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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…
In this paper, one-stage explicit trigonometric integrators for solving quasilinear wave equations are formulated and studied. For solving wave equations, we first introduce trigonometric integrators as the semidiscretization in time and…
This article reviews some integrators particularly suitable for the numerical resolution of differential equations on a large time interval. Symplectic integrators are presented. Their stability on exponentially large time is shown through…
The numerical simulation of nonlinear dispersive waves is a central research topic of many investigations in the nonlinear wave community. Simple and robust solvers are needed for numerical studies of water waves as well. The main…
In this work, we present a new high order Discontinuous Galerkin time integration scheme for second-order (in time) differential systems that typically arise from the space discretization of the elastodynamics equation. By rewriting the…
We present a new class of integrators for stiff PDEs. These integrators are generalizations of FLow AVeraging integratORS (FLAVORS) for stiff ODEs and SDEs introduced in [Tao, Owhadi and Marsden 2010] with the following properties: (i)…
We analyze a homogenization limit for the linear wave equation of second order. The spatial operator is assumed to be of divergence form with an oscillatory coefficient matrix $a^\varepsilon$ that is periodic with characteristic length…
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…
This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…
A numerical method is proposed for computing time-periodic and relative time-periodic solutions in dissipative wave systems. In such solutions, the temporal period, and possibly other additional internal parameters such as the propagation…
This paper develops an explicit spectral representation for solutions of a one-dimensional linear wave equation with a constant time delay. The model is considered on a bounded interval with non-homogeneous Dirichlet boundary data and a…
We develop resonance-based low-regularity numerical integrators for stochastic Schr"odinger equations with additive $Q$-Wiener noise, covering both the linear equation with rough potential and the cubic nonlinear case. For the linear…
In this paper, we extend several time reversible numerical integrators to solve the Lorentz force equations from second order accuracy to higher order accuracy for relativistic charged particle tracking in electromagnetic fields. A fourth…
This work is devoted to convergence analysis of an exponential integrator scheme for semi-discretization in time of nonlinear stochastic wave equation. A unified framework is first set forth, which covers important cases of additive and…
Efficient time integration methods based on operator splitting are introduced for the Westervelt equation, a nonlinear damped wave equation that arises in nonlinear acoustics as mathematical model for the propagation of sound waves in high…
This paper proposes a frequency/time hybrid integral-equation method for the time dependent wave equation in two and three-dimensional spatial domains. Relying on Fourier Transformation in time, the method utilizes a fixed…
We consider semilinear hyperbolic systems with a trilinear nonlinearity. Both the differential equation and the initial data contain the inverse of a small parameter $\varepsilon$, and typical solutions oscillate with frequency proportional…
After extending the Clarkson-Kruskal's direct similarity reduction ansatz to a more general form, one may obtain various new types of reduction equations. Especially, some lower dimensional turbulence systems or chaotic systems may be…
We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…
We lift the constraint of a diagonal representation of the Hamiltonian by searching for square integrable bases that support an infinite tridiagonal matrix representation of the wave operator. The class of solutions obtained as such…