[PDF][PDF] A review of exponential integrators for first order semi-linear problems

BV Minchev, W Wright - 2005 - cds.cern.ch
Recently, there has been a great deal of interest in the construction of exponential
integrators. These integrators, as their name suggests, use the exponential function (and …

Explicit exponential Runge--Kutta methods for semilinear parabolic problems

M Hochbruck, A Ostermann - SIAM Journal on Numerical Analysis, 2005 - SIAM
The aim of this paper is to analyze explicit exponential Runge--Kutta methods for the time
integration of semilinear parabolic problems. The analysis is performed in an abstract …

EXPINT---A MATLAB package for exponential integrators

H Berland, B Skaflestad, WM Wright - ACM Transactions on …, 2007 - dl.acm.org
Recently, a great deal of attention has been focused on the construction of exponential
integrators for semilinear problems. In this article we describe a MATLAB1 package which …

Resonance-based schemes for dispersive equations via decorated trees

Y Bruned, K Schratz - Forum of Mathematics, Pi, 2022 - cambridge.org
We introduce a numerical framework for dispersive equations embedding their underlying
resonance structure into the discretisation. This will allow us to resolve the nonlinear …

Symplectic exponential Runge–Kutta methods for solving nonlinear Hamiltonian systems

L Mei, X Wu - Journal of Computational Physics, 2017 - Elsevier
Symplecticity is also an important property for exponential Runge–Kutta (ERK) methods in
the sense of structure preservation once the underlying problem is a Hamiltonian system …

Energy-Preserving Continuous-Stage Exponential Runge--Kutta Integrators for Efficiently Solving Hamiltonian Systems

L Mei, L Huang, X Wu - SIAM Journal on Scientific Computing, 2022 - SIAM
As one of the most important properties, energy preservation is a natural requirement for
numerical integrators of Hamiltonian systems. Considering the limited second-order …

A new class of exponential propagation iterative methods of Runge–Kutta type (EPIRK)

M Tokman - Journal of Computational Physics, 2011 - Elsevier
We propose a new class of the exponential propagation iterative methods of Runge–Kutta-
type (EPIRK). The EPIRK schemes are exponential integrators that can be competitive with …

Taylor expansions of solutions of stochastic partial differential equations with additive noise

A Jentzen, P Kloeden - 2010 - projecteuclid.org
The solution of a parabolic stochastic partial differential equation (SPDE) driven by an
infinite-dimensional Brownian motion is in general not a semi-martingale anymore and does …

Extended RKN-type methods for numerical integration of perturbed oscillators

H Yang, X Wu, X You, Y Fang - Computer Physics Communications, 2009 - Elsevier
In this paper, extended Runge–Kutta–Nyström-type methods for the numerical integration of
perturbed oscillators with low frequencies are presented, which inherit the framework of …

Structure-preserving exponential Runge--Kutta methods

A Bhatt, BE Moore - SIAM Journal on Scientific Computing, 2017 - SIAM
Exponential Runge--Kutta (ERK) and partitioned exponential Runge--Kutta (PERK) methods
are developed for solving initial value problems with vector fields that can be split into …