Related papers: Rational methods for abstract semilinear problems …
Most numerical methods for time integration use real time steps. Complex time steps provide an additional degree of freedom, as we can select the magnitude of the step in both the real and imaginary directions. By time stepping along…
The work deals with two major topics concerning the numerical analysis of Runge-Kutta-like (RK-like) methods, namely their stability and order of convergence. RK-like methods differ from additive RK methods in that their coefficients are…
In this work, we show high order splitting methods of integration without negative steps, allowing us to solve numerically irreversible problems, like reaction-diffusion equations. The methods consist in a suitable affine combinations of…
In this work we consider a mixed precision approach to accelerate the implemetation of multi-stage methods. We show that Runge-Kutta methods can be designed so that certain costly intermediate computations can be performed as a…
This paper proposes an algorithm for computing regularized solutions to linear rational expectations models. The algorithm allows for regularization cross-sectionally as well as across frequencies. A variety of numerical examples illustrate…
Space discretization of some time-dependent partial differential equations gives rise to systems of ordinary differential equations in additive form whose terms have different stiffness properties. In these cases, implicit methods should be…
In this paper, we consider the asymptotical regularization with convex constraints for nonlinear ill-posed problems. The method allows to use non-smooth penalty terms, including the L1-like and the total variation-like penalty functionals,…
Exponential Runge--Kutta methods have shown to be competitive for the time integration of stiff semilinear parabolic PDEs. The current construction of stiffly accurate exponential Runge--Kutta methods, however, relies on a convergence…
We propose a class of semi-Lagrangian methods of high approximation order in space and time, based on spectral element space discretizations and exponential integrators of Runge-Kutta type. We discuss the extension of these methods to the…
We provide a note on continuous-stage Runge-Kutta methods (csRK) for solving initial value problems of first-order ordinary differential equations. Such methods, as an interesting and creative extension of traditional Runge-Kutta (RK)…
Implicit-explicit (IMEX) time stepping methods can efficiently solve differential equa- tions with both stiff and nonstiff components. IMEX Runge-Kutta methods and IMEX linear multistep methods have been studied in the literature. In this…
Exponential Runge-Kutta methods constitute efficient integrators for semilinear stiff problems. So far, however, explicit exponential Runge-Kutta methods are available in the literature up to order 4 only. The aim of this paper is to…
The present work provides a comprehensive study of symmetric-conjugate operator splitting methods in the context of linear parabolic problems and demonstrates their additional benefits compared to symmetric splitting methods. Relevant…
In this paper, we develop a nonlinear reduction framework based on our recently introduced extended group finite element method. By interpolating nonlinearities onto approximation spaces defined with the help of finite elements, the…
The prime objective of this paper is to design a new family of eighth-order iterative methods by accelerating the order of convergence and efficiency index of well existing seventh-order iterative method of \cite{Soleymani1} without using…
The use of high order fully implicit Runge-Kutta methods is of significant importance in the context of the numerical solution of transient partial differential equations, in particular when solving large scale problems due to fine space…
This paper illuminates the derivation, the applicability, and the efficiency of the Multiplicative Runge-Kutta Method, derived in the frame- work of geometric multiplicative calculus. The removal of the restrictions of geometric…
The conditioning of implicit Runge-Kutta (RK) integration for linear finite element approximation of diffusion equations on general anisotropic meshes is investigated. Bounds are established for the condition number of the resulting linear…
In this paper, we construct stochastic symplectic Runge--Kutta (SSRK) methods of high strong order for Hamiltonian systems with additive noise. By means of colored rooted tree theory, we combine conditions of mean-square order 1.5 and…
In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with…