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Two types of second-order in time partial differential equations (PDEs), namely semilinear wave equations and semilinear beam equations are considered. To solve these equations with exponential integrators, we present an approach to compute…

Numerical Analysis · Mathematics 2022-10-13 Alexander Ostermann , Duy Phan

We propose a second order exponential scheme suitable for two-component coupled systems of stiff evolutionary advection--diffusion--reaction equations in two and three space dimensions. It is based on a directional splitting of the involved…

Numerical Analysis · Mathematics 2023-11-27 Marco Caliari , Fabio Cassini

Cloud and precipitation microphysics packages in atmospheric general circulation models typically use first-order time integration methods with a large time step, requiring ad hoc limiters and substepping of the sedimentation scheme to…

Atmospheric and Oceanic Physics · Physics 2026-03-13 Justin Dong , Sean P. Santos , Steven B. Roberts , Christopher J. Vogl , Carol S. Woodward

Dozens of exponential integration formulas have been proposed for the high-accuracy solution of stiff PDEs such as the Allen-Cahn, Korteweg-de Vries and Ginzburg-Landau equations. We report the results of extensive comparisons in MATLAB and…

Numerical Analysis · Mathematics 2020-05-21 Hadrien Montanelli , Niall Bootland

In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…

Numerical Analysis · Mathematics 2022-04-04 Dianming Hou , Zhonghua Qiao

We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the standard time stepping methods which uses basic increments of…

Numerical Analysis · Mathematics 2010-05-31 Gabriel J. Lord , Antoine Tambue

Many interesting applications of hyperbolic systems of equations are stiff, and require the time step to satisfy restrictive stability conditions. One way to avoid small time steps is to use implicit time integration. Implicit integration…

Numerical Analysis · Mathematics 2021-12-30 G. Puppo , M. Semplice , G. Visconti

In this paper we consider an approach to improve the performance of exponential Runge--Kutta integrators and Lawson schemes} in cases where the solution of a related, but usually much simpler, problem can be computed efficiently. While for…

Numerical Analysis · Mathematics 2023-10-20 Marco Caliari , Fabio Cassini , Lukas Einkemmer , Alexander Ostermann

We present a parallel implicit-explicit time integration scheme for the advection-diffusion-reaction systems arising from the equations governing low-Mach number combustion with complex chemistry. Our strategy employs parallelization across…

Numerical Analysis · Mathematics 2018-10-03 Francois Hamon , Marcus Day , Michael Minion

Stiff systems of ordinary differential equations (ODEs) arise in a wide range of scientific and engineering disciplines and are traditionally solved using implicit integration methods due to their stability and efficiency. However, these…

Numerical Analysis · Mathematics 2024-12-02 Colby Fronk , Linda Petzold

We propose a fast integrator to a class of dynamical systems with several temporal scales. The proposed method is developed as an extension of the variable step size Heterogeneous Multiscale Method (VSHMM), which is a two-scale integrator…

Numerical Analysis · Mathematics 2015-10-21 Yoonsang Lee , Bjorn Engquist

An adpative integration technique for time advancement of particle motion in the context of coupled computational fluid dynamics (CFD) - discrete element method (DEM) simulations is presented in this work. CFD-DEM models provide an accurate…

Computational Physics · Physics 2018-02-28 Hariswaran Sitaraman , Ray Grout

In this paper we propose a novel way to integrate time-evolving partial differential equations that contain nonlinear advection and stiff linear operators, combining exponential integration techniques and semi-Lagrangian methods. The…

Computational Physics · Physics 2019-11-05 Pedro da Silva Peixoto , Martin Schreiber

Trigonometric time integrators are introduced as a class of explicit numerical methods for quasilinear wave equations. Second-order convergence for the semi-discretization in time with these integrators is shown for a sufficiently regular…

Numerical Analysis · Mathematics 2017-08-28 Ludwig Gauckler , Jianfeng Lu , Jeremy L. Marzuola , Frédéric Rousset , Katharina Schratz

Many integral equation-based methods are available for problems of time-harmonic electromagnetic scattering from perfect electric conductors. Among the many challenges that arise in such calculations are the avoidance of spurious…

Numerical Analysis · Mathematics 2025-07-17 Felipe Vico , Leslie Greengard , Michael O'Neil , Manas Rachh

Many interesting physical problems described by systems of hyperbolic conservation laws are stiff, and thus impose a very small time-step because of the restrictive CFL stability condition. In this case, one can exploit the superior…

Numerical Analysis · Mathematics 2025-02-17 Gabriella Puppo , Matteo Semplice , Giuseppe Visconti

In this contribution, we develop a variational integrator for the simulation of (stochastic and multiscale) electric circuits. When considering the dynamics of an electrical circuit, one is faced with three special situations: 1. The system…

Numerical Analysis · Mathematics 2011-03-10 Sina Ober-Blöbaum , Molei Tao , Mulin Cheng , Houman Owhadi , Jerrold E. Marsden

We discuss the efficient implementation of Hamiltonian BVMs (HBVMs), a recently introduced class of energy preserving methods for canonical Hamiltonian systems, via their blended formulation. We also discuss the case of separable problems,…

Numerical Analysis · Mathematics 2011-12-20 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

An approach is presented for implicit time integration in computations of red blood cell flow by a spectral boundary integral method. The flow of a red cell in ambient fluid is represented as a boundary integral equation (BIE), whose…

Numerical Analysis · Mathematics 2021-09-29 Pei Chuan Chao , Ali Gürbüz , Frederick Sachs , M. V. Sivaselvan

We propose a novel family of asymptotically stable, implicit-explicit, adaptive, time integration method (denoted with the $\theta$-method) for the solution of the fractional advection-diffusion-reaction (FADR) equations. This family of…

Numerical Analysis · Mathematics 2023-01-18 Dipa Ghosh , Tanisha Chauhan , Sarthok Sircar
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