propose a novel…
We consider generalizations of the Sylvester matrix equation, consisting of the sum of a Sylvester operator and a linear operator $\Pi$ with a particular structure. More precisely, the commutator of the matrix coefficients of the operator…