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Two types of second-order in time partial differential equations (PDEs), namely semilinear wave equations and semilinear beam equations are considered. To solve these equations with exponential integrators, we present an approach to compute…

数值分析 · 数学 2022-10-13 Alexander Ostermann , Duy Phan

We present in this paper algorithms for solving stiff PDEs on the unit sphere with spectral accuracy in space and fourth-order accuracy in time. These are based on a variant of the double Fourier sphere method in coefficient space with…

数值分析 · 数学 2017-12-27 Hadrien Montanelli , Yuji Nakatsukasa

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…

数值分析 · 数学 2024-12-02 Colby Fronk , Linda Petzold

Explicit stabilized integrators are an efficient alternative to implicit or semi-implicit methods to avoid the severe timestep restriction faced by standard explicit integrators applied to stiff diffusion problems. In this paper, we provide…

数值分析 · 数学 2022-12-14 Assyr Abdulle , Charles-Edouard Bréhier , Gilles Vilmart

Probabilistic solvers provide a flexible and efficient framework for simulation, uncertainty quantification, and inference in dynamical systems. However, like standard solvers, they suffer performance penalties for certain stiff systems,…

数值分析 · 数学 2023-12-20 Nathanael Bosch , Philipp Hennig , Filip Tronarp

Exponential integrators based on contour integral representations lead to powerful numerical solvers for a variety of ODEs, PDEs, and other time-evolution equations. They are embarrassingly parallelizable and lead to global-in-time…

数值分析 · 数学 2024-11-15 Andrew Horning , Adam R. Gerlach

In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…

数值分析 · 数学 2022-09-27 Jianguo Huang , Lili Ju , Yuejin Xu

Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…

数值分析 · 数学 2026-01-09 Jan Bouwe van den Berg , Maxime Breden

This work extends the paradigm of evolutional deep neural networks (EDNNs) to solving parametric time-dependent partial differential equations (PDEs) on domains with geometric structure. By introducing positional embeddings based on…

数值分析 · 数学 2023-08-08 Mariella Kast , Jan S Hesthaven

In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…

数值分析 · 数学 2024-09-19 S. Boscarino , E. Macca

We represent an algorithm allowing one to construct new classes of partially integrable multidimensional nonlinear partial differential equations (PDEs) starting with the special type of solutions to the (1+1)-dimensional hierarchy of…

可精确求解与可积系统 · 物理学 2015-05-13 A. I. Zenchuk

We propose some finite element schemes to solve a class of fourth-order nonlinear PDEs, which include the vector-valued Landau--Lifshitz--Baryakhtar equation, the Swift--Hohenberg equation, and various Cahn--Hilliard-type equations with…

数值分析 · 数学 2024-11-19 Agus L. Soenjaya , Thanh Tran

The combination of Monte Carlo methods and deep learning has recently led to efficient algorithms for solving partial differential equations (PDEs) in high dimensions. Related learning problems are often stated as variational formulations…

机器学习 · 计算机科学 2022-08-08 Lorenz Richter , Julius Berner

Parareal algorithms are studied for semilinear parabolic stochastic partial differential equations. These algorithms proceed as two-level integrators, with fine and coarse schemes, and have been designed to achieve a `parallel in real time'…

数值分析 · 数学 2019-02-15 Charles-Edouard Bréhier , Xu Wang

Stiff ordinary differential equations (ODEs) are common in many science and engineering fields, but standard neural ODE approaches struggle to accurately learn these stiff systems, posing a significant barrier to widespread adoption of…

数值分析 · 数学 2024-12-03 Colby Fronk , Linda Petzold

We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the standard time stepping methods which uses basic increments of…

数值分析 · 数学 2010-05-31 Gabriel J. Lord , Antoine Tambue

Exponential integrators have been introduced as an efficient alternative to explicit and implicit methods for integrating large stiff systems of differential equations. Over the past decades these methods have been studied theoretically and…

数值分析 · 数学 2018-04-03 Lukas Einkemmer , Mayya Tokman , John Loffeld

In this article, we enforce space group symmetries in Fourier series to rigorously prove the existence of smooth, periodic solutions in partial differential equations (PDEs) with hexagonal and triangular symmetries. In particular, we…

数值分析 · 数学 2026-02-16 Dominic Blanco

Stochastic differential equations (SDE) often exhibit large random transitions. This property, which we denote as pathwise stiffness, causes transient bursts of stiffness which limit the allowed step size for common fixed time step explicit…

数值分析 · 数学 2018-04-13 Christopher Rackauckas , Qing Nie

In this paper, we propose a $\mu$-mode integrator for computing the solution of stiff evolution equations. The integrator is based on a $d$-dimensional splitting approach and uses exact (usually precomputed) one-dimensional matrix…

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