Related papers: Dual Algorithms
A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…
We present a local interpolation method in four dimensions utilising cubic splines. An extension of the three-dimensional tricubic method, the interpolated function has C$^1$ continuity and its partial derivatives are analytically…
We present a method to construct a continuous extension (otherwise known as dense output) for a numerical routine in the special case of the numerical solution being a scalar-valued function exhibiting rapid oscillations. Such cases call…
As the new-generation precision experiments such as MOLLER and P2 look for physics beyond Standard Model, it is becoming increasingly important to evaluate the higher-order electroweak radiative corrections to a sub-percent level of…
This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. The proposed methods are based on a specific subset of explicit one-step…
A mixed accuracy framework for Runge--Kutta methods presented in Grant [JSC 2022] and applied to diagonally implicit Runge--Kutta (DIRK) methods can significantly speed up the computation by replacing the implicit solver by less expensive…
Differential Dynamic Programming (DDP) is a popular technique used to generate motion for dynamic-legged robots in the recent past. However, in most cases, only the first-order partial derivatives of the underlying dynamics are used,…
Gamma distributed delay differential equations (DDEs) arise naturally in many modelling applications. However, appropriate numerical methods for generic Gamma distributed DDEs are not currently available. Accordingly, modellers often resort…
In this paper, we propose linearly implicit and arbitrary high-order conservative numerical schemes for ordinary differential equations with a quadratic invariant. Many differential equations have invariants, and numerical schemes for…
The Wright function arises in the theory of the fractional differential equations. It is a very general mathematical object having diverse connections with other special and elementary functions. The Wright function provides a unified…
In this paper we consider an approach to improve the performance of exponential Runge--Kutta integrators and Lawson schemes} in cases where the solution of a related, but usually much simpler, problem can be computed efficiently. While for…
Exponential Runge--Kutta methods have shown to be competitive for the time integration of stiff semilinear parabolic PDEs. The current construction of stiffly accurate exponential Runge--Kutta methods, however, relies on a convergence…
The reliability and precision of numerically solving stochastic non-Markovian equations by standard numerical codes, more specifically, with the fourth-order Runge-Kutta routine for solving differential equations, is gauged by comparing the…
We introduce a novel discretization technique for both elliptic and parabolic fractional diffusion problems based on double exponential quadrature formulas and the Riesz-Dunford functional calculus. Compared to related schemes, the new…
We have shown previously that functionally fitted Runge-Kutta (FRK) methods can be studied using a convenient collocation framework. Here, we extend that framework to functionally fitted Runge-Kutta-Nystr\"om (FRKN) methods, shedding…
Fully implicit timestepping methods have several potential advantages for atmosphere/ocean simulation. First, being unconditionally stable, they degrade more gracefully as the Courant number increases, typically requiring more solver…
We present a high order parameter-robust numerical method for a system of (M>=2) coupled singularly perturbed parabolic reaction-diffusion problems. A small perturbation parameter {\epsilon} is multiplied with the second order spatial…
In this work, we extend the fractional linear multistep methods in [C. Lubich, SIAM J. Math. Anal., 17 (1986), pp.704--719] to the tempered fractional integral and derivative operators in the sense that the tempered fractional derivative…
We consider a linear inhomogeneous fractional evolution equation which is obtained from a Cauchy problem by replacing its first-order time derivative with Caputo's fractional derivative. The operator in the fractional evolution equation is…
In this paper, we study symmetric integrators for solving second-order ordinary differential equations on the basis of the notion of continuous-stage Runge-Kutta-Nystrom methods. The construction of such methods heavily relies on the…