Efficient Methods for Stiff ODEs and Singular Integrals

The recent developments in the computational methods for solving differential equations have shown a shift towards more efficient and accurate techniques, particularly in handling stiff systems and singular integrals. The field is witnessing advancements in explicit exponential integration methods, which aim to address the computational challenges posed by stiff ordinary differential equations (ODEs) without resorting to computationally expensive implicit methods. These methods leverage the matrix exponential to maintain stability while reducing computational costs, though they currently face limitations in accuracy and scalability. Additionally, there is a growing interest in the development of numerical methods for singular integrals, with a focus on integrating by parts to transform singular integrals into non-singular forms, thereby enhancing computational efficiency and accuracy. Notably, these methods are proving effective even when the exact form of the singular integrand is unknown, broadening their applicability. The integration of GPU-accelerated ODE solvers into open-source frameworks is also a significant trend, facilitating the accessibility and scalability of these tools in complex differentiable programs. Overall, the field is progressing towards more efficient, scalable, and accurate methods for solving differential equations, with a particular emphasis on handling stiffness and singularities.

Sources

Computation of the exponential function of matrices by a formula without oscillatory integrals on infinite intervals

Explicit error bounds of the SE and DE formulas for integrals with logarithmic and algebraic singularity

Performance Evaluation of Single-step Explicit Exponential Integration Methods on Stiff Ordinary Differential Equations

Open source Differentiable ODE Solving Infrastructure

Structured Backward Error for the WKB method

Training Stiff Neural Ordinary Differential Equations with Explicit Exponential Integration Methods

NSI-IBP: A General Numerical Singular Integral Method via Integration by Parts

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