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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,…
The integrating factor and exponential time differencing methods are implemented and tested for solving the time-dependent Kohn--Sham equations. Popular time propagation methods used in physics, as well as other robust numerical approaches,…
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…
Rational exponential integrators (REXI) are a class of numerical methods that are well suited for the time integration of linear partial differential equations with imaginary eigenvalues. Since these methods can be parallelized in time (in…
In this paper, we derive a variational integrator for certain highly oscillatory problems in mechanics. To do this, we take a new approach to the splitting of fast and slow potential forces: rather than splitting these forces at the level…
In this paper, we implement exponential integrators, specifically Integrating Factor (IF) and Exponential Time Differencing (ETD) methods, using pseudo-spectral techniques to solve phase-field equations within a Python framework. These…
Exponential time integrators have been applied successfully in several physics-related differential equations. However, their application in hyperbolic systems with absorbing boundaries, like the ones arising in seismic imaging, still lacks…
We conduct a thorough study of different forms of horizontally explicit and vertically implicit (HEVI) time-integration strategies for the compressible Euler equations on spherical domains typical of nonhydrostatic global atmospheric…
The time domain analysis of eddy current problems often requires the simulation of long time intervals, e.g. until a steady state is reached. Fast-switching excitations e.g. in pulsedwidth modulated signals require in addition very small…
We show that symplectic and linearly-implicit integrators proposed by [Zhang and Skeel, 1997] are variational linearizations of Newmark methods. When used in conjunction with penalty methods (i.e., methods that replace constraints by stiff…
This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…
To integrate large systems of nonlinear differential equations in time, we consider a variant of nonlinear waveform relaxation (also known as dynamic iteration or Picard-Lindel\"of iteration), where at each iteration a linear inhomogeneous…
A fixed time-step variational integrator cannot preserve momentum, energy, and symplectic form simultaneously for nonintegrable systems. This barrier can be overcome by treating time as a discrete dynamic variable and deriving adaptive…
High-performance computing trends towards many-core systems are expected to continue over the next decade. As a result, parallel-in-time methods, mathematical formulations which exploit additional degrees of parallelism in the time…
The machine learning explosion has created a prominent trend in modern computer hardware towards low precision floating-point operations. In response, there have been growing efforts to use low and mixed precision in general scientific…
Maxwell equations describe the propagation of electromagnetic waves and are therefore fundamental to understanding many problems encountered in the study of antennas and electromagnetics. The aim of this paper is to propose and analyse an…
Models in cardiac electrophysiology are coupled systems of reaction diffusion PDE and of ODE. The ODE system displays a very stiff behavior. It is non linear and its upgrade at each time step is a preponderant load in the computational…
This paper is a survey on exponential integrators to solve cubic-quintic complex Ginzburg-Landau equations and related stiff problems. In particular, we are interested in accurate computation near the pulsating and exploding soliton…
In this paper we describe a numerical algorithm for integrating the multicomponent, reacting, compressible Navier-Stokes equations, targeted for direct numerical simulation of combustion phenomena. The algorithm addresses two shortcomings…
The light damping hypothesis is usually assumed in structural dynamics since dissipative forces are in general weak with respect to inertial and elastic forces. In this paper a novel numerical method of time integration based on the…