Related papers: Accelerating exponential integrators to efficientl…
It is well known that Lawson methods suffer from a severe order reduction when integrating initial boundary value problems where the solutions are not periodic in space or do not satisfy enough conditions of annihilation on the boundary.…
In this paper a set of previous general results for the development of B--series for a broad class of stochastic differential equations has been collected. The applicability of these results is demonstrated by the derivation of B--series…
This article studies a direct numerical approach for fractional advection-diffusion equations (ADEs). Using a set of cubic trigonometric B-splines as test functions, a differential quadrature (DQ) method is firstly proposed for the 1D and…
An efficient multigrid framework is developed for the time marching of steady-state compressible flows with a spatially high-order ($p$-order polynomial) modal discontinuous Galerkin method. The core algorithm that based on a global…
Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin…
We consider the efficient numerical solution of coupled dynamical systems, consisting of a small nonlinear part and a large linear time invariant part, possibly stemming from spatial discretization of an underlying partial differential…
We consider Implicit-Explicit (IMEX) Runge-Kutta (R-K) schemes for hyperbolic systems with stiff relaxation in the so-called diffusion limit. In such regime the system relaxes towards a convection-diffusion equation. The first objective of…
In this work, we construct and derive a new class of exponentially fitted two-derivative diagonally implicit Runge--Kutta (EFTDDIRK) methods for the numerical solution of differential equations with oscillatory solutions. First, a general…
We discuss Implicit-Explicit (IMEX) Runge Kutta methods which are particularly adapted to stiff kinetic equations of Boltzmann type. We consider both the case of easy invertible collision operators and the challenging case of Boltzmann…
In this paper, we present an error analysis of one-stage explicit extended Runge--Kutta--Nystr\"{o}m integrators for semilinear wave equations. These equations are analysed by using spatial semidiscretizations with periodic boundary…
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…
Analysis of an interface stabilised finite element method for the scalar advection-diffusion-reaction equation is presented. The method inherits attractive properties of both continuous and discontinuous Galerkin methods, namely the same…
We propose an efficient algorithmic framework for time domain circuit simulation using exponential integrator. This work addresses several critical issues exposed by previous matrix exponential based circuit simulation research, and makes…
Explicit Runge-Kutta methods are classical and widespread techniques in the numerical solution of ordinary differential equations (ODEs). Considering partial differential equations, spatial semidiscretisations can be used to obtain systems…
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…
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…
In this paper, we present a robust and fully discretized method for solving the time fractional diffusion equation with high-contrast multiscale coefficients. We establish the homogenized equation using a multicontinuum approach and employ…
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…
We present modifications of the second-order Douglas stabilizing corrections method, which is a splitting method based on the implicit trapezoidal rule. Inclusion of an explicit term in a forward Euler way is straightforward, but this will…
The existence, uniqueness, and exponential stability results for mild solutions to the fractional neutral stochastic differential system are presented in this article. To demonstrate the results, the concept of bounded integral contractors…