Related papers: High-order accurate multi-sub-step implicit integr…

A novel second order family of explicit stabilized Runge-Kutta-Chebyshev methods for advection-diffusion-reaction equations is introduced. The new methods outperform existing schemes for relatively high Peclet number due to their favorable…

Accurately simulating long-time dynamics of many-body systems is a challenge in both classical and quantum computing due to the accumulation of Trotter errors. While low-order Trotter-Suzuki decompositions are straightforward to implement,…

In this paper, we develop a low-rank method with high-order temporal accuracy using spectral deferred correction (SDC) to compute linear matrix differential equations. In [1], a low rank numerical method is proposed to correct the modeling…

Stochastic differential equations (SDE) often exhibit large random transitions. This property, which we denote as pathwise stiffness, causes transient bursts of stiffness which limit the allowed step size for common fixed time step explicit…

We construct new, efficient, and accurate high-order finite differencing operators which satisfy summation by parts. Since these operators are not uniquely defined, we consider several optimization criteria: minimizing the bandwidth, the…

A single-step high-order implicit time integration scheme for the solution of transient and wave propagation problems is presented. It is constructed from the Pad\'e expansions of the matrix exponential solution of a system of first-order…

This paper proposes an explicit computational method for solving a three-dimensional system of nonlinear elastodynamic sine-Gordon equations subject to appropriate initial and boundary conditions. The time derivative is approximated by…

A high-order accurate implicit-mesh discontinuous Galerkin framework for wave propagation in single-phase and bi-phase solids is presented. The framework belongs to the embedded-boundary techniques and its novelty regards the spatial…

In this paper, the fourth-order explicit Runge-Kutta method (RK4) is used to make a Deferred Correction (DC) on the explicit midpoint rule, resulting in an explicit one-step method of order six of accuracy, denoted DC6RK2/4. Convergence and…

Motivated by studies on fully discrete numerical schemes for linear hyperbolic conservation laws, we present a framework on analyzing the strong stability of explicit Runge-Kutta (RK) time discretizations for semi-negative autonomous linear…

The concept of effective order is a popular methodology in the deterministic literature for the construction of efficient and accurate integrators for differential equations over long times. The idea is to enhance the accuracy of a…

We show that, even for extremely stiff systems, explicit integration may compete in both accuracy and speed with implicit methods if algebraic methods are used to stabilize the numerical integration. The required stabilizing algebra depends…

This work presents algorithms for the efficient implementation of discontinuous Galerkin methods with explicit time stepping for acoustic wave propagation on unstructured meshes of quadrilaterals or hexahedra. A crucial step towards…

We generalize previous work by Mardal, Nilssen, and Staff (2007, SIAM J. Sci. Comp. v. 29, pp. 361-375) and Rana, Howle, Long, Meek, and Milestone (2021, SIAM J. Sci. Comp. v. 43, p. 475-495) on order-optimal preconditioners for parabolic…

In order to treat the multiple time scales of ocean dynamics in an efficient manner, the baroclinic-barotropic splitting technique has been widely used for solving the primitive equations for ocean modeling. Based on the framework of strong…

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…

In this paper, two new families of fourth-order explicit exponential Runge--Kutta (ERK) methods with four stages are studied for solving first-order differential systems $y'(t)+My(t)=f(y(t))$. By comparing the Taylor series of the exact…

Trust region and cubic regularization methods have demonstrated good performance in small scale non-convex optimization, showing the ability to escape from saddle points. Each iteration of these methods involves computation of gradient,…

Motion planning and control problems are embedded and essential in almost all robotics applications. These problems are often formulated as stochastic optimal control problems and solved using dynamic programming algorithms. Unfortunately,…

We study the problem of solving strongly convex and smooth unconstrained optimization problems using stochastic first-order algorithms. We devise a novel algorithm, referred to as Recursive One-Over-T SGD (ROOT-SGD), based on an easily…