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In this work we analyze the resort to high order exponential solvers for stiff ODEs in the context of cardiac electrophysiology modeling. The exponential Adams-Bashforth and the Rush-Larsen schemes will be considered up to order 4. These…

数值分析 · 数学 2018-01-09 Charlie Douanla Lontsi , Yves Coudière , Charles Pierre

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

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

This paper presents stability and accuracy analysis of a high-order explicit time stepping scheme introduced by \cite[Section 2.2]{Buvoli2019}, which exhibits superior stability compared to classical Adams-Bashforth. A conjecture that is…

数值分析 · 数学 2026-04-01 Daopeng Yin , Liquan Mei

Exponential integrators are a well-known class of time integration methods that have been the subject of many studies and developments in the past two decades. Surprisingly, there have been limited efforts to analyze their stability and…

数值分析 · 数学 2021-08-03 Tommaso Buvoli , Michael L. Minion

We present a family of multistep integrators based on the Adams-Bashforth methods. These schemes can be constructed for arbitrary convergence order with arbitrary step size variation. The step size can differ between different subdomains of…

数值分析 · 数学 2020-06-19 William Throwe , Saul A. Teukolsky

To address the issues of stability and accuracy for reaction-diffusion equations, the development of high order and stable time-stepping methods is necessary. This is particularly true in the context of cardiac electrophysiology, where…

数值分析 · 数学 2019-06-18 Yves Coudière , Charlie Douanla Lontsi , Charles Pierre

We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by…

数值分析 · 数学 2010-11-11 Molei Tao , Houman Owhadi , Jerrold E. Marsden

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

This paper deals with the numerical integration of Hamiltonian systems in which a stiff anharmonic potential causes highly oscillatory solution behavior with solution-dependent frequencies. The impulse method, which uses micro- and…

数值分析 · 数学 2014-07-23 Christian Lubich , Daniel Weiss

The simulation of multi-body systems with frictional contacts is a fundamental tool for many fields, such as robotics, computer graphics, and mechanics. Hard frictional contacts are particularly troublesome to simulate because they make the…

机器人学 · 计算机科学 2022-04-19 Bilal Hammoud , Luca Olivieri , Ludovic Righetti , Justin Carpentier , Andrea Del Prete

A new explicit stabilized scheme of weak order one for stiff and ergodic stochastic differential equations (SDEs) is introduced. In the absence of noise, the new method coincides with the classical deterministic stabilized scheme (or…

数值分析 · 数学 2018-06-28 Assyr Abdulle , Ibrahim Almuslimani , Gilles Vilmart

We show that, even for extremely stiff systems, explicit integration may compete in both accuracy and speed with implicit methods if algebraic methods are used to stabilize the numerical integration. The required stabilizing algebra depends…

太阳与恒星天体物理 · 物理学 2016-08-01 M. W. Guidry , R. Budiardja , E. Feger , J. J. Billings , W. R. Hix , O. E. B. Messer , K. J. Roche , E. McMahon , M. He

Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper, we derive explicit stabilized integrators of orders one and…

数值分析 · 数学 2023-06-09 Ibrahim Almuslimani , Gilles Vilmart

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

Exponential time integrators have been applied successfully in several physics-related differential equations. However, their application in hyperbolic systems with absorbing boundaries, like the ones arising in seismic imaging, still lacks…

数值分析 · 数学 2022-11-02 Fernando V. Ravelo , Pedro S. Peixoto , Martin Schreiber

The efficient numerical solution of many kinetic models in plasma physics is impeded by the stiffness of these systems. Exponential integrators are attractive in this context as they remove the CFL condition induced by the linear part of…

数值分析 · 数学 2020-11-16 Nicolas Crouseilles , Lukas Einkemmer , Josselin Massot

We present a new strategy for solving stiff ODEs with explicit methods. By adaptively taking a small number of stabilizing small explicit time steps when necessary, a stiff ODE system can be stabilized enough to allow for time steps much…

数值分析 · 数学 2012-05-15 Kenneth Eriksson , Claes Johnson , Anders Logg

This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through $ O(s^r) $-resolution ordinary differential equations (ODEs). We…

最优化与控制 · 数学 2026-03-03 Amir Ali Farzin , Yuen-Man Pun , Philipp Braun , Iman Shames

Computational chemical combustion problems are known to be stiff, and are typically solved with implicit time integration methods. A novel exponential time integrator, EPI3V, is introduced and applied to a spatially homogeneous isobaric…

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