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We develop an algorithm for computing the solution of a large system of linear ordinary differential equations (ODEs) with polynomial inhomogeneity. This is equivalent to computing the action of a certain matrix function on the vector…

Numerical Analysis · Mathematics 2012-05-16 Jitse Niesen , Will M. Wright

Maxwell equations describe the propagation of electromagnetic waves and are therefore fundamental to understanding many problems encountered in the study of antennas and electromagnetics. The aim of this paper is to propose and analyse an…

Numerical Analysis · Mathematics 2022-10-13 Bin Wang , Yaolin Jiang

This paper introduces filtered finite difference methods for numerically solving a dispersive evolution equation with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled nonlinear Schr\"odinger…

Numerical Analysis · Mathematics 2025-08-20 Yanyan Shi , Christian Lubich

Explicit stabilized methods are highly efficient time integrators for large and stiff systems of ordinary differential equations especially when applied to semi-discrete parabolic problems. However, when local spatial mesh refinement is…

Numerical Analysis · Mathematics 2025-10-20 Mathieu Benninghoff , Gilles Vilmart

In the present work, a high order finite element type residual distribution scheme is designed in the framework of multidimensional compressible Euler equations of gas dynamics. The strengths of the proposed approximation rely on the…

Numerical Analysis · Mathematics 2023-01-16 Remi Abgrall , Paola Bacigaluppi , Tokareva Svetlana

Among the family of fourth-order time integration schemes, the two-stage Gauss--Legendre method, which is an implicit Runge--Kutta method based on collocation, is the only superconvergent. The computational cost of this implicit scheme for…

Numerical Analysis · Mathematics 2016-06-20 Vu Thai Luan

Leveraging matrix sparsity has proven a fruitful strategy for accelerating quantum chemical calculations. Here we present the hierarchical SOS-MP2 algorithm, which uses hierarchical matrix ($\mathcal{H}^{2}$) compression of the electron…

Chemical Physics · Physics 2025-06-23 Hongji Gao , Xiangmin Jiao , Benjamin G. Levine

This paper presents a new numerical model based on the highly nonlinear potential flow theory for simulating the propagation of water waves in variable depth. A new set of equations for estimating the surface vertical velocity is derived…

Fluid Dynamics · Physics 2024-12-02 Jinghua Wang

To achieve efficient and accurate long-time integration, we propose a fast, accurate, and stable high-order numerical method for solving fractional-in-space reaction-diffusion equations. The proposed method is explicit in nature and…

Numerical Analysis · Mathematics 2020-03-31 Almushaira Mustafa , Harish Bhatt

We propose a new class of high-order time-marching schemes with dissipation user-control and unconditional stability for parabolic equations. High-order time integrators can deliver the optimal performance of highly-accurate and robust…

Numerical Analysis · Mathematics 2021-02-12 Pouria Behnoudfar , Quanling Deng , Victor M. Calo

The simulation of atmospheric flows by means of traditional discretization methods remains computationally intensive, hindering the achievement of high forecasting accuracy in short time frames. In this paper, we apply three reduced order…

Fluid Dynamics · Physics 2023-07-19 Arash Hajisharifi , Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza

We describe a fourth-order accurate finite-difference time-domain scheme for solving dispersive Maxwell's equations with nonlinear multi-level carrier kinetics models. The scheme is based on an efficient single-step three time-level…

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Ting-Zhu Huang , Cui-Cui Ji , Bruno Carpentieri , Anatoly A. Alikhanov

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 stochastic variants of the exponential time differencing schemes for stiff stochastic differential equations. We derive three explicit schemes that offer better stability compared to Euler-Maruyama and Milstein's method, and…

Computational Physics · Physics 2025-12-01 Martin Kjøllesdal Johnsrud , Navdeep Rana

This paper presents a new resolution strategy for multi-scale streamer discharge simulations based on a second order time adaptive integration and space adaptive multiresolution. A classical fluid model is used to describe plasma…

Numerical Analysis · Mathematics 2012-04-10 Max Duarte , Zdenek Bonaventura , Marc Massot , Anne Bourdon , Stéphane Descombes , Thierry Dumont

In this paper we consider the numerical approximation of a semilinear reaction-diffusion model problem (PDEs) by means of reduced order methods (ROMs) based on proper orthogonal decomposition (POD). We focus on the time integration of the…

Numerical Analysis · Mathematics 2026-03-05 Bosco García-Archilla , Alicia García-Mascaraque , Julia Novo

The demand for substantial increases in the spatial resolution of global weather- and climate- prediction models makes it necessary to use numerically efficient and highly scalable algorithms to solve the equations of large scale…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-16 Eike H. Mueller , Robert Scheichl

An extension of the multi-level hp Finite Cell Method is proposed for the simulation of thermoviscoplastic problems with temperature-dependent material behavior. The approach combines hierarchical adaptive refinement with a non-negative…

Numerical Analysis · Mathematics 2026-04-20 Jan Niklas Schmäke , Oliver Wege , Martin Ruess

We propose an efficient approach for time integration of Klein-Gordon equations with highly oscillatory in time input terms. The new methods are highly accurate in the entire range, from slowly varying up to highly oscillatory regimes. Our…

Numerical Analysis · Mathematics 2023-05-23 Karolina Kropielnicka , Karolina Lademann , Katharina Schratz