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Semi-implicit multilevel spectral deferred correction (SI-MLSDC) methods provide a promising approach for high-order time integration for nonlinear evolution equations including conservation laws. However, existing methods lack robustness…

Numerical Analysis · Mathematics 2025-12-09 Erik Pfister , Jörg Stiller

Spectral deferred corrections (SDC) are a class of iterative methods for the numerical solution of ordinary differential equations. SDC can be interpreted as a Picard iteration to solve a fully implicit collocation problem, preconditioned…

Numerical Analysis · Mathematics 2024-05-15 Ikrom Akramov , Sebastian Götschel , Michael Minion , Daniel Ruprecht , Robert Speck

Spectral deferred correction (SDC) methods are an attractive approach to iteratively computing collocation solutions to an ODE by performing so-called sweeps with a low-order time stepping method. SDC allows to easily construct high order…

Numerical Analysis · Mathematics 2016-03-18 Robert Speck , Daniel Ruprecht , Michael Minion , Matthew Emmett , Rolf Krause

Spectral deferred corrections (SDC) is an iterative approach for constructing higher- order accurate numerical approximations of ordinary differential equations. SDC starts with an initial approximation of the solution defined at a set of…

Computational Engineering, Finance, and Science · Computer Science 2017-06-14 R. W. Grout , H. Kolla , M. L. Minion , J. B. Bell

This paper presents a semi-implicit spectral deferred correction (SDC) method for incompressible Navier-Stokes problems with variable viscosity and time-dependent boundary conditions. The proposed method integrates elements of velocity- and…

Numerical Analysis · Mathematics 2020-10-28 Jörg Stiller

The paper investigates a variant of semi-implicit spectral deferred corrections (SISDC) in which the stiff, fast dynamics correspond to fast propagating waves ("fast-wave slow-wave problem"). We show that for a scalar test problem with two…

Numerical Analysis · Mathematics 2016-08-18 Daniel Ruprecht , Robert Speck

Spectral Deferred Correction (SDC) is an iterative method for the numerical solution of ordinary differential equations. It works by refining the numerical solution for an initial value problem by approximately solving differential…

Numerical Analysis · Mathematics 2025-09-09 Thomas Saupe , Sebastian Götschel , Thibaut Lunet , Daniel Ruprecht , Robert Speck

We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…

Numerical Analysis · Mathematics 2023-12-01 Peter Frolkovič , Svetlana Krišková , Michaela Rohová , Michal Žeravý

The spectral deferred correction (SDC) method is class of iterative solvers for ordinary differential equations (ODEs). It can be interpreted as a preconditioned Picard iteration for the collocation problem. The convergence of this method…

Numerical Analysis · Mathematics 2021-11-03 Gitte Kremling , Robert Speck

The Landau-Brazovskii model is a well-known Landau model for finding the complex phase structures in microphase-separating systems ranging from block copolymers to liquid crystals. It is critical to design efficient numerical schemes for…

Numerical Analysis · Mathematics 2023-08-09 Donghang Zhang , Lei Zhang

We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1,…

Numerical Analysis · Mathematics 2020-04-07 Daniel Z. Huang , Will Pazner , Per-Olof Persson , Matthew J. Zahr

Pseudospectral collocation methods and finite difference methods have been used for approximating an important family of soliton like solutions of the mKdV equation. These solutions present a structural instability which make difficult to…

Numerical Analysis · Mathematics 2011-09-29 Carlos Gorria , Miguel A. Alejo , Luis Vega

The reaction-diffusion model can generate a wide variety of spatial patterns, which has been widely applied in chemistry, biology, and physics, even used to explain self-regulated pattern formation in the developing animal embryo. In this…

Numerical Analysis · Mathematics 2020-01-29 Hui Zhang , Xiaoyun Jiang , Fanhai Zeng , George Em Karniadakis

In this paper, we develop a class of high-order conservative methods for simulating non-equilibrium radiation diffusion problems. Numerically, this system poses significant challenges due to strong nonlinearity within the stiff source terms…

Numerical Analysis · Mathematics 2024-01-30 Shaoqin Zheng , Min Tang , Qiang Zhang , Tao Xiong

We study the asymptotic stability of the semi-discrete (SD) numerical method for the approximation of stochastic differential equations. Recently, we examined the order of $\mathcal L^2$-convergence of the truncated SD method and showed…

Numerical Analysis · Mathematics 2020-08-10 Nikolaos Halidias , Ioannis S. Stamatiou

The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…

Numerical Analysis · Mathematics 2026-02-20 Boscarino Sebastiano , Giuseppe Izzo

We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…

Numerical Analysis · Mathematics 2020-01-14 Giacomo Albi , Lorenzo Pareschi

We propose new semi-implicit numerical methods for the integration of the stochastic Landau-Lifshitz equation with built-in angular momentum conservation. The performance of the proposed integrators is tested on the 1D Heisenberg chain. For…

Mesoscale and Nanoscale Physics · Physics 2013-11-26 J. H. Mentink , M. V. Tretyakov , A. Fasolino , M. I. Katsnelson , Th. Rasing

In this work we analyze the convergence properties of the Spectral Deferred Correction (SDC) method originally proposed by Dutt et al. [BIT, 40 (2000), pp. 241--266]. The framework for this high-order ordinary differential equation (ODE)…

Numerical Analysis · Mathematics 2019-07-24 Mathew F. Causley , David C. Seal

The spectral deferred correction (SDC) method is an iterative scheme for computing a higher-order collocation solution to an ODE by performing a series of correction sweeps using a low-order timestepping method. This paper examines a…

Numerical Analysis · Mathematics 2015-10-09 Robert Speck , Daniel Ruprecht , Matthew Emmett , Michael Minion , Matthias Bolten , Rolf Krause
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