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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 propose a second order exponential scheme suitable for two-component coupled systems of stiff evolutionary advection--diffusion--reaction equations in two and three space dimensions. It is based on a directional splitting of the involved…

数值分析 · 数学 2023-11-27 Marco Caliari , Fabio Cassini

Cloud and precipitation microphysics packages in atmospheric general circulation models typically use first-order time integration methods with a large time step, requiring ad hoc limiters and substepping of the sedimentation scheme to…

大气与海洋物理 · 物理学 2026-03-13 Justin Dong , Sean P. Santos , Steven B. Roberts , Christopher J. Vogl , Carol S. Woodward

Dozens of exponential integration formulas have been proposed for the high-accuracy solution of stiff PDEs such as the Allen-Cahn, Korteweg-de Vries and Ginzburg-Landau equations. We report the results of extensive comparisons in MATLAB and…

数值分析 · 数学 2020-05-21 Hadrien Montanelli , Niall Bootland

In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…

数值分析 · 数学 2022-04-04 Dianming Hou , Zhonghua Qiao

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

Many interesting applications of hyperbolic systems of equations are stiff, and require the time step to satisfy restrictive stability conditions. One way to avoid small time steps is to use implicit time integration. Implicit integration…

数值分析 · 数学 2021-12-30 G. Puppo , M. Semplice , G. Visconti

In this paper we consider an approach to improve the performance of exponential Runge--Kutta integrators and Lawson schemes} in cases where the solution of a related, but usually much simpler, problem can be computed efficiently. While for…

数值分析 · 数学 2023-10-20 Marco Caliari , Fabio Cassini , Lukas Einkemmer , Alexander Ostermann

We present a parallel implicit-explicit time integration scheme for the advection-diffusion-reaction systems arising from the equations governing low-Mach number combustion with complex chemistry. Our strategy employs parallelization across…

数值分析 · 数学 2018-10-03 Francois Hamon , Marcus Day , Michael Minion

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

We propose a fast integrator to a class of dynamical systems with several temporal scales. The proposed method is developed as an extension of the variable step size Heterogeneous Multiscale Method (VSHMM), which is a two-scale integrator…

数值分析 · 数学 2015-10-21 Yoonsang Lee , Bjorn Engquist

An adpative integration technique for time advancement of particle motion in the context of coupled computational fluid dynamics (CFD) - discrete element method (DEM) simulations is presented in this work. CFD-DEM models provide an accurate…

计算物理 · 物理学 2018-02-28 Hariswaran Sitaraman , Ray Grout

In this paper we propose a novel way to integrate time-evolving partial differential equations that contain nonlinear advection and stiff linear operators, combining exponential integration techniques and semi-Lagrangian methods. The…

计算物理 · 物理学 2019-11-05 Pedro da Silva Peixoto , Martin Schreiber

Trigonometric time integrators are introduced as a class of explicit numerical methods for quasilinear wave equations. Second-order convergence for the semi-discretization in time with these integrators is shown for a sufficiently regular…

Many integral equation-based methods are available for problems of time-harmonic electromagnetic scattering from perfect electric conductors. Among the many challenges that arise in such calculations are the avoidance of spurious…

数值分析 · 数学 2025-07-17 Felipe Vico , Leslie Greengard , Michael O'Neil , Manas Rachh

Many interesting physical problems described by systems of hyperbolic conservation laws are stiff, and thus impose a very small time-step because of the restrictive CFL stability condition. In this case, one can exploit the superior…

数值分析 · 数学 2025-02-17 Gabriella Puppo , Matteo Semplice , Giuseppe Visconti

In this contribution, we develop a variational integrator for the simulation of (stochastic and multiscale) electric circuits. When considering the dynamics of an electrical circuit, one is faced with three special situations: 1. The system…

数值分析 · 数学 2011-03-10 Sina Ober-Blöbaum , Molei Tao , Mulin Cheng , Houman Owhadi , Jerrold E. Marsden

We discuss the efficient implementation of Hamiltonian BVMs (HBVMs), a recently introduced class of energy preserving methods for canonical Hamiltonian systems, via their blended formulation. We also discuss the case of separable problems,…

数值分析 · 数学 2011-12-20 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

An approach is presented for implicit time integration in computations of red blood cell flow by a spectral boundary integral method. The flow of a red cell in ambient fluid is represented as a boundary integral equation (BIE), whose…

数值分析 · 数学 2021-09-29 Pei Chuan Chao , Ali Gürbüz , Frederick Sachs , M. V. Sivaselvan

We propose a novel family of asymptotically stable, implicit-explicit, adaptive, time integration method (denoted with the $\theta$-method) for the solution of the fractional advection-diffusion-reaction (FADR) equations. This family of…

数值分析 · 数学 2023-01-18 Dipa Ghosh , Tanisha Chauhan , Sarthok Sircar