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A newly developed method for systematically improving the convergence of path integrals for transition amplitudes, introduced in Phys. Rev. Lett. 94 (2005) 180403, Phys. Rev. B 72 (2005) 064302, Phys. Lett. A 344 (2005) 84, and expectation…

Statistical Mechanics · Physics 2011-08-08 Danica Stojiljkovic , Aleksandar Bogojevic , Antun Balaz

We present a novel Exchange Monte Carlo (EMC) method designed for application in continuous-space Path Integral Monte Carlo (PIMC) simulations at finite temperature. Traditional PIMC methods for bosonic systems suffer from long…

Statistical Mechanics · Physics 2026-05-26 Xun Zhao , Synge Todo

Implicit-Explicit (IMEX) schemes are widely used for time integration methods for approximating solutions to a large class of problems. In this work, we develop accurate a posteriori error estimates of a quantity of interest for…

Numerical Analysis · Mathematics 2016-10-19 Jehanzeb H. Chaudhry , J. B. Collins , John N. Shadid

In many applications, the governing PDE to be solved numerically contains a stiff component. When this component is linear, an implicit time stepping method that is unencumbered by stability restrictions is often preferred. On the other…

Numerical Analysis · Mathematics 2021-04-27 Kevin Chow , Steven J. Ruuth

We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which…

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

In contrast to the prevailing view in the literature, it is shown that even extremely stiff sets of ordinary differential equations may be solved efficiently by explicit methods if limiting algebraic solutions are used to stabilize the…

Solar and Stellar Astrophysics · Physics 2016-08-01 Mike Guidry

This paper presents a novel implicit scheme for the constraint resolution in real-time finite element simulations in the presence of contact and friction. Instead of using the standard motion correction scheme, we propose an iterative…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-13 Ziqiu Zeng , Hadrien Courtecuisse

Conventional classical solvers are commonly used for solving matrix equation systems resulting from the discretization of SIEs in computational electromagnetics (CEM). However, the memory requirement would become a bottleneck for classical…

Quantum Physics · Physics 2025-12-04 Rui Chen , Teng-Yang Ma , Meng-Han Dou , Chao-Fu Wang

Simulating quantum circuits using classical computers lets us analyse the inner workings of quantum algorithms. The most complete type of simulation, strong simulation, is believed to be generally inefficient. Nevertheless, several…

Quantum Physics · Physics 2013-02-25 T. H. Johnson , J. D. Biamonte , S. R. Clark , D. Jaksch

The recently developed energy conserving semi-implicit method (ECsim) for PIC simulation is applied to multiple scale problems where the electron-scale physics needs to be only partially retained and the interest is on the macroscopic or…

Computational Physics · Physics 2017-05-24 Giovanni Lapenta , Diego Gonzalez-Herrero , Elisabetta Boella

In this paper we investigate a new class of implicit-explicit (IMEX) two-step methods of Peer type for systems of ordinary differential equations with both non-stiff and stiff parts included in the source term. An extrapolation approach…

Numerical Analysis · Mathematics 2017-03-29 Jens Lang , Willem Hundsdorfer

A novel dielectric scheme is proposed for strongly coupled electron liquids that handles quantum mechanical effects beyond the random phase approximation level and treats electronic correlations within the integral equation theory of…

Statistical Mechanics · Physics 2023-04-12 Panagiotis Tolias , Federico Lucco Castello , Tobias Dornheim

We explore a class of splitting schemes employing implicit-explicit (IMEX) time-stepping to achieve accurate and energy-stable solutions for thin-film equations and Cahn-Hilliard models with variable mobility. This splitting method…

Numerical Analysis · Mathematics 2024-05-31 Saulo Orizaga , Thomas Witelski

Designing efficient and accurate numerical solvers for high-dimensional partial differential equations (PDEs) remains a challenging and important topic in computational science and engineering, mainly due to the "curse of dimensionality" in…

Numerical Analysis · Mathematics 2025-08-20 Senwei Liang , Haizhao Yang

We propose second-order implicit-explicit (IMEX) time-stepping schemes for nonlinear fractional differential equations with fractional order $0<\beta<1$. From the known structure of the non-smooth solution and by introducing corresponding…

Numerical Analysis · Mathematics 2016-08-03 Wanrong Cao , Fanhai Zeng , Zhongqiang Zhang , George Em Karniadakis

The growing penetration of inverter-based resources and associated controls necessitates system-wide electromagnetic transient (EMT) analyses. EMT tools and methods today were not designed for the scale of these analyses. In light of the…

Systems and Control · Electrical Eng. & Systems 2023-05-04 Amritanshu Pandey

This manuscript contains some thoughts on the discretization of the classical heat equation. Namely, we discuss the advantages and disadvantages of explicit and implicit schemes. Then, we show how to overcome some disadvantages while…

Numerical Analysis · Computer Science 2020-02-21 Denys Dutykh

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

The coupled system, where one is a degenerate parabolic equation and the other has not a diffusion term arises in the modeling of European options with liquidity shocks. Two implicit-explicit (IMEX) schemes that preserve the positivity of…

Computational Finance · Quantitative Finance 2015-04-01 W. Mudzimbabwe , Lubin G. Vulkov

In this paper, we extend the implicit-explicit (IMEX) methods of Peer type recently developed in [Lang, Hundsdorfer, J. Comp. Phys., 337:203--215, 2017] to a broader class of two-step methods that allow the construction of super-convergent…

Numerical Analysis · Mathematics 2018-06-08 Moritz Schneider , Jens Lang , Willem Hundsdorfer