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Efficient differential equation solvers have significantly reduced the sampling time of diffusion models (DMs) while retaining high sampling quality. Among these solvers, exponential integrators (EI) have gained prominence by demonstrating…

Machine Learning · Computer Science 2023-08-07 Qinsheng Zhang , Jiaming Song , Yongxin Chen

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

We consider the numerical approximation of different ordinary differential equations (ODEs) and partial differential equations (PDEs) with periodic boundary conditions involving a one-dimensional random parameter, comparing the intrusive…

Numerical Analysis · Mathematics 2023-11-29 Julian Clausnitzer , Andreas Kleefeld

Spectral deferred corrections (SDC) are a class of iterative methods for the numerical solution of ordinary differential equations. SDC can be interpreted as a Picard iteration to solve a fully implicit collocation problem, preconditioned…

Numerical Analysis · Mathematics 2024-05-15 Ikrom Akramov , Sebastian Götschel , Michael Minion , Daniel Ruprecht , Robert Speck

We present a methodology to construct efficient high-order in time accurate numerical schemes for a class of gradient flows with appropriate Lipschitz continuous nonlinearity. There are several ingredients to the strategy: the exponential…

Numerical Analysis · Mathematics 2021-02-23 Wenbin Chen , Shufen Wang , Xiaoming Wang

For reaction-diffusion equations in irregular domain with moving boundaries, the numerical stability constraints from the reaction and diffusion terms often require very restricted time step size, while complex geometries may lead to…

Numerical Analysis · Mathematics 2022-10-03 Shuang Liu , Xinfeng Liu

Matrix differential Riccati equation (DRE) typically exhibits transient and steady-state phases, posing challenges for fixed-step time integration methods, which may lack accuracy during transients or oversample in steady regimes. In this…

Numerical Analysis · Mathematics 2026-03-30 Jinyi Li , Dongping Li , Hua Yang

This paper investigates the competitiveness of semi-implicit Runge-Kutta (RK) and spectral deferred correction (SDC) time-integration methods up to order six for incompressible Navier-Stokes problems in conjunction with a high-order…

Numerical Analysis · Mathematics 2022-10-03 Montadhar Guesmi , Martina Grotteschi , Jörg Stiller

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…

Numerical Analysis · Mathematics 2019-04-16 Vu Thai Luan , Rujeko Chinomona , Daniel R. Reynolds

Semi-implicit multilevel spectral deferred correction (SI-MLSDC) methods provide a promising approach for high-order time integration for nonlinear evolution equations including conservation laws. However, existing methods lack robustness…

Numerical Analysis · Mathematics 2025-12-09 Erik Pfister , Jörg Stiller

Parallel-across-the method time integration can provide small scale parallelism when solving initial value problems. Spectral deferred corrections (SDC) with a diagonal sweeper, which is closely related to iterated Runge-Kutta methods…

Numerical Analysis · Mathematics 2025-02-12 Gayatri Čaklović , Thibaut Lunet , Sebastian Götschel , Daniel Ruprecht

Semi-Lagrangian schemes with various splitting methods, and with different reconstruction/interpolation strategies have been applied to kinetic simulations. For example, the order of spatial accuracy of the algorithms proposed in {[Qiu and…

Numerical Analysis · Mathematics 2015-06-17 Andrew Christlieb , Wei Guo , Maureen Morton , Jing-Mei Qiu

In this paper, we present a novel spectral renormalization exponential integrator method for solving gradient flow problems. Our method is specifically designed to simultaneously satisfy discrete analogues of the energy dissipation laws and…

Numerical Analysis · Mathematics 2023-10-03 Dianming Hou , Lili Ju , Zhonghua Qiao

We consider quadrature formulas of high order in time based on Radau-type, L-stable implicit Runge-Kutta schemes to solve time dependent stiff PDEs. Instead of solving a large nonlinear system of equations, we develop a method that performs…

Numerical Analysis · Mathematics 2016-04-04 Max Duarte , Matthew Emmett

We compare exponential-type integrators for the numerical time-propagation of the equations of motion arising in the multi-configuration time-dependent Hartree-Fock method for the approximation of the high-dimensional multi-particle…

Numerical Analysis · Mathematics 2019-05-15 Winfried Auzinger , Alexander Grosz , Harald Hofstätter , Othmar Koch

In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with…

Numerical Analysis · Mathematics 2023-01-02 Tommaso Buvoli , Ben S. Southworth

In this paper, we develop a low-rank method with high-order temporal accuracy using spectral deferred correction (SDC) to compute linear matrix differential equations. In [1], a low rank numerical method is proposed to correct the modeling…

Numerical Analysis · Mathematics 2024-12-13 Shun Li , Yan Jiang , Yingda Cheng

Semi-implicit spectral deferred correction (SDC) methods provide a systematic approach to construct time integration methods of arbitrarily high order for nonlinear evolution equations including conservation laws. They converge towards $A$-…

Numerical Analysis · Mathematics 2025-01-29 Joerg Stiller

We interpret a wide range of flavors of Spectral Deferred Corrections (SDC) as Runge-Kutta methods (RKM). Using Butcher series, we show that the considered class of SDC methods achieve at least order p after p iterations compared to the…

Numerical Analysis · Mathematics 2026-04-06 Eugen Bronasco , Joscha Fregin , Daniel Ruprecht , Gilles Vilmart

In this paper, we demonstrate that the explicit ADER approach as it is used inter alia in [1] can be seen as a special interpretation of the deferred correction (DeC) method as introduced in [2]. By using this fact, we are able to embed…

Numerical Analysis · Mathematics 2022-11-17 Maria Han Veiga , Philipp Öffner , Davide Torlo