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We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…
We introduce a class of explicit exponential Rosenbrock methods for the time integration of large systems of stiff differential equations. Their application with respect to simulation tasks in the field of visual computing is discussed…
The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…
One of main obstacles in verifying the energy dissipation laws of implicit-explicit Runge-Kutta (IERK) methods for phase field equations is to establish the uniform boundedness of stage solutions without the global Lipschitz continuity…
A single-step high-order implicit time integration scheme for the solution of transient and wave propagation problems is presented. It is constructed from the Pad\'e expansions of the matrix exponential solution of a system of first-order…
Implicit-explicit (IMEX) time stepping methods can efficiently solve differential equa- tions with both stiff and nonstiff components. IMEX Runge-Kutta methods and IMEX linear multistep methods have been studied in the literature. In this…
Purely dispersive partial differential equations as the Korteweg-de Vries equation, the nonlinear Schr\"odinger equation and higher dimensional generalizations thereof can have solutions which develop a zone of rapid modulated oscillations…
In this paper, the coupled fractional Ginzburg-Landau equations are first time investigated numerically. A linearized implicit finite difference scheme is proposed. The scheme involves three time levels, is unconditionally stable and…
Stiff systems of ordinary differential equations (ODEs) arise in a wide range of scientific and engineering disciplines and are traditionally solved using implicit integration methods due to their stability and efficiency. However, these…
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…
Taylor series methods show a newfound promise for the solution of non-stiff ordinary differential equations (ODEs) given the rise of new compiler-enhanced techniques for calculating high order derivatives. In this paper we detail a new…
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…
This article deals with the numerical integration in time of nonlinear Schr\"odinger equations. The main application is the numerical simulation of rotating Bose-Einstein condensates. The authors perform a change of unknown so that the…
A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, the solution of…
In this paper we develop a novel two-stage fourth order time-accurate discretization for time-dependent flow problems, particularly for hyperbolic conservation laws. Different from the classical Runge-Kutta (R-K) temporal discretization for…
In this article, we employ the construction of the time-marching Discontinuous Petrov-Galerkin (DPG) scheme we developed for linear problems to derive high-order multistage DPG methods for non-linear systems of ordinary differential…
Combining ideas from [Alouges et al. (Numer. Math., 128, 2014)] and [Praetorius et al. (Comput. Math. Appl., 2017)], we propose a numerical algorithm for the integration of the nonlinear and time-dependent Landau-Lifshitz-Gilbert (LLG)…
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…
We introduce efficient and robust exponential-type integrators for Klein-Gordon equations which resolve the solution in the relativistic regime as well as in the highly-oscillatory non-relativistic regime without any step-size restriction,…