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This paper deals with the construction and analysis of two integrators for (semi-linear) second-order partial differential-algebraic equations of semi-explicit type. More precisely, we consider an implicit-explicit Crank-Nicolson scheme as…

Numerical Analysis · Mathematics 2025-11-11 R. Altmann , B. Dörich , C. Zimmer

In the present contribution, we apply the double exponential Sinc-collocation method (DESCM) to the one-dimensional time independent Schr\"odinger equation for a class of rational potentials of the form $V(x) =p(x)/q(x)$. This algorithm is…

Numerical Analysis · Mathematics 2016-10-13 Philippe Gaudreau , Hassan Safouhi

We present a methodology for numerically integrating ordinary differential equations containing rapidly oscillatory terms. This challenge is distinct from that for differential equations which have rapidly oscillatory solutions: here the…

Numerical Analysis · Mathematics 2013-05-23 J. E. Bunder , A. J. Roberts

A novel numerical approach to solving the shallow-water equations on the sphere using high-order numerical discretizations in both space and time is proposed. A space-time tensor formalism is used to express the equations of motion…

Numerical Analysis · Mathematics 2021-11-12 Stéphane Gaudreault , Martin Charron , Valentin Dallerit , Mayya Tokman

The efficient numerical integration of large-scale matrix differential equations is a topical problem in numerical analysis and of great importance in many applications. Standard numerical methods applied to such problems require an unduly…

Numerical Analysis · Mathematics 2018-01-22 Hermann Mena , Alexander Ostermann , Lena-Maria Pfurtscheller , Chiara Piazzola

This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…

Numerical Analysis · Mathematics 2024-06-11 Dongping Li , Xue Wang , Xiuying Zhang

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

We propose algorithms for efficient time integration of large systems of oscillatory second order ordinary differential equations (ODEs) whose solution can be expressed in terms of trigonometric matrix functions. Our algorithms are based on…

Numerical Analysis · Mathematics 2023-04-07 M. A. Botchev , L. A. Knizhnerman , M. Schweitzer

We consider the numerical integration of the matrix Hill's equation. Parametric resonances can appear and this property is of great interest in many different physical applications. Usually, the Hill's equations originate from a Hamiltonian…

Numerical Analysis · Mathematics 2015-12-09 Philipp Bader , Sergio Blanes , Enrique Ponsoda , Muaz Seydaoğlu

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

In this paper, a symmetrized two-scale finite element method is proposed for a class of partial differential equations with symmetric solutions. With this method, the finite element approximation on a fine tensor product grid is reduced to…

Numerical Analysis · Mathematics 2022-06-01 Pengyu Hou , Fang Liu , Aihui Zhou

We revisit the volume Green's function integral equation for modelling light scattering with discretization strategies as well as numerical integration recipes borrowed from finite element method. The merits of introducing finite element…

Optics · Physics 2019-06-26 Wen Li , Dong Tan , Jing Xu , Shubo Wang , Yuntian Chen

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

We present a fast direct solver for two dimensional scattering problems, where an incident wave impinges on a penetrable medium with compact support. We represent the scattered field using a volume potential whose kernel is the outgoing…

Numerical Analysis · Mathematics 2015-05-28 Sivaram Ambikasaran , Carlos Borges , Lise-Marie Imbert-Gerard , Leslie Greengard

We present and analyze fully discrete Nystr\"om methods for the solution of three classes of well conditioned boundary integral equations for the solution of two dimensional scattering problems by homogeneous dielectric scatterers.…

Numerical Analysis · Mathematics 2014-04-07 Y. Boubendir , V. Dominguez , C. Turc

We present and analyse a new conforming space-time Galerkin discretisation of a semi-linear wave equation, based on a variational formulation derived from De Giorgi's elliptic regularisation viewpoint of the wave equation in second-order…

Numerical Analysis · Mathematics 2025-10-22 Lehel Banjai , Emmanuil H. Georgoulis , Brian Hennessy

We propose a third-order numerical integrator based on the Neumann series and the Filon quadrature, designed mainly for highly oscillatory partial differential equations. The method can be applied to equations that exhibit small or moderate…

Numerical Analysis · Mathematics 2024-06-21 Rafał Perczyński , Grzegorz Madejski

In this paper, we propose a tensor type of discretization and optimization process for solving high dimensional partial differential equations. First, we design the tensor type of trial function for the high dimensional partial differential…

Numerical Analysis · Mathematics 2022-12-01 Yangfei Liao , Yifan Wang , Hehu Xie

We consider the numerical solution of large-scale symmetric differential matrix Riccati equations. Under certain hypotheses on the data, reduced order methods have recently arisen as a promising class of solution strategies, by forming…

Numerical Analysis · Mathematics 2020-01-14 Gerhard Kirsten , Valeria Simoncini

A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…

Numerical Analysis · Mathematics 2020-01-08 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian
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