相关论文: Variable time-stepping exponential integrators for…

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…

At a fundamental level most physical equations are time reversible. In this paper we propose an integrator that preserves this property at the discrete computational level. Our simulations can be run forward and backwards and trace the same…

When applying the classical multistep schemes for solving differential equations, one often faces the dilemma that smaller time steps are needed with higher-order schemes, making it impractical to use high-order schemes for stiff problems.…

Structure-preserving integrators are in the focus of ongoing research because of their distinguished features of robustness and long time stability. In particular, their formulation for coupled problems that include dissipative mechanisms…

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…

Following on our previous work [S. Delong and B. E. Griffith and E. Vanden-Eijnden and A. Donev, Phys. Rev. E, 87(3):033302, 2013], we develop temporal integrators for solving Langevin stochastic differential equations that arise in…

We analyse three time integration schemes for unfitted methods in fluid structure interaction. In Alghorithm 1 we propose a fully discrete monolithic algorithm with P1 P1 stabilized finite elements for the fluid problem; for this alghorithm…

The single-step explicit time integration methods have long been valuable for solving large-scale nonlinear structural dynamic problems, classified into single-solve and multi-sub-step approaches. However, no existing explicit single-solve…

This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of…

In numerical time-integration with implicit-explicit (IMEX) methods, a within-step adaptable decomposition called residual balanced decomposition is introduced. With this decomposition, the requirement of a small enough residual in the…

Stability is an important aspect of numerical methods for hyperbolic conservation laws and has received much interest. However, continuity in time is often assumed and only semidiscrete stability is studied. Thus, it is interesting to…

The goal of this paper is to develop 2nd order Implicit-Explicit Runge-Kutta (IMEX-RK) finite volume (FV) schemes for solving 1d parabolic PDEs for option pricing, with possible nonlinearities in the source and advection terms. The spatial…

We present a fourth-order finite-volume algorithm in space and time for low Mach number reacting flow with detailed kinetics and transport. Our temporal integration scheme is based on a multi-implicit spectral deferred correction (MISDC)…

Allowing for space- and time-dependence of mass in Klein--Gordon equations resolves the problem of negative probability density and of violation of Lorenz covariance of interaction in quantum mechanics. Moreover it extends their…

Matrix differential Riccati equation (DRE) typically exhibits transient and steady-state phases, posing challenges for fixed-step time integration methods, which may lack accuracy during transients or oversample in steady regimes. In this…

In this paper we propose a novel class of methods for high order accurate integration of multirate systems of ordinary differential equation initial-value problems. The proposed methods construct multirate schemes by approximating the…

In this article we present robust, efficient and accurate fully implicit time-stepping schemes and nonlinear solvers for systems of reaction-diffusion equations. The applications of reaction-diffusion systems is abundant in the literature,…

We introduce the new concept of an EBV to assess the sensitivity of model outputs to changes in initial conditions for weather forecasting. The new algorithm, which we call the "Ensemble Bred Vector" or EBV, is based on collective dynamics…

A variable stepsize exponential multistep integrator, with contour integral approximation of the operator-valued exponential functions, is proposed for solving semilinear parabolic equations with nonsmooth initial data. By this approach,…

Large set of linear equations, especially for sparse and structured coefficient (matrix) equations, solutions using classical methods become arduous. And evolutionary algorithms have mostly been used to solve various optimization and…