Related papers: Robust Exponential Runge-Kutta Embedded Pairs
Stabilized Runge-Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For semi-discrete parabolic problems, for instance, stabilized…
In this paper we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for…
The solution of inverse problems in a variational setting finds best estimates of the model parameters by minimizing a cost function that penalizes the mismatch between model outputs and observations. The gradients required by the numerical…
Exponential integrability properties of numerical approximations are a key tool for establishing positive rates of strong and numerically weak convergence for a large class of nonlinear stochastic differential equations. It turns out that…
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…
We prove that Runge-Kutta (RK) methods for numerical integration of arbitrarily large systems of Ordinary Differential Equations are linearly stable. Standard stability arguments -- based on spectral analysis, resolvent condition or strong…
The Lindblad equation is a widely used quantum master equation to model the dynamical evolution of open quantum systems whose states are described by density matrices. These solution matrices are characterized by semi-positiveness and trace…
Exponential integrators are special time discretization methods where the traditional linear system solves used by implicit schemes are replaced with computing the action of matrix exponential-like functions on a vector. A very general…
Linearly implicit Runge-Kutta methods with approximate matrix factorization can solve efficiently large systems of differential equations that have a stiff linear part, e.g. reaction-diffusion systems. However, the use of approximate…
This paper investigates the equations of motion for a relativistic charged particle in a general magnetic field. By reformulating the dynamics in four-dimensional spacetime and separating the linear and nonlinear parts, we construct an…
This paper introduces a new class of numerical methods for the time integration of evolution equations set as Cauchy problems of ODEs or PDEs. The systematic design of these methods mixes the Runge-Kutta collocation formalism with…
In this paper, we consider the task of efficiently computing the numerical solution of evolutionary complex Ginzburg--Landau equations on Cartesian product domains with homogeneous Dirichlet/Neumann or periodic boundary conditions. To this…
Multirate integration is an increasingly relevant tool that enables scientists to simulate multiphysics systems. Existing multirate methods are designed for equations whose fast and slow variables can be linearly separated using additive or…
We construct explicit integrators of arbitrary even orders of accuracy for massive point vortex dynamics in binary mixture of Bose--Einstein condensates proposed by Richaud et al. The integrators are symplectic and preserve the angular…
We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special…
Dynamic systems have a fundamental relevance in the description of physical phenomena. The search for more accurate and faster numerical integration methods for the resolution of such systems is, therefore, an important topic of research.…
In this paper, a family of arbitrarily high-order structure-preserving exponential Runge-Kutta methods are developed for the nonlinear Schr\"odinger equation by combining the scalar auxiliary variable approach with the exponential…
In this paper, we propose a $\mu$-mode integrator for computing the solution of stiff evolution equations. The integrator is based on a $d$-dimensional splitting approach and uses exact (usually precomputed) one-dimensional matrix…
When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…
Matrix differential Riccati equation (DRE) typically exhibits transient and steady-state phases, posing challenges for fixed-step time integration methods, which may lack accuracy during transients or oversample in steady regimes. In this…