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The recently introduced polynomial time integration framework proposes a novel way to construct time integrators for solving systems of first-order ordinary differential equation by using interpolating polynomials in the complex time plane.…

Numerical Analysis · Mathematics 2020-11-03 Tommaso Buvoli

Multiphysics problems involving two or more coupled physical phenomena are ubiquitous in science and engineering. This work develops a new partitioned exponential approach for the time integration of multiphysics problems. After a possible…

Numerical Analysis · Mathematics 2019-09-09 Mahesh Narayanamurthi , Adrian Sandu

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

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…

Numerical Analysis · Mathematics 2008-10-23 Maria Lopez-Fernandez

In this paper a technique is suggested to integrate linear initial boundary value problems with exponential quadrature rules in such a way that the order in time is as high as possible. A thorough error analysis is given for both the…

Numerical Analysis · Mathematics 2017-04-05 Begoña Cano , Marí a Jesús Moreta

In this paper we propose a novel class of methods for high order accurate integration of multirate systems of ordinary differential equation initial-value problems. The proposed methods construct multirate schemes by approximating the…

Numerical Analysis · Mathematics 2022-12-23 Vu Thai Luan , Rujeko Chinomona , Daniel R. Reynolds

In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with…

Numerical Analysis · Mathematics 2023-01-02 Tommaso Buvoli , Ben S. Southworth

We introduce a new class of arbitrary-order exponential time differencing methods based on spectral deferred correction (ETDSDC) and describe a simple procedure for initializing the requisite matrix functions. We compare the stability and…

Numerical Analysis · Mathematics 2020-11-03 Tommaso Buvoli

A technique is described in this paper to avoid order reduction when integrating reaction-diffusion initial boundary value problems with explicit exponential Rosenbrock methods. The technique is valid for any Rosenbrock method, without…

Numerical Analysis · Mathematics 2023-07-25 Begoña Cano , María Jesús Moreta

We study the problem of computing the matrix exponential of a block triangular matrix in a peculiar way: Block column by block column, from left to right. The need for such an evaluation scheme arises naturally in the context of option…

Numerical Analysis · Mathematics 2017-06-30 Daniel Kressner , Robert Luce , Francesco Statti

In this paper, a novel class of exponential Fourier collocation methods (EFCMs) is presented for solving systems of first-order ordinary differential equations. These so-called exponential Fourier collocation methods are based on the…

Numerical Analysis · Mathematics 2018-02-22 Bin Wang , Xinyuan Wu , Fanwei Meng , Yonglei Fang

The exponential of block triangular matrices arises in a wide range of scientific computing applications, including exponential integrators for solving systems of ordinary differential equations, Hamiltonian systems in control theory,…

Numerical Analysis · Mathematics 2025-05-27 Awad H. Al-Mohy

In our previous works, we proved that the inverse of the stiffness matrix of an $h$-version finite element method (FEM) applied to scalar second order elliptic boundary value problems can be approximated at an exponential rate in the block…

Numerical Analysis · Mathematics 2024-07-25 Niklas Angleitner , Markus Faustmann , Jens Markus Melenk

In this paper, we implement exponential integrators, specifically Integrating Factor (IF) and Exponential Time Differencing (ETD) methods, using pseudo-spectral techniques to solve phase-field equations within a Python framework. These…

Numerical Analysis · Mathematics 2023-05-17 Elvis do A. Soares , Amaro G. Barreto , Frederico W. Tavares

This paper introduces Exp-ParaDiag, a novel time-parallel method that combines the strength of exponential integrators into the ParaDiag framework. We develop and analyze Exp-ParaDiag based on first and second order accurate exponential…

Numerical Analysis · Mathematics 2026-03-05 Gobinda Garai , Nagaiah Chamakuri

The exponential B-spline basis function set is used to develop a collocation method for some initial boundary value problems (IBVPs) to the Gardner equation. The Gardner equation has two nonlinear terms, namely quadratic and cubic ones. The…

Numerical Analysis · Mathematics 2017-02-22 Ozlem Ersoy Hepsona , Alper Korkmaz , Idiris Dag

This paper investigates a class of non-autonomous highly oscillatory ordinary differential equations characterized by a linear component inversely proportional to a small parameter $\varepsilon$, with purely imaginary eigenvalues, and an…

Numerical Analysis · Mathematics 2026-02-05 Zhihao Qi , Weibing Deng , Fuhai Zhu

In this work, we present a novel class of parallelizable high-order time integration schemes for the approximate solution of additive ODEs. The methods achieve high order through a combination of a suitable quadrature formula involving…

Numerical Analysis · Mathematics 2021-01-21 Jochen Schütz , David C. Seal , Jonas Zeifang

In this manuscript, we propose newly-derived exponential quadrature rules for stiff linear differential equations with time-dependent fractional sources in the form $h(t^r)$, with $0<r<1$ and $h$ a sufficiently smooth function. To construct…

Numerical Analysis · Mathematics 2025-06-26 Marco Caliari , Fabio Cassini

A local approach to the time integration of PDEs by exponential methods is proposed, motivated by theoretical estimates by A.Iserles on the decay of off-diagonal terms in the exponentials of sparse matrices. An overlapping domain…

Numerical Analysis · Mathematics 2015-05-12 Luca Bonaventura
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