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Matrix evolution equations occur in many applications, such as dynamical Lyapunov/Sylvester systems or Riccati equations in optimization and stochastic control, machine learning or data assimilation. In many such problems, the dominant…

Numerical Analysis · Mathematics 2026-02-12 Nayef Shkeir , Tobias Grafke

We present a fourth-order finite-volume algorithm in space and time for low Mach number reacting flow with detailed kinetics and transport. Our temporal integration scheme is based on a multi-implicit spectral deferred correction (MISDC)…

Numerical Analysis · Mathematics 2016-08-24 Will Pazner , Andrew Nonaka , John Bell , Marcus Day , Michael Minion

In this paper, we implement exponential integrators, specifically Integrating Factor (IF) and Exponential Time Differencing (ETD) methods, using pseudo-spectral techniques to solve phase-field equations within a Python framework. These…

Numerical Analysis · Mathematics 2023-05-17 Elvis do A. Soares , Amaro G. Barreto , Frederico W. Tavares

We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1,…

Numerical Analysis · Mathematics 2020-04-07 Daniel Z. Huang , Will Pazner , Per-Olof Persson , Matthew J. Zahr

The spectral deferred correction (SDC) method is an iterative scheme for computing a higher-order collocation solution to an ODE by performing a series of correction sweeps using a low-order timestepping method. This paper examines a…

Numerical Analysis · Mathematics 2015-10-09 Robert Speck , Daniel Ruprecht , Matthew Emmett , Michael Minion , Matthias Bolten , Rolf Krause

In this paper, we propose and analyze ETD-Multistep-Pad\'{e} (ETD-MS-Pad\'{e}) and ETD Implicit Multistep-Pad\'{e} (ETD-IMS-Pad\'{e}) for semilinear parabolic delay differential equations with smooth solutions. In our previous work [15], we…

Numerical Analysis · Mathematics 2025-07-02 Haishen Dai , Huan Lei

In this paper, we present a new SDC scheme for solving semi-explicit DAEs with the ability to be parallelized in which only the differential equations are numerically integrated is presented. In Shu et al. (2007) it was shown that SDC for…

Numerical Analysis · Mathematics 2026-01-26 Matthias Bolten , Lisa Wimmer

Spectral deferred corrections (SDC) is an iterative approach for constructing higher- order accurate numerical approximations of ordinary differential equations. SDC starts with an initial approximation of the solution defined at a set of…

Computational Engineering, Finance, and Science · Computer Science 2017-06-14 R. W. Grout , H. Kolla , M. L. Minion , J. B. Bell

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…

Numerical Analysis · Mathematics 2025-09-09 Thomas Saupe , Sebastian Götschel , Thibaut Lunet , Daniel Ruprecht , Robert Speck

The spectral deferred correction (SDC) method is class of iterative solvers for ordinary differential equations (ODEs). It can be interpreted as a preconditioned Picard iteration for the collocation problem. The convergence of this method…

Numerical Analysis · Mathematics 2021-11-03 Gitte Kremling , Robert Speck

A fourth-order exponential time differencing (ETD) Runge-Kutta scheme with dimensional splitting is developed to solve multidimensional non-linear systems of reaction-diffusion equations (RDE). By approximating the matrix exponential in the…

Numerical Analysis · Mathematics 2024-03-25 E. O. Asante-Asamani , A. Kleefeld , B. A. Wade

We present a parallel implicit-explicit time integration scheme for the advection-diffusion-reaction systems arising from the equations governing low-Mach number combustion with complex chemistry. Our strategy employs parallelization across…

Numerical Analysis · Mathematics 2018-10-03 Francois Hamon , Marcus Day , Michael Minion

A second-order $L$-stable exponential time-differencing (ETD) method is developed by combining an ETD scheme with approximating the matrix exponentials by rational functions having real distinct poles (RDP), together with a dimensional…

Numerical Analysis · Mathematics 2020-06-24 E. O. Asante-Asamani , A. Kleefeld , B. A. Wade

We propose two new classes of time integrators for stiff DEs: the implicit-explicit exponential (IMEXP) and the hybrid exponential methods. In contrast to the existing exponential schemes, the new methods offer significant computational…

Numerical Analysis · Mathematics 2016-05-11 Vu Thai Luan , Mayya Tokman , Greg Rainwater

Spectral deferred correction (SDC) methods are an attractive approach to iteratively computing collocation solutions to an ODE by performing so-called sweeps with a low-order time stepping method. SDC allows to easily construct high order…

Numerical Analysis · Mathematics 2016-03-18 Robert Speck , Daniel Ruprecht , Michael Minion , Matthew Emmett , Rolf Krause

Exponential integrators have been introduced as an efficient alternative to explicit and implicit methods for integrating large stiff systems of differential equations. Over the past decades these methods have been studied theoretically and…

Numerical Analysis · Mathematics 2018-04-03 Lukas Einkemmer , Mayya Tokman , John Loffeld

In this paper, we develop a general framework for constructing higher-order, unconditionally energy-stable exponential time differencing Runge-Kutta methods applicable to a range of gradient flows. Specifically, we identify conditions…

Numerical Analysis · Mathematics 2024-07-23 Zhaohui Fu , Jie Shen , Jiang Yang

In this paper we extend the polynomial time integration framework to include exponential integration for both partitioned and unpartitioned initial value problems. We then demonstrate the utility of the exponential polynomial framework by…

Numerical Analysis · Mathematics 2021-02-05 Tommaso Buvoli

The implementation of the discrete adjoint method for exponential time differencing (ETD) schemes is considered. This is important for parameter estimation problems that are constrained by stiff time-dependent PDEs when the discretized PDE…

Optimization and Control · Mathematics 2016-10-11 Kai Rothauge , Eldad Haber , Uri Ascher

Integral deferred correction (IDC) methods have been shown to be an efficient way to achieve arbitrary high order accuracy and possess good stability properties. In this paper, we construct high order operator splitting schemes using the…

Numerical Analysis · Mathematics 2015-05-20 Andrew J. Christlieb , Yuan Liu , Zhengfu Xu
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