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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

The efficient numerical solution of many kinetic models in plasma physics is impeded by the stiffness of these systems. Exponential integrators are attractive in this context as they remove the CFL condition induced by the linear part of…

Numerical Analysis · Mathematics 2020-11-16 Nicolas Crouseilles , Lukas Einkemmer , Josselin Massot

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

Time integration of advection dominated advection-diffusion problems on refined meshes can be a challenging task, since local refinement can lead to a severe time step restriction, whereas standard implicit time stepping is usually hardly…

Numerical Analysis · Mathematics 2020-10-13 M. A. Botchev

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

In this paper, we present a robust and fully discretized method for solving the time fractional diffusion equation with high-contrast multiscale coefficients. We establish the homogenized equation using a multicontinuum approach and employ…

Numerical Analysis · Mathematics 2025-07-30 Yifei Gao , Yating Wang , Wing Tat Leung , Zhengya Yang

The existence, uniqueness, and exponential stability results for mild solutions to the fractional neutral stochastic differential system are presented in this article. To demonstrate the results, the concept of bounded integral contractors…

Dynamical Systems · Mathematics 2024-02-16 Dimplekumar Chalishajar , K. Dhanalakshmi , K. Ramkumar , K. Ravikumar

In this paper we propose a novel way to integrate time-evolving partial differential equations that contain nonlinear advection and stiff linear operators, combining exponential integration techniques and semi-Lagrangian methods. The…

Computational Physics · Physics 2019-11-05 Pedro da Silva Peixoto , Martin Schreiber

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

We study the exponential stability of evolutionary equations. The focus is laid on second order problems and we provide a way to rewrite them as a suitable first order evolutionary equation, for which the stability can be proved by using…

Analysis of PDEs · Mathematics 2015-05-11 Sascha Trostorff

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

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

Structure-preserving linearly implicit exponential integrators are constructed for Hamiltonian partial differential equations with linear constant damping. Linearly implicit integrators are derived by polarizing the polynomial terms of the…

Numerical Analysis · Mathematics 2024-03-19 Murat Uzunca , Bülent Karasözen

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…

Numerical Analysis · Mathematics 2018-11-26 Dina Razafindralandy , Vladimir Salnikov , Aziz Hamdouni , Ahmad Deeb

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

This paper deals with the stability analysis of a nonlinear time-delayed dispersive equation of order four. First, we prove the well-posedness of the system and give some regularity results. Then, we show that the zero solution of the…

Analysis of PDEs · Mathematics 2020-07-27 Kaïs Ammari , Boumediène Chentouf , Nejib Smaoui

Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper, we derive explicit stabilized integrators of orders one and…

Numerical Analysis · Mathematics 2023-06-09 Ibrahim Almuslimani , Gilles Vilmart

The goal of this project is to compare the performance of exponential time integrators with traditional methods such as diagonally implicit Runge-Kutta methods in the context of solving the system of reduced magnetohydrodynamics (RMHD). In…

Numerical Analysis · Mathematics 2022-07-07 Valentin Dallerit , Mayya Tokman , Ilon Joseph

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

This paper studies exponential stability properties of a class of two-dimensional (2D) systems called differential repetitive processes (DRPs). Since a distinguishing feature of DRPs is that the problem domain is bounded in the "time"…

Dynamical Systems · Mathematics 2017-10-16 Berk Altın , Kira Barton
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