Related papers: Robust Exponential Runge-Kutta Embedded Pairs
In this work we analyze the resort to high order exponential solvers for stiff ODEs in the context of cardiac electrophysiology modeling. The exponential Adams-Bashforth and the Rush-Larsen schemes will be considered up to order 4. These…
In this work, we present approaches to rigorously certify $A$- and $A(\alpha)$-stability in Runge-Kutta methods through the solution of convex feasibility problems defined by linear matrix inequalities. We adopt two approaches. The first is…
Applied to the master equation, the usual numerical integration methods, such as Runge-Kutta, become inefficient when the rates associated with various transitions differ by several orders of magnitude. We introduce an integration scheme…
This work presents a new evolutionary optimization algorithm in theoretical mathematics with important applications in scientific computing. The use of the evolutionary algorithm is justified by the difficulty of the study of the…
When one wishes to numerically solve an initial value problem, it is customary to rewrite it as an equivalent first-order system to which a method, usually from the class of Runge-Kutta methods, is applied. Directly treating higher-order…
We study computable embeddings for pairs of structures, i.e. for classes containing precisely two non-isomorphic structures. Surprisingly, even for some pairs of simple linear orders, computable embeddings induce a non-trivial degree…
Strong stability is a property of time integration schemes for ODEs that preserve temporal monotonicity of solutions in arbitrary (inner product) norms. It is proved that explicit Runge--Kutta schemes of order $p\in 4\mathbb{N}$ with $s=p$…
In this paper, we implement exponential integrators, specifically Integrating Factor (IF) and Exponential Time Differencing (ETD) methods, using pseudo-spectral techniques to solve phase-field equations within a Python framework. These…
In this paper a new Runge-Kutta type scheme is introduced for nonlinear stochastic partial differential equations (SPDEs) with multiplicative trace class noise. The proposed scheme converges with respect to the computational effort with a…
We propose and analyze a second-order, dimension-split exponential time differencing Runge--Kutta scheme (ETD2RK-DS) for multidimensional reaction--diffusion equations in two and three spatial dimensions. Under mild assumptions on the…
This paper introduces Exp-ParaDiag, a novel time-parallel method that combines the strength of exponential integrators into the ParaDiag framework. We develop and analyze Exp-ParaDiag based on first and second order accurate exponential…
Models in cardiac electrophysiology are coupled systems of reaction diffusion PDE and of ODE. The ODE system displays a very stiff behavior. It is non linear and its upgrade at each time step is a preponderant load in the computational…
We introduce two exponential-type integrators for the "good" Bousinessq equation. They are of orders one and two, respectively, and they require lower regularity of the solution compared to the classical exponential integrators. More…
Implicit-explicit Runge-Kutta (IMEX-RK) schemes are popular methods to treat multiscale equations that contain a stiff part and a non-stiff part, where the stiff part is characterized by a small parameter $\varepsilon$. In this work, we…
Two-points nonlocal problem for the first order differential evolution equation with an operator coefficient in a Banach space $X$ is considered. An exponentially convergent algorithm is proposed and justified in assumption that the…
This paper is devoted to discussing the weighted linear tensor product problems in the worst case setting. We consider algorithms that use finitely many evaluations of arbitrary continuous linear functionals. We investigate exponential $(s,…
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 present a novel numerical routine (oscode) with a C++ and Python interface for the efficient solution of one-dimensional, second-order, ordinary differential equations with rapidly oscillating solutions. The method is based on a…
We explore a novel way to numerically resolve the scaling behavior of finite-time singularities in solutions of nonlinear parabolic PDEs. The Runge--Kutta--Legendre (RKL) and Runge--Kutta--Gegenbauer (RKG) super-time-stepping methods were…
The exponential kernel \[E{g}(\lambda,w) = \exp -\frac{1}{\pi}\int_{\mathbb{C} } \frac{g(u)}{\overline{u-w} (u-\lambda) } da(u ),\] where the compactly supported bounded measurable function $g$ satisfies $0 \leq g\leq 1,$ and suitably…