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Related papers: Robust Exponential Runge-Kutta Embedded Pairs

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The structural flexibility of the exponential propagation iterative methods of Runge-Kutta type (EPIRK) enables construction of particularly efficient exponential time integrators. While the EPIRK methods have been shown to perform well on…

Numerical Analysis · Mathematics 2016-08-03 Greg Rainwater , Mayya Tokman

Exponential Runge-Kutta methods constitute efficient integrators for semilinear stiff problems. So far, however, explicit exponential Runge-Kutta methods are available in the literature up to order 4 only. The aim of this paper is to…

Classical Analysis and ODEs · Mathematics 2016-06-20 Vu Thai Luan , Alexander Ostermann

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

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

Exponential integrators are a well-known class of time integration methods that have been the subject of many studies and developments in the past two decades. Surprisingly, there have been limited efforts to analyze their stability and…

Numerical Analysis · Mathematics 2021-08-03 Tommaso Buvoli , Michael L. Minion

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

In this paper a technique is given to recover the classical order of the method when explicit exponential Runge-Kutta methods integrate reaction-diffusion problems. Although methods of high stiff order for problems with vanishing boundary…

Numerical Analysis · Mathematics 2022-11-22 Begoña Cano , Marí a Jesús Moreta

Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial…

Numerical Analysis · Mathematics 2023-11-07 Tommaso Buvoli , Michael L. Minion

In this paper, exponential Runge-Kutta methods of collocation type (ERKC) which were originally proposed in (Appl Numer Math 53:323-339, 2005) are extended to semilinear parabolic problems with time-dependent delay. Two classes of the ERKC…

Numerical Analysis · Mathematics 2025-12-30 Qiumei Huang , Alexander Ostermann , Gangfan Zhong

In this survey, we provide an in-depth investigation of exponential Runge-Kutta methods for the numerical integration of initial-value problems. These methods offer a valuable synthesis between classical Runge-Kutta methods, introduced more…

Numerical Analysis · Mathematics 2026-04-27 Alessia andò , Nicolò Cangiotti , Mattia Sensi

This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. The proposed methods are based on a specific subset of explicit one-step…

Numerical Analysis · Mathematics 2019-04-16 Vu Thai Luan , Rujeko Chinomona , Daniel R. Reynolds

The main objective of this series of papers is to explore the entire landscape of numerical methods for fast nonlinear Fourier transformation (NFT) within the class of integrators known as the exponential integrators. In this paper, we…

Numerical Analysis · Mathematics 2018-12-13 Vishal Vaibhav

We present a class of exponential integrators to compute solutions of the stochastic Schr\"odinger equation arising from the modeling of open quantum systems. In order to be able to implement the methods within the same framework as the…

Computational Physics · Physics 2020-02-05 Jingze Li , Xiantao Li

Runge-Kutta methods have an irreplaceable position among numerical methods designed to solve ordinary differential equations. Especially, implicit ones are suitable for approximating solutions of stiff initial value problems. We propose a…

Numerical Analysis · Mathematics 2024-12-13 Hana Mizerová , Katarína Tvrdá

The aim of this paper is to construct and analyze exponential Runge-Kutta methods for the temporal discretization of a class of semilinear parabolic problems with arbitrary state-dependent delay. First, the well-posedness of the problem is…

Numerical Analysis · Mathematics 2025-09-12 Qiumei Huang , Alexander Ostermann , Gangfan Zhong

Among the family of fourth-order time integration schemes, the two-stage Gauss--Legendre method, which is an implicit Runge--Kutta method based on collocation, is the only superconvergent. The computational cost of this implicit scheme for…

Numerical Analysis · Mathematics 2016-06-20 Vu Thai Luan

We consider the development of exponential methods for the robust time discretization of space inhomogeneous Boltzmann equations in stiff regimes. Compared to the space homogeneous case, or more in general to the case of splitting based…

Numerical Analysis · Mathematics 2012-08-14 Qin Li , Lorenzo Pareschi

This work constructs the first-ever sixth-order exponential Runge--Kutta (ExpRK) methods for the time integration of stiff parabolic PDEs. First, we leverage the exponential B-series theory to restate the stiff order conditions for ExpRK…

Numerical Analysis · Mathematics 2024-02-28 Vu Thai Luan , Trky Alhsmy

In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation…

Numerical Analysis · Mathematics 2024-12-03 Jianguo Huang , Yuejin Xu

Strong stability preserving (SSP) Runge-Kutta methods are often desired when evolving in time problems that have two components that have very different time scales. Where the SSP property is needed, it has been shown that implicit and…

Numerical Analysis · Mathematics 2018-08-15 Sigal Gottlieb , Zachary J. Grant , Leah Isherwood