In this paper, we consider the development of an extended block integrator for the solution of stiff and oscillatory first-order Ordinary Differential Equations (ODEs) using interpolation and collocation techniques. The integrator was developed by collocation and interpolation of the combination of power series and exponential function to generate a continuous implicit Linear Multistep Method (...

Geometric Numerical Integration is a subfield of the numerical treatment of differential equations. It deals with the design and analysis of algorithms that preserve the structure of the analytic flow. The present review discusses numerical integrators, which nearly preserve the energy of Hamiltonian systems over long times. Backward error analysis gives important insight in the situation, wher...

Explicit methods have previously been proposed for parabolic PDEs and for stiff ODEs with widely separated time constants. We discuss ways in which Differential Algebraic Equations (DAEs) might be regularized so that they can be efficiently integrated by explicit methods. The effectiveness of this approach is illustrated for some simple index three problems. AMS subject classification (2000): 6...

Implicit integration factor (IIF) methods were developed for solving time-dependent stiff partial differential equations (PDEs) in literature. In [Jiang and Zhang, Journal of Computational Physics, 253 (2013) 368–388], IIF methods are designed to efficiently solve stiff nonlinear advection–diffusion–reaction (ADR) equations. The methods can be designed for an arbitrary order of accuracy. The st...

In this paper, we consider the characteristic initial–boundary value problem (IBVP) for the multi-dimensional Jin–Xin relaxation model in a half-space with arbitrary space dimension n52: As in the one-dimensional case (n 1⁄4 1; see (J. Differential Equations, 167 (2000), 388–437), our main interest is on the precise structural stability conditions on the relaxation system, particularly the form...

It is well known that the numerical solution of stochastic ordinary differential equations leads to a step size reduction when explicit methods are used. This has led to a plethora of implicit methods with a wide variety of stability properties. However, for stochastic problems whose eigenvalues lie near the negative real axis, explicit methods with extended stability regions can be very effect...

Explicit numerical methods for the solution of a system of stiff differential equations suffer from a time step size that approaches zero in order to satisfy stability conditions. Implicit schemes allow a larger time-step, but require more computations. When the differential equations are dominated by a skew-symmetric component, the problem is not stiffness in the sense that the size of the eig...