Related papers: Accelerating exponential integrators to efficientl…
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…
In this paper, we present a novel strategy to systematically construct linearly implicit energy-preserving schemes with arbitrary order of accuracy for Hamiltonian PDEs. Such novel strategy is based on the newly developed exponential scalar…
We consider a special type of fast reaction-diffusion systems in which the coefficients of the reaction terms of the two substances are much larger than those of the diffusion terms while the diffusive motion to the substrate is negligible.…
This paper is concerned with the design and analysis of symmetric low-regularity integrators for the semilinear Klein-Gordon equation. We first propose a general symmetrization procedure that allows for the systematic construction of…
Electro-quasistatic field problems involving nonlinear materials are commonly discretized in space using finite elements. In this paper, it is proposed to solve the resulting system of ordinary differential equations by an explicit…
In this paper, we develop a framework to construct energy-preserving methods for multi-components Hamiltonian systems, combining the exponential integrator and the partitioned averaged vector field method. This leads to numerical schemes…
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…
We present explicit methods for simulating diffusions whose generator is self-adjoint with respect to a known (but possibly not normalizable) density. These methods exploit this property and combine an optimized Runge-Kutta algorithm with a…
In this article, a family of two- and three-stage explicit multiquadric (MQ) and inverse multiquadric (IMQ) radial basis functions (RBFs) Runge-Kutta methods are introduced for solving ordinary differential equations. These methods are…
In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…
In this paper, we formulate and analyse exponential integrations when applied to nonlinear Schr\"{o}dinger equations in a normal or highly oscillatory regime. A kind of exponential integrators with energy preservation, optimal convergence…
For reaction-diffusion equations in irregular domain with moving boundaries, the numerical stability constraints from the reaction and diffusion terms often require very restricted time step size, while complex geometries may lead to…
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…
A rank-adaptive integrator for the dynamical low-rank approximation of matrix and tensor differential equations is presented. The fixed-rank integrator recently proposed by two of the authors is extended to allow for an adaptive choice of…
We consider planar traveling fronts between stable steady states in two-component singularly perturbed reaction-diffusion-advection equations, where a small quantity $\delta^2$ represents the ratio of diffusion coefficients. The fronts…
In this paper, we study the uniform accuracy of implicit-explicit (IMEX) Runge-Kutta (RK) schemes for general linear hyperbolic relaxation systems satisfying the structural stability condition proposed in \cite{yong_singular_1999}. We…
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…
This work presents the design of nonlinear stabilization techniques for the finite element discretization of Euler equations in both steady and transient form. Implicit time integration is used in the case of the transient form. A…
To achieve efficient and accurate long-time integration, we propose a fast, accurate, and stable high-order numerical method for solving fractional-in-space reaction-diffusion equations. The proposed method is explicit in nature and…
A second-order $L$-stable exponential time-differencing (ETD) method is developed by combining an ETD scheme with approximating the matrix exponentials by rational functions having real distinct poles (RDP), together with a dimensional…