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We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…

Numerical Analysis · Mathematics 2020-01-14 Giacomo Albi , Lorenzo Pareschi

A coercivity property of temporal convolution operators is an essential tool in the analysis of time-dependent boundary integral equations and their space and time discretisations. It is known that this coercivity property is inherited by…

Numerical Analysis · Mathematics 2017-02-28 Lehel Banjai , Christian Lubich

This paper investigates an efficient exponential integrator generalized multiscale finite element method for solving a class of time-evolving partial differential equations in bounded domains. The proposed method first performs the spatial…

Numerical Analysis · Mathematics 2024-07-08 Leonardo A. Poveda , Juan Galvis , Eric Chung

We note a fact that stiff systems or differential equations that have highly oscillatory solutions cannot be solved efficiently using conventional methods. In this paper, we study two new classes of exponential Runge-Kutta (ERK) integrators…

Numerical Analysis · Mathematics 2023-12-06 Bin Wang , Xianfa Hu , Xinyuan Wu

Splitting the exponential-like $\varphi$ functions, which typically appear in exponential integrators, is attractive in many situations since it can dramatically reduce the computational cost of the procedure. However, depending on the…

Numerical Analysis · Mathematics 2025-03-21 Marco Caliari , Fabio Cassini , Lukas Einkemmer , Alexander Ostermann

We introduce a high-order space-time approximation of the Shallow Water Equations with sources that is invariant-domain preserving (IDP) and well-balanced with respect to rest states. The employed time-stepping technique is a novel explicit…

Numerical Analysis · Mathematics 2025-09-09 Jean-Luc Guermond , Matthias Maier , Eric Tovar

The semidiscretization of a sound soft scattering problem modelled by the wave equation is analyzed. The spatial treatment is done by integral equation methods. Two temporal discretizations based on Runge-Kutta convolution quadrature are…

Numerical Analysis · Mathematics 2024-07-25 Jens Markus Melenk , Alexander Rieder

A time discretization method is called strongly stable, if the norm of its numerical solution is nonincreasing. It is known that, even for linear semi-negative problems, many explicit Runge--Kutta (RK) methods fail to preserve this…

Numerical Analysis · Mathematics 2019-12-30 Zheng Sun , Chi-Wang Shu

This letter studies symmetric and symplectic exponential integrators when applied to numerically computing nonlinear Hamiltonian systems. We first establish the symmetry and symplecticity conditions of exponential integrators and then show…

Numerical Analysis · Mathematics 2018-12-11 Yajun Wu , Bin Wang

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 Time Domain-Electric Field Integral Equation (TD-EFIE) and its differentiated version are widely used to simulate the transient scattering of a time dependent electromagnetic field by a Perfect Electrical Conductor (PEC). The time…

Computational Physics · Physics 2020-04-23 Alexandre Dély , Francesco P. Andriulli , Kristof Cools

Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…

Numerical Analysis · Mathematics 2025-06-24 Robert C. Kirby , John D. Stephens

In this paper, we study symmetric integrators for solving second-order ordinary differential equations on the basis of the notion of continuous-stage Runge-Kutta-Nystrom methods. The construction of such methods heavily relies on the…

Numerical Analysis · Mathematics 2024-12-20 Wensheng Tang , Jingjing Zhang

This article extends the theory of dual-consistent summation-by-parts (SBP) and generalized SBP (GSBP) time-marching methods by showing that they are implicit Runge-Kutta schemes. Through this connection, the accuracy theory for the…

Numerical Analysis · Mathematics 2016-01-26 Pieter D. Boom , David W. Zingg

Explicit Runge-Kutta schemes with large stable step sizes are developed for integration of high order spectral difference spatial discretization on quadrilateral grids. The new schemes permit an effective time step that is substantially…

Numerical Analysis · Mathematics 2013-07-16 M. Parsani , D. I. Ketcheson , W. Deconinck

The work deals with two major topics concerning the numerical analysis of Runge-Kutta-like (RK-like) methods, namely their stability and order of convergence. RK-like methods differ from additive RK methods in that their coefficients are…

Numerical Analysis · Mathematics 2025-06-26 Thomas Izgin

The result after $N$ steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy $\epsilon$, by solving only $$O\Big(\log N \log \frac1\epsilon \Big) $$ linear…

Numerical Analysis · Mathematics 2011-11-10 María López-Fernández , Christian Lubich , Cesar Palencia , Achim Schädle

In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…

Numerical Analysis · Mathematics 2020-06-17 Xianyi Zeng , Md Mahmudul Hasan

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

We consider the periodic initial-value problem for the Korteweg-de Vries equation that we discretize in space by a spectral Fourier-Galerkin method and in time by an implicit, high order, Runge-Kutta scheme of composition type based on the…

Numerical Analysis · Mathematics 2021-03-23 Vassilios A. Dougalis , Angel Durán
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