Related papers: A unified formulation of splitting-based implicit …
The aim of this paper is to construct and analyze explicit exponential Runge-Kutta methods for the temporal discretization of linear and semilinear integro-differential equations. By expanding the errors of the numerical method in terms of…
In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…
In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…
A novel symplectic integrator for Hamiltonian equations on $S_2^n \times T^{\ast} \RR^m$ is developed and studied. Partitioned Runge--Kutta methods for Hamiltonian systems on products of Hamiltionian manifolds are studied, specifically,…
The implicit boundary integral method (IBIM) provides a framework to construct quadrature rules on regular lattices for integrals over irregular domain boundaries. This work provides a systematic error analysis for IBIMs on uniform…
We consider the efficient numerical solution of coupled dynamical systems, consisting of a small nonlinear part and a large linear time invariant part, possibly stemming from spatial discretization of an underlying partial differential…
We study symplectic numerical integration of mechanical systems with a Hamiltonian specified in non-canonical coordinates and its application to guiding-center motion of charged plasma particles in magnetic confinement devices. The…
Nonlinear grey system models, serving to time series forecasting, are extensively used in diverse areas of science and engineering. However, most research concerns improving classical models and developing novel models, relatively limited…
The equations of motion of a single particle subject to an arbitrary electric and a static magnetic field form a Poisson system. We present a second-order time integration method which preserves well the Poisson structure and compare it to…
Many HPC applications that solve differential equations rely on the Runge-Kutta family of methods for time integration. Among these methods, the fourth-order accurate RK4 scheme is especially popular. This time integration scheme requires…
We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative…
A linearly implicit conservative difference scheme is applied to discretize the attractive coupled nonlinear Schr\"odinger equations with fractional Laplacian. Complex symmetric linear systems can be obtained, and the system matrices are…
This paper investigates the competitiveness of semi-implicit Runge-Kutta (RK) and spectral deferred correction (SDC) time-integration methods up to order six for incompressible Navier-Stokes problems in conjunction with a high-order…
We consider the development of implicit-explicit time integration schemes for optimal control problems governed by the Goldstein-Taylor model. In the diffusive scaling this model is a hyperbolic approximation to the heat equation. We…
In this work, we construct novel discretizations for the unsteady convection-diffusion equation. Our discretization relies on multiderivative time integrators together with a novel discretization that reduces the total number of unknowns…
Symplectic integration methods based on operator splitting are well established in many branches of science. For Hamiltonian systems which split in more than two parts, symplectic methods of higher order have been studied in detail only for…
We propose a hierarchical splitting approach to differential equations that provides a design principle for constructing splitting methods for $N$-split systems by iteratively applying splitting methods for two-split systems. We analyze the…
In this paper, we propose a novel computational implicit method, which we call Isogeometric Residual Minimization (iGRM) with direction splitting. The method mixes the benefits resulting from isogeometric analysis, implicit dynamics,…
A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…