This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class of integrators are composition methods, in which one or several low-order schemes are composed to construct higher-order numerical approximations to the exact solution. We analyse in detail the order conditions that have to be satisfied by these classes of methods to achieve a given order, and provide some insight about their qualitative properties in connection with geometric numerical integration and the treatment of highly oscillatory problems. Since splitting methods have received considerable attention in the realm of partial differential equations, we also cover this subject in the present survey, with special attention to parabolic equations and their problems. An exhaustive list of methods of different orders is collected and tested on simple examples. Finally, some applications of splitting methods in different areas, ranging from celestial mechanics to statistics, are also provided.

In this paper, we consider a two-point boundary value problem with Caputo fractional derivative, where the second order derivative of the exact solution is unbounded. Based on the equivalent form of the main equation, a finite difference scheme is derived. The L∞ convergence of the difference system is discussed rigorously. The convergence rate in general improves previous results. Numerical examples are provided to demonstrate the theoretical results.

A domain decomposition based spectral collocation method is proposed for numerically solving Lane-Emden equations, which are frequently encountered in mathematical physics and astrophysics. Compared with the existing methods, this method requires less computational cost and is particularly suitable for long-term computation. The related error estimates are also established, indicating the spectral accuracy of the method. The numerical performance and efficiency of the method are illustrated by several numerical experiments.

Exponential additive Runge-Kutta methods for solving semi-linear equations are discussed. Related order conditions and stability properties for both explicit and implicit schemes are developed, according to the dimension of the coefficients in the linear terms. Several examples illustrate our theoretical results.

An explicit spectrally accurate order-adaptive Hermite-Taylor method for the Schrödinger equation is developed. Numerical experiments illustrating the properties of the method are presented. The method, which is able to use very coarse grids while still retaining high accuracy, compares favorably to an existing exponential integrator – high order summation-by-parts finite difference method.

We present a numerical method to solve the Vlasov-Poisson-Fokker-Planck (VPFP) system using the NRxx method proposed in [4, 7, 9]. A globally hyperbolic moment system similar to that in [23] is derived. In this system, the Fokker-Planck (FP) operator term is reduced into the linear combination of the moment coefficients, which can be solved analytically under proper truncation. The non-splitting method, which can keep mass conservation and the balance law of the total momentum, is used to solve the whole system. A numerical problem for the VPFP system with an analytic solution is presented to indicate the spectral convergence with the moment number and the linear convergence with the grid size. Two more numerical experiments are tested to demonstrate the stability and accuracy of the NRxx method when applied to the VPFP system.

This paper is concerned with numerical solutions of the LDG method for 1D wave equations. Superconvergence and energy conserving properties have been studied. We first study the superconvergence phenomenon for linear problems when alternating fluxes are used. We prove that, under some proper initial discretization, the numerical trace of the LDG approximation at nodes, as well as the cell average, converge with an order 2k+1. In addition, we establish k+2-th order and k+1-th order superconvergence rates for the function value error and the derivative error at Radau points, respectively. As a byproduct, we prove that the LDG solution is superconvergent with an order k+2 towards the Radau projection of the exact solution. Numerical experiments demonstrate that in most cases, our error estimates are optimal, i.e., the error bounds are sharp. In the second part, we propose a fully discrete numerical scheme that conserves the discrete energy. Due to the energy conserving property, after long time integration, our method still stays accurate when applied to nonlinear Klein-Gordon and Sine-Gordon equations.

In this article, Sinc collocation method is considered to obtain the numerical solution of integral algebraic equation of index-1 by reducing it to an explicit system of algebraic equation. It is shown that Sinc collocation solution can produce an error of order . Moreover, Sinc method is applied to several examples to illustrate the accuracy and implementation of the method.

The differential quadrature method has been widely used in scientific and engineering computation. However, for the basic characteristics of time domain differential quadrature method, such as numerical stability and calculation accuracy or order, it is still lack of systematic analysis conclusions. In this paper, according to the principle of differential quadrature method, it has been derived and proved that the weighting coefficients matrix of differential quadrature method meets the important V-transformation feature. Through the equivalence of the differential quadrature method and the implicit Runge-Kutta method, it has been proved that the differential quadrature method is A-stable and s-stage s-order method. On this basis, in order to further improve the accuracy of the time domain differential quadrature method, a class of improved differential quadrature method of s-stage 2s-order has been proposed by using undetermined coefficients method and Padé approximations. The numerical results show that the proposed differential quadrature method is more precise than the traditional differential quadrature method.

In this paper, we are devoted to nonlinear stability and B-convergence of additive Runge-Kutta (ARK) methods for nonlinear stiff problems with multiple stiffness. The concept of -algebraic stability of ARK methods for a class of stiff problems Kστ is introduced, and it is proven that this stability implies some contractive properties of the ARK methods. Some results on optimal B-convergence of ARK methods for Kσ,0 are given. These new results extend the existing ones of RK methods and ARK methods in the references. Numerical examples test the correctness of our theoretical analysis.

In this paper, a new numerical algorithm for solving the time fractional Fokker-Planck equation is proposed. The analysis of local truncation error and the stability of this method are investigated. Theoretical analysis and numerical experiments show that the proposed method has higher order of accuracy for solving the time fractional Fokker-Planck equation.

Linear multistep methods and one-leg methods are applied to a class of index-2 nonlinear differential-algebraic equations with a variable delay. The corresponding convergence results are obtained and successfully confirmed by some numerical examples. The results obtained in this work extend the corresponding ones in literature.

A coupled model, capable of simulating transonic flow, solid heat conduction, species transport, and gas radiation, is developed that provides better computational treatment of infrared radiation from hot exhaust nozzles. The modeling of gas radiation is based on a statistical narrow-band correlated-k analysis, whose parameters are deduced from the HITEMP line-by-line database. To improve computational efficiency, several methods are employed. A mixed analytical-numerical algorithm is described for the stiffness of the two-equation turbulence model and an alternating direction implicit pretreatment for the ill-conditioned matrix appearing in the coupled problem of flow and solid heat conduction. Moreover, an improved multigrid method and a symmetry plane treatment of the radiation transfer-energy equations are also introduced. Four numerical simulations are given to confirm the efficiency and accuracy of the numerical method. Finally, an account of the aerothermodynamics and infrared characteristics for two types of nozzles are presented. The infrared radiation intensity of the Chevron ejecting nozzle is clearly smaller than that of the common axisymmetric ejecting nozzle. All computations can be performed on a personal computer.

This paper is concerned with the numerical stability of implicit Runge-Kutta methods for nonlinear neutral Volterra delay-integro-differential equations with constant delay. Using a Halanay inequality generalized by Liz and Trofimchuk, we give two sufficient conditions for the stability of the true solution to this class of equations. Runge-Kutta methods with compound quadrature rule are considered. Nonlinear stability conditions for the proposed methods are derived. As an illustration of the application of these investigations, the asymptotic stability of the presented methods for Volterra delay-integro-differential equations are proved under some weaker conditions than those in the literature. An extension of the stability results to such equations with weakly singular kernel is also discussed.

An exchangeable sequence of random variables is constructed with all finite-dimensional distribution functions having an Archimedean copula (as defined by Schweizer and Sklar (1983)). Through a monotone transformation of this exchangeable sequence, we obtain and characterize the class of exchangeable sequences possessing the max-stable property as defined by De Haan and Rachev (1989). Several parametric examples are given.