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Operator splitting methods allow to split the operator describing a complex dynamical system into a sequence of simpler subsystems and treat each part independently. In the modeling of dynamical problems, systems of (possibly coupled)…

Dynamical Systems · Mathematics 2023-09-01 Andreas Bartel , Malak Diab , Andreas Frommer , Michael Günther

Multi-physics simulation often involve multiple different scales. The ARKODE ODE solver package in the SUNDIALS library addresses multi-scale problems with a multi-rate time-integrator that can work with a right-hand side that has fast…

Numerical Analysis · Mathematics 2023-05-05 Cody J. Balos

SUNDIALS is a well-established numerical library that provides robust and efficient time integrators and nonlinear solvers. This paper overviews several significant improvements and new features added over the last three years to support…

Mathematical Software · Computer Science 2026-03-26 Steven B. Roberts , Mustafa Ağgül , Daniel R. Reynolds , Cody J. Balos , David J. Gardner , Carol S. Woodward

High-quality ordinary differential equation (ODE) solver libraries have a long history, going back to the 1970s. Over the past several years we have implemented, on top of the PETSc linear and nonlinear solver package, a new…

Numerical Analysis · Mathematics 2018-06-06 Shrirang Abhyankar , Jed Brown , Emil M. Constantinescu , Debojyoti Ghosh , Barry F. Smith , Hong Zhang

Numerically solving ordinary differential equations (ODEs) is a naturally serial process and as a result the vast majority of ODE solver software are serial. In this manuscript we developed a set of parallelized ODE solvers using…

Numerical Analysis · Mathematics 2022-09-13 Utkarsh , Chris Elrod , Yingbo Ma , Christopher Rackauckas

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

Differential algebraic equations (DAEs) describe the temporal evolution of systems that obey both differential and algebraic constraints. Of particular interest are systems that contain implicit relationships between their components, such…

Machine Learning · Computer Science 2025-07-23 James Koch , Madelyn Shapiro , Himanshu Sharma , Draguna Vrabie , Jan Drgona

Integration of nonlinear partial differential equations with the help of the non-commutative integration over octonions is studied. An apparatus permitting to take into account symmetry properties of PDOs is developed. For this purpose…

Analysis of PDEs · Mathematics 2018-12-18 Emmanuel Frenod , Sergey Victor Ludkowski

Operator-splitting methods are widespread in the numerical solution of differential equations, especially the initial-value problems in ordinary differential equations that arise from a method-of-lines discretization of partial differential…

Numerical Analysis · Mathematics 2024-07-09 Victoria Guenter , Siqi Wei , Raymond J. Spiteri

Neural operators have emerged as promising surrogate models for solving partial differential equations (PDEs), but struggle to generalise beyond training distributions and are often constrained to a fixed temporal discretisation. This work…

We provide a comprehensive survey of splitting and composition methods for the numerical integration of ordinary differential equations (ODEs). Splitting methods constitute an appropriate choice when the vector field associated with the ODE…

Numerical Analysis · Mathematics 2009-04-11 Sergio Blanes , Fernando Casas , Ander Murua

As part of the Exascale Computing Project (ECP), a recent focus of development efforts for the SUite of Nonlinear and DIfferential/ALgebraic equation Solvers (SUNDIALS) has been to enable GPU-accelerated time integration in scientific…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-04 Cody J. Balos , David J. Gardner , Carol S. Woodward , Daniel R. Reynolds

In recent years, the SUite of Nonlinear and DIfferential/ALgebraic equation Solvers (SUNDIALS) has been redesigned to better enable the use of application-specific and third-party algebraic solvers and data structures. Throughout this work,…

Mathematical Software · Computer Science 2023-05-08 David J. Gardner , Daniel R. Reynolds , Carol S. Woodward , Cody J. Balos

On the basis of additive schemes (splitting schemes) we construct efficient numerical algorithms to solve approximately the initial-boundary value problems for systems of time-dependent partial differential equations (PDEs). In many applied…

Numerical Analysis · Computer Science 2011-12-07 Petr N. Vabishchevich

Differential-algebraic equations (DAEs) integrate ordinary differential equations (ODEs) with algebraic constraints, providing a fundamental framework for developing models of dynamical systems characterized by timescale separation,…

Dynamical Systems · Mathematics 2026-02-27 Manu Jayadharan , Christina Catlett , Arthur N. Montanari , Niall M. Mangan

In this paper we investigate the computational complexity of solving ordinary differential equations (ODEs) $y^{\prime}=p(y)$ over \emph{unbounded time domains}, where $p$ is a vector of polynomials. Contrarily to the bounded (compact) time…

Computational Complexity · Computer Science 2017-01-18 Amaury Pouly , Daniel S. Graça

In recent years, SPDEs have become a well-studied field in mathematics. With their increase in popularity, it becomes important to efficiently approximate their solutions. Thus, our goal is a contribution towards the development of…

Numerical Analysis · Mathematics 2024-01-17 Evelyn Buckwar , Ana Djurdjevac , Monika Eisenmann

Mathematical models that couple partial differential equations (PDEs) and spatially distributed ordinary differential equations (ODEs) arise in biology, medicine, chemistry and many other fields. In this paper we discuss an extension to the…

Numerical Analysis · Mathematics 2017-08-28 Patrick E. Farrell , Johan E. Hake , Simon W. Funke , Marie E. Rognes

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Machine Learning · Computer Science 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

The spatially discretized magnetic vector potential formulation of magnetoquasistatic field problems is transformed from an infinitely stiff differential algebraic equation system into a finitely stiff ordinary differential equation (ODE)…

Computational Engineering, Finance, and Science · Computer Science 2017-09-26 Jennifer Dutiné , Markus Clemens , Sebastian Schöps
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