Related papers: On Runge-Kutta convolution quadrature based fracti…
Computer simulations in QCD are based on the discretization of the theory on a Euclidean lattice. To compute the mean value of an observable, usually the Hybrid Monte Carlo method is applied. Here equations of motion, derived from an…
In this paper, we present a new variational integrator for problems in Lagrangian mechanics. Using techniques from Galerkin variational integrators, we construct a scheme for numerical integration that converges geometrically, and is…
Explicit integrating factor Runge-Kutta methods are attractive and popular in developing high-order maximum bound principle preserving time-stepping schemes for Allen-Cahn type gradient flows. However, they always suffer from the…
Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for…
Splitting the exponential-like $\varphi$ functions, which typically appear in exponential integrators, is attractive in many situations since it can dramatically reduce the computational cost of the procedure. However, depending on the…
Compact Runge-Kutta (cRK) Discontinuous Galerkin (DG) methods, recently introduced in [Q. Chen, Z. Sun, and Y. Xing, SIAM J. Sci. Comput. SIAM J. Sci. Comput., 46: A1327-A1351, 2024], are a variant of RKDG methods for solving hyperbolic…
Symplectic partitioned Runge--Kutta methods can be obtained from a variational formulation where all the terms in the discrete Lagrangian are treated with the same quadrature formula. We construct a family of symplectic methods allowing the…
Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…
Variational integrators for Lagrangian dynamical systems provide a systematic way to derive geometric numerical methods. These methods preserve a discrete multisymplectic form as well as momenta associated to symmetries of the Lagrangian…
Based on the recent development of Jacobian-free Lax-Wendroff (LW) approaches for solving hyperbolic conservation laws [Zorio, Baeza and Mulet, Journal of Scientific Computing 71:246-273, 2017], [Carrillo and Par\'es, Journal of Scientific…
Fractional-step methods are a popular and powerful divide-and-conquer approach for the numerical solution of differential equations. When the integrators of the fractional steps are Runge--Kutta methods, such methods can be written as…
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 article, we develop a new method to approximate numerically the fractional Laplacian of functions defined on $\mathbb R$, as well as some more general singular integrals. After mapping $\mathbb R$ into a finite interval, we…
We propose a family of integrators, Flow-Composed Implicit Runge-Kutta (FCIRK) methods, for perturbations of nonlinear ordinary differential equations, consisting of the composition of flows of the unperturbed part alternated with one step…
In this letter, we revisit the IEQ method and provide a new perspective on its ability to preserve the original energy dissipation laws. The invariant energy quadratization (IEQ) method has been widely used to design energy stable numerical…
The numerical analysis of variational integrators relies on variational error analysis, which relates the order of accuracy of a variational integrator with the order of approximation of the exact discrete Lagrangian by a computable…
The residual-based variational multiscale (VMS) formulation has achieved remarkable success in large-eddy simulation of turbulent flows. However, its temporal discretization has largely remained limited to second-order implicit schemes. The…
The cubic spline interpolation method, the Runge--Kutta method, and the Newton-Raphson method are extended to dual versions (developed in the context of dual numbers). This extension allows the calculation of the derivatives of complicated…
Multiphysics systems are driven by multiple processes acting simultaneously, and their simulation leads to partitioned systems of differential equations. This paper studies the solution of partitioned systems of differential equations using…
A hybridized discontinuous Galerkin method is proposed for solving 2D fractional convection-diffusion equations containing derivatives of fractional order in space on a finite domain. The Riemann-Liouville derivative is used for the spatial…