Related papers: An efficient method for solving highly oscillatory…
We present an efficient high-precision numerical approach for the Davey-Stewartson (DS) II equation, treating initial data from the Schwartz class of smooth, rapidly decreasing functions. As with previous approaches, the presented code uses…
We propose a numerical scheme to solve the time dependent linear Schr\"odinger equation. The discretization is carried out by combining a Runge-Kutta time-stepping scheme with a finite element discretization in space. Since the…
We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of Optimal Control Problems (OCPs) constrained by random partial…
Many time-dependent partial differential equations (PDEs) can be transformed into an ordinary differential equations (ODEs) containing moderately stiff and non-stiff terms after spatial semi-discretization. In the present paper, we…
High order spatial discretizations with monotonicity properties are often desirable for the solution of hyperbolic PDEs. These methods can advantageously be coupled with high order strong stability preserving time discretizations. The…
In this paper we derive and analyze the properties of explicit singly diagonal implicit Runge-Kutta (ESDIRK) integration methods. We discuss the principles for construction of Runge-Kutta methods with embedded methods of different order for…
This paper contains an error analysis of two randomized explicit Runge-Kutta schemes for ordinary differential equations (ODEs) with time-irregular coefficient functions. In particular, the methods are applicable to ODEs of Carath\'eodory…
We propose algorithms for efficient time integration of large systems of oscillatory second order ordinary differential equations (ODEs) whose solution can be expressed in terms of trigonometric matrix functions. Our algorithms are based on…
A standard approach to solve ordinary differential equations, when they describe dynamical systems, is to adopt a Runge-Kutta or related scheme. Such schemes, however, are not applicable to the large class of equations which do not…
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…
Dynamic systems have a fundamental relevance in the description of physical phenomena. The search for more accurate and faster numerical integration methods for the resolution of such systems is, therefore, an important topic of research.…
We develop continuous-stage Runge-Kutta methods based on weighted orthogonal polynomials in this paper. There are two main highlighted merits for developing such methods: Firstly, we do not need to study the tedious solution of…
In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…
The existing discrete variational derivative method is only second-order accurate and fully implicit. In this paper, we propose a framework to construct an arbitrary high-order implicit (original) energy stable scheme and a second-order…
We consider initial value problems for $\varepsilon^2\,\varphi''+a(x)\,\varphi=0$ in the highly oscillatory regime, i.e., with $a(x)>0$ and $0<\varepsilon\ll 1$. We discuss their efficient numerical integration on coarse grids, but still…
In this paper, a numerical solution of the two dimensional nonlinear coupled viscous Burgers equation is discussed with the appropriate initial and boundary conditions using the modified cubic B spline differential quadrature method. In…
In this paper a new Runge-Kutta type scheme is introduced for nonlinear stochastic partial differential equations (SPDEs) with multiplicative trace class noise. The proposed scheme converges with respect to the computational effort with a…
We describe a newly developed hydrodynamic code for studying accretion disk processes. The numerical method uses a finite volume, nonlinear, Total Variation Diminishing (TVD) scheme to capture shocks and control spurious oscillations. It is…
In this paper, the periodic initial-value problem for the fractional nonlinear Schr\"odinger (fNLS) equation is discretized in space by a Fourier spectral Galerkin method and in time by diagonally implicit, high-order Runge-Kutta schemes,…
We present a new method for the solution of the Schrodinger equation applicable to problems of non-perturbative nature. The method works by identifying three different scales in the problem, which then are treated independently: An…