243 citations · 935 across the 15 of their papers we have counts for
16 papers
Extrapolation-Based Super-Convergent Implicit-Explicit Peer Methods with A-stable Implicit Part
Moritz Schneider, Jens Lang, Willem Hundsdorfer
In this paper, we extend the implicit-explicit (IMEX) methods of Peer type recently developed in [Lang, Hundsdorfer, J. Comp. Phys., 337:203--215, 2017] to a broader class of two-s…
On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model
Willem Hundsdorfer, Karel in 't Hout
In this note we consider splitting methods based on linear multistep methods and stabilizing corrections. To enhance the stability of the methods, we employ an idea of Bruno & Cubi…
On the Construction of Splitting Methods by Stabilizing Corrections with Runge-Kutta Pairs
Willem Hundsdorfer
In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from mat…
Patankar-Type Runge-Kutta Schemes for Linear PDEs
Sigrun Ortleb, Willem Hundsdorfer
We study the local discretization error of Patankar-type Runge-Kutta methods applied to semi-discrete PDEs. For a known two-stage Patankar-type scheme the local error in PDE sense…
Extrapolation-Based Implicit-Explicit Peer Methods with Optimised Stability Regions
Jens Lang, Willem Hundsdorfer
In this paper we investigate a new class of implicit-explicit (IMEX) two-step methods of Peer type for systems of ordinary differential equations with both non-stiff and stiff part…
Error Analysis of Explicit Partitioned Runge-Kutta Schemes for Conservation Laws
Willem Hundsdorfer, David I. Ketcheson, Igor Savostianov
An error analysis is presented for explicit partitioned Runge-Kutta methods and multirate methods applied to conservation laws. The interfaces, across which different methods or ti…