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Exponential integrators are a well-known class of time integration methods that have been the subject of many studies and developments in the past two decades. Surprisingly, there have been limited efforts to analyze their stability and…

Numerical Analysis · Mathematics 2021-08-03 Tommaso Buvoli , Michael L. Minion

Probabilistic solvers provide a flexible and efficient framework for simulation, uncertainty quantification, and inference in dynamical systems. However, like standard solvers, they suffer performance penalties for certain stiff systems,…

Numerical Analysis · Mathematics 2023-12-20 Nathanael Bosch , Philipp Hennig , Filip Tronarp

Exponential integrators have been introduced as an efficient alternative to explicit and implicit methods for integrating large stiff systems of differential equations. Over the past decades these methods have been studied theoretically and…

Numerical Analysis · Mathematics 2018-04-03 Lukas Einkemmer , Mayya Tokman , John Loffeld

In this paper we consider an approach to improve the performance of exponential Runge--Kutta integrators and Lawson schemes} in cases where the solution of a related, but usually much simpler, problem can be computed efficiently. While for…

Numerical Analysis · Mathematics 2023-10-20 Marco Caliari , Fabio Cassini , Lukas Einkemmer , Alexander Ostermann

Solving for charged particle motion in electromagnetic fields (i.e. the particle pushing problem) is a computationally intensive component of particle-in-cell (PIC) methods for plasma physics simulations. This task is especially challenging…

Computational Physics · Physics 2026-01-01 Tri P. Nguyen , Ilon Joseph , Mayya Tokman

We propose an exponential integrator for the drift-kinetic equation in cylindrical geometry. This approach removes the CFL condition from the linear part of the system (which is often the most stringent requirement in practice) and treats…

Computational Physics · Physics 2018-08-14 Nicolas Crouseilles , Lukas Einkemmer , Martina Prugger

A fundamental task in particle-in-cell (PIC) simulations of plasma physics is solving for charged particle motion in electromagnetic fields. This problem is especially challenging when the plasma is strongly magnetized due to numerical…

Computational Physics · Physics 2026-01-01 Tri P. Nguyen , Ilon Joseph , Mayya Tokman

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…

High Energy Astrophysical Phenomena · Physics 2022-12-14 Pranab J. Deka , Lukas Einkemmer , Ralf Kissmann

We propose an efficient algorithmic framework for time domain circuit simulation using exponential integrator. This work addresses several critical issues exposed by previous matrix exponential based circuit simulation research, and makes…

Computational Engineering, Finance, and Science · Computer Science 2016-11-17 Hao Zhuang , Wenjian Yu , Ilgweon Kang , Xinan Wang , Chung-Kuan Cheng

This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained…

Numerical Analysis · Mathematics 2019-07-08 Robert Altmann , Christoph Zimmer

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…

Numerical Analysis · Mathematics 2024-12-02 Colby Fronk , Linda Petzold

In this paper, we consider exponential integrators for semilinear Poisson systems. Two types of exponential integrators are constructed, one preserves the Poisson structure, and the other preserves energy. Numerical experiments for…

Numerical Analysis · Mathematics 2017-03-06 Xuefeng Shen , Melvin Leok

The simulation of multi-body systems with frictional contacts is a fundamental tool for many fields, such as robotics, computer graphics, and mechanics. Hard frictional contacts are particularly troublesome to simulate because they make the…

Robotics · Computer Science 2022-04-19 Bilal Hammoud , Luca Olivieri , Ludovic Righetti , Justin Carpentier , Andrea Del Prete

Seismic imaging is a major challenge in geophysics with broad applications. It involves solving wave propagation equations with absorbing boundary conditions (ABC) multiple times. This drives the need for accurate and efficient numerical…

Numerical Analysis · Mathematics 2024-01-30 Fernando V. Ravelo , Martin Schreiber , Pedro S. Peixoto

We change a previous time-stepping algorithm for solving a multi-scale Vlasov-Poisson system within a Particle-In-Cell method, in order to do accurate long time simulations. As an exponential integrator, the new scheme allows to use large…

Numerical Analysis · Mathematics 2015-06-19 Emmanuel Frenod , Sever Hirstoaga , Mathieu Lutz

The numerical integration of stiff equations is a challenging problem that needs to be approached by specialized numerical methods. Exponential integrators form a popular class of such methods since they are provably robust to stiffness and…

Numerical Analysis · Mathematics 2024-05-15 Benjamin Carrel , Bart Vandereycken

In this paper, we develop a framework to construct energy-preserving methods for multi-components Hamiltonian systems, combining the exponential integrator and the partitioned averaged vector field method. This leads to numerical schemes…

Numerical Analysis · Mathematics 2021-11-08 X. Gu , C. Jiang , Y. Wang , W. Cai

Exponential time integrators have been applied successfully in several physics-related differential equations. However, their application in hyperbolic systems with absorbing boundaries, like the ones arising in seismic imaging, still lacks…

Numerical Analysis · Mathematics 2022-11-02 Fernando V. Ravelo , Pedro S. Peixoto , Martin Schreiber

Explicit stabilized integrators are an efficient alternative to implicit or semi-implicit methods to avoid the severe timestep restriction faced by standard explicit integrators applied to stiff diffusion problems. In this paper, we provide…

Numerical Analysis · Mathematics 2022-12-14 Assyr Abdulle , Charles-Edouard Bréhier , Gilles Vilmart

Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Konstantin Zimenko , Denis Efimov , Andrey Polyakov
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