Related papers: Gautschi-type and implicit-explicit integrators fo…
Electro-quasistatic field problems involving nonlinear materials are commonly discretized in space using finite elements. In this paper, it is proposed to solve the resulting system of ordinary differential equations by an explicit…
The isentropic compressible Cahn-Hilliard-Navier-Stokes equations is a system of fourth-order partial differential equations that model the evolution of some binary fluids under convection. The purpose of this paper is the design of…
The explicit split-operator algorithm is often used for solving the linear and nonlinear time-dependent Schr\"{o}dinger equations. However, when applied to certain nonlinear time-dependent Schr\"{o}dinger equations, this algorithm loses…
Time-implicit schemes are attractive since they allow numerical time steps that are much larger than those permitted by the Courant-Friedrich-Lewy criterion characterizing time-explicit methods. This advantage comes, however, with a cost:…
Matrix Riccati differential equations arise in many different areas and are particular important within the field of control theory. In this paper we consider numerical integration for large-scale systems of stiff matrix Riccati…
Among the family of fourth-order time integration schemes, the two-stage Gauss--Legendre method, which is an implicit Runge--Kutta method based on collocation, is the only superconvergent. The computational cost of this implicit scheme for…
In this work, we study and extend a class of semi-Lagrangian exponential methods, which combine exponential time integration techniques, suitable for integrating stiff linear terms, with a semi-Lagrangian treatment of nonlinear advection…
This work is devoted to convergence analysis of an exponential integrator scheme for semi-discretization in time of nonlinear stochastic wave equation. A unified framework is first set forth, which covers important cases of additive and…
We propose a novel non-iterative domain decomposition time integrator for acoustic wave equations using a discontinuous Galerkin discretization in space. It is based on a local Crank-Nicolson approximation combined with a suitable local…
An error analysis of trigonometric integrators (or exponential integrators) applied to spatial semi-discretizations of semilinear wave equations with periodic boundary conditions in one space dimension is given. In particular, optimal…
This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…
We propose two implicit numerical schemes for the low-rank time integration of stiff nonlinear partial differential equations. Our approach uses the preconditioned Riemannian trust-region method of Absil, Baker, and Gallivan, 2007. We…
This paper is concerned about the implicit-explicit (IMEX) methods for a class of dissipative wave systems with time-varying velocity feedbacks and nonlinear potential energies, equipped with different boundary conditions. Firstly, we…
Explicit step-truncation tensor methods have recently proven successful in integrating initial value problems for high-dimensional partial differential equations (PDEs). However, the combination of non-linearity and stiffness may introduce…
Alternating Directions Implicit (ADI) integration is an operator splitting approach to solve parabolic and elliptic partial differential equations in multiple dimensions based on solving sequentially a set of related one-dimensional…
Our goal is to find closed form analytic expressions for the solitary waves of nonlinear nonintegrable partial differential equations. The suitable methods, which can only be nonperturbative, are classified in two classes. In the first…
This paper addresses how two time integration schemes, the Heun's scheme for explicit time integration and the second-order Crank-Nicolson scheme for implicit time integration, can be coupled spatially. This coupling is the prerequisite to…
The objective of this work is the introduction and investigation of favourable time integration methods for the Gross--Pitaevskii equation with rotation term. Employing a reformulation in rotating Lagrangian coordinates, the equation takes…
In this paper, we present an error analysis of one-stage explicit extended Runge--Kutta--Nystr\"{o}m integrators for semilinear wave equations. These equations are analysed by using spatial semidiscretizations with periodic boundary…
This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of…