Related papers: Exponential integrators for large-scale stiff matr…
We have proposed new algorithms for the numerical integration of the equations of motion for classical spin systems. In close analogy to symplectic integrators for Hamiltonian equations of motion used in Molecular Dynamics these algorithms…
In this paper, we derive a variational integrator for certain highly oscillatory problems in mechanics. To do this, we take a new approach to the splitting of fast and slow potential forces: rather than splitting these forces at the level…
We present a new class of exponential integrators for ordinary differential equations. They are locally exact, i.e., they preserve the linearization of the original system at every point. Their construction consists in modifying existing…
Explicit symplectic integrators have been important tools for accurate and efficient approximations of mechanical systems with separable Hamiltonians. For the first time, the article proposes for arbitrary Hamiltonians similar integrators,…
We consider a numerical scheme for Hamilton-Jacobi equations based on a direct discretization of the Lax-Oleinik semi-group. We prove that this method is convergent with respect to the time and space stepsizes provided the solution is…
Using Suzuki-Trotter decompositions of exponential operators we describe new algorithms for the numerical integration of the equations of motion for classical spin systems. These techniques conserve spin length exactly and, in special…
Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…
A numerical integrator is presented that computes a symmetric or skew-symmetric low-rank approximation to large symmetric or skew-symmetric time-dependent matrices that are either given explicitly or are the unknown solution to a matrix…
In this paper, we investigate the use of higher-order exponential Rosenbrock time integration methods on the shallow water equations on the sphere. This stiff, nonlinear model provides a testing ground for accurate and stable time…
Simulation of geothermal systems is challenging due to coupled physical processes in highly heterogeneous media. Combining the exponential Rosenbrock--Euler and Rosenbrock-type methods with control-volume (two-point flux approximation)…
The solution of inverse problems in a variational setting finds best estimates of the model parameters by minimizing a cost function that penalizes the mismatch between model outputs and observations. The gradients required by the numerical…
Symplectic integration of autonomous Hamiltonian systems is a well-known field of study in geometric numerical integration, but for non-autonomous systems the situation is less clear, since symplectic structure requires an even number of…
We examine the effect of numerical integration on the convergence of high order pyramidal finite element methods. Rational functions are indispensable to the construction of pyramidal interpolants so the conventional treatment of numerical…
Computational chemical combustion problems are known to be stiff, and are typically solved with implicit time integration methods. A novel exponential time integrator, EPI3V, is introduced and applied to a spatially homogeneous isobaric…
The time integration of semilinear parabolic problems by exponential methods of different kinds is considered. A new algorithm for the implementation of these methods is proposed. The algorithm evaluates the operators required by the…
Phase field models are gradient flows with their energy naturally dissipating in time. In order to preserve this property, many numerical schemes have been well-studied. In this paper we consider a well-known method, namely the exponential…
The anisotropic diffusion equation is imperative in understanding cosmic ray diffusion across the Galaxy, the heliosphere, and its interplay with the ambient magnetic field. This diffusion term contributes to the highly stiff nature of the…
Many problems in science and engineering require an efficient numerical approximation of integrals or solutions to differential equations. For systems with rapidly changing dynamics, an equidistant discretization is often inadvisable as it…
In the present article, we review a continual effort on generalization of the Trotter formula to higher-order exponential product formulas. The exponential product formula is a good and useful approximant, particularly because it conserves…
In this paper a recursive algorithm is presented for evaluating multivariate Pad\'e approximants (of the rectangular type described in the work of Lutterodt) which is analogous to the Jacobi formula for univariate Pad\'e approximants. This…