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An algorithm is proposed for finding numerical solutions of a kinetic equation that describes an infinite system of point articles placed in $\mathbb{R}^d (d \geq 1)$. The particles perform random jumps with pair wise repulsion, in the…
The objective of this article is to introduce a novel technique for computing numerical solutions to the nonlinear inverse heat conduction problem. This involves solving nonlinear parabolic equations with Cauchy data provided on one side…
The framework of inner product norm preserving relaxation Runge-Kutta methods (David I. Ketcheson, \emph{Relaxation Runge-Kutta Methods: Conservation and Stability for Inner-Product Norms}, SIAM Journal on Numerical Analysis, 2019) is…
We propose a family of integrators, Flow-Composed Implicit Runge-Kutta (FCIRK) methods, for perturbations of nonlinear ordinary differential equations, consisting of the composition of flows of the unperturbed part alternated with one step…
Developing robust simulation tools for problems involving multiple mathematical scales has been a subject of great interest in computational mathematics and engineering. A desirable feature to have in a numerical formulation for multiscale…
For the approximation of solutions for stochastic partial differential equations, numerical methods that obtain a high order of convergence and at the same time involve reasonable computational cost are of particular interest. We therefore…
The residual-based variational multiscale (VMS) formulation has achieved remarkable success in large-eddy simulation of turbulent flows. However, its temporal discretization has largely remained limited to second-order implicit schemes. The…
We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…
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…
This survey provides an overview of state-of-the art multirate schemes, which exploit the different time scales in the dynamics of a differential equation model by adapting the computational costs to different activity levels of the system.…
This work focuses on the construction of a new class of fourth-order accurate methods for multirate time evolution of systems of ordinary differential equations. We base our work on the Recursive Flux Splitting Multirate (RFSMR) version of…
In this paper we propose a numerical scheme for partitioned systems of index 2 DAEs, such as those arising from nonholonomic mechanical problems and prove the order of a certain class of Runge-Kutta methods we call of Lobatto-type. The…
Mixed-precision algorithms combine low- and high-precision computations in order to benefit from the performance gains of reduced-precision without sacrificing accuracy. In this work, we design mixed-precision Runge-Kutta-Chebyshev (RKC)…
We consider Hamiltonian systems driven by multi-dimensional Gaussian processes in rough path sense, which include fractional Brownian motions with Hurst parameter $H\in(1/4,1/2]$. We indicate that the phase flow preserves the symplectic…
In this paper, we extend the Paired-Explicit Runge-Kutta schemes by Vermeire et. al. to fourth-order of consistency. Based on the order conditions for partitioned Runge-Kutta methods we motivate a specific form of the Butcher arrays which…
This work introduces a general framework for constructing high-order, linearly stable, partitioned solvers for multiphysics problems from a monolithic implicit-explicit Runge-Kutta (IMEX-RK) discretization of the semi-discrete equations.…
Differential equations arising in many practical applications are characterized by multiple time scales. Multirate time integration seeks to solve them efficiently by discretizing each scale with a different, appropriate time step, while…
Linearly implicit Runge-Kutta methods with approximate matrix factorization can solve efficiently large systems of differential equations that have a stiff linear part, e.g. reaction-diffusion systems. However, the use of approximate…
The use of time-domain boundary integral equations has proved very effective and efficient for three dimensional acoustic and electromagnetic wave equations. In even dimensions and when some dissipation is present, time-domain boundary…
In Spivak's work, dynamical systems are described in terms of their inputs and outputs in a pictorial way using an operad of wiring diagrams. Each dynamical system is a box with certain inputs and outputs, and multiple dynamical systems are…