Related papers: Symplectic Isospectral Runge--Kutta Methods as Lie…
We are studying Runge-Kutta methods along complex paths of integration from a geometric point of view. Thereby we derive special complex time grids, which applied to the problem of integrating a linear autonomous system of ordinary…
In this paper we develop a class of Implicit-Explicit Runge-Kutta schemes for solving the multi-scale semiconductor Boltzmann equation. The relevant scale which characterizes this kind of problems is the diffusive scaling. This means that,…
In this work, we develop a class of up to third-order energy-stable schemes for the Cahn--Hilliard equation. Building on Lawson's integrating factor Runge--Kutta method, which is widely used for stiff semilinear equations, we discuss its…
Deriving analytical solutions of ordinary differential equations is usually restricted to a small subset of problems and numerical techniques are considered. Inevitably, a numerical simulation of a differential equation will then always be…
We propose a method for integrating the right-invariant geodesic flows on Lie groups based on the use of a special canonical transformation in the cotangent bundle of the group. We also describe an original method of constructing exact…
The present article presents geometric quantization on cotangent bundles as a special instance of Kirillov's orbit method. To this end, the cotangent bundle is realized as a coadjoint orbit of an infinite-dimensional Lie group constructed…
The main purpose of this work is to present a SIMD-vectorized implementation of the symplectic 16th-order 8-stage implicit Runge-Kutta integrator based on collocation with Gauss-Legendre nodes (IRKGL16-SIMD), and to show that it can…
Splitting-based time integration approaches such as fractional steps, alternating direction implicit, operator splitting, and locally one-dimensional methods partition the system of interest into components and solve individual components…
A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, the solution of…
We show that Kahan's discretization of quadratic vector fields is equivalent to a Runge--Kutta method. When the vector field is Hamiltonian on either a symplectic vector space or a Poisson vector space with constant Poisson structure, the…
In this note we discuss the construction of high order asymptotic preserving numerical schemes for the Boltzmann equation. The methods are based on the use of Implicit-Explicit (IMEX) Runge-Kutta methods combined with a penalization…
We present Lie group integrators for nonlinear stochastic differential equations with non-commutative vector fields whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the…
In this paper, we present a novel strategy to systematically construct linearly implicit energy-preserving schemes with arbitrary order of accuracy for Hamiltonian PDEs. Such novel strategy is based on the newly developed exponential scalar…
A class of Hamiltonian stochastic differential equations with multiplicative L\'{e}vy noise in the sense of Marcus, and the construction and numerical implementation methods of symplectic Euler scheme, are considered. A general symplectic…
This text presents some basic notions in symplectic geometry, Poisson geometry, Hamiltonian systems, Lie algebras and Lie groups actions on symplectic or Poisson manifolds, momentum maps and their use for the reduction of Hamiltonian…
The main objective of this series of papers is to explore the entire landscape of numerical methods for fast nonlinear Fourier transformation (NFT) within the class of integrators known as the exponential integrators. In this paper, we…
The lattice Boltzmann method has become a widely adopted approach in computational fluid dynamics, offering unique advantages in mesoscopic kinetic modeling, intrinsic parallelism, and simple treatment of boundary conditions. However, its…
The Butcher group is a powerful tool to analyse integration methods for ordinary differential equations, in particular Runge--Kutta methods. In the present paper, we complement the algebraic treatment of the Butcher group with a natural…
This paper introduces a novel framework for the solution of (large-scale) Lyapunov and Sylvester equations derived from numerical integration methods. Suitable systems of ordinary differential equations are introduced. Low-rank…
In this paper we propose a numerical scheme for partitioned systems of index 2 DAEs, such as those arising from nonholonomic mechanical problems and prove the order of a certain class of Runge-Kutta methods we call of Lobatto-type. The…