Rooted tree analysis of Runge--Kutta methods with exact treatment of linear terms
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Cites work
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- A new class of time discretization schemes for the solution of nonlinear PDEs
- A quasi-steady-state solver for the stiff ordinary differential equations of reaction kinetics
- Adaptive solution of partial differential equations in multiwavelet bases
- Additive Methods for the Numerical Solution of Ordinary Differential Equations
- Additive Runge-Kutta Methods for Stiff Ordinary Differential Equations
- Additive Runge-Kutta schemes for convection-diffusion-reaction equations
- An exponential method of numerical integration of ordinary differential equations
- Coefficients for the study of Runge-Kutta integration processes
- Collocation-based two-step Runge-Kutta methods
- Exponential Runge-Kutta methods for parabolic problems.
- Exponential time differencing for stiff systems
- Fourth-Order Time-Stepping for Stiff PDEs
- Generalized integrating factor methods for stiff PDEs
- Instability and localisation of patterns due to a conserved quantity
- Krylov methods for the incompressible Navier-Stokes equations
- On the Convergence of Numerical Solutions to Ordinary Differential Equations
- Pseudo Runge-Kutta processes
- Pseudo-Runge-Kutta Methods Involving Two Points
- Rational Chebyshev spectral methods for unbounded solutions on an infinite interval using polynomial-growth special basis functions
- Some A-Stable Methods for Stiff Ordinary Differential Equations
- Spectral Methods in MATLAB
Cited in
(9)- Beyond conventional Runge-Kutta methods in numerical integration of ODEs and DAEs by use of structures and local models
- Linearly implicit methods for nonlinear PDEs with linear dispersion and dissipation
- Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family
- The tree and forest spaces with applications to initial-value problem methods
- Exponential polynomial block methods
- A class of exponential integrators based on spectral deferred correction
- Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations
- Runge-Kutta methods for affinely controlled nonlinear systems
- On the stability of exponential integrators for non-diffusive equations
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