In this paper, the stability and accuracy properties of exponentially-t integration algorithms applied to the test problem x= ?Ax are compared to the more standard backward-Euler and semi-implicit methods. For the analysis, A 2 R nn is assumed to be connectedly diagonally-dominant with positive diagonals, as this models the equations resulting from the way MOS transistors and interconnect paras...

which is uniform with respect to λ > 0. Recall that we showed that this stability estimate is preserved by the implicit Euler method. However, the explicit Euler method is only stable provided that ∆t < 2/λ, so its stability is not uniform in λ. One consequence is that it is less efficient to compute with the explicit Euler method over long time intervals. Note that in this example, we also hav...

Abstract. In this paper, a linearized backward Euler method is discussed for the equations of motion arising in the Oldroyd model of viscoelastic fluids. Some new a priori bounds are obtained for the solution under realistically assumed conditions on the data. Further, the exponential decay properties for the exact as well as the discrete solutions are established. Finally, a priori error estim...

We consider the stochastic Allen-Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension d ≤ 3, and study the semidiscretization in time of the equation by an implicit Euler method. We show that the method converges pathwise with a rate O(∆tγ) for any γ < 1 2 . We also prove that the scheme converges uniformly in the strong Lp-sense but wi...

Dynamical systems can often be decomposed into loosely coupled subsystems. The system of ordinary differential equations (ODEs) modelling such a problem can then be partitioned corresponding to the subsystems, and the loose couplings can be exploited by special integration methods to solve the problem using a parallel computer or just solve the problem more efficiently than by standard methods....

When differential-algebraic equations of index 3 or higher are solved with backward differentiation formulas, the solution can have gross errors in the first few steps, even if the initial values are equal to the exact solution and even if the stepsize is kept constant. This raises the question of what are consistent initial values for the difference equations. Here we study how to change the e...

Implicit integration methods have contributed to large performance enhancements in the field of simulation of particle-system mechanical models. While Backward Euler and BDF-2 methods are now widely used for cloth simulation applications, the Implicit Midpoint method is often overlooked, because of its poor stability properties. It is however as simple to implement as Backward Euler, and offers...

In this paper, we consider local and uniform invariance preserving steplength thresholds on a set when a discretization method is applied to a linear or nonlinear dynamical system. For the forward or backward Euler method, the existence of local and uniform invariance preserving steplength thresholds is proved when the invariant sets are polyhedra, ellipsoids, or Lorenz cones. Further, we also ...

In this technical report we study the convergence of Parareal for 2D incompressible flow around a cylinder for different viscosities. Two methods are used as fine integrator: backward Euler and a fractional step method. It is found that Parareal converges better for the implicit Euler, likely because it under-resolves the fine-scale dynamics as a result of numerical diffusion.