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math.NA2026
Stiff Norm Estimates for Variable-Stepsize Peer Two-Step Methods
Jens Lang, Bernhard A. Schmitt
Peer two-step methods are attractive for the numerical solution of stiff initial value problems because they combine favorable features of Runge-Kutta and multi-step methods, inclu…
math.NA2024
Adaptive hp-Polynomial Based Sparse Grid Collocation Algorithms for Piecewise Smooth Functions with Kinks
Hendrik Wilka, Jens Lang
High-dimensional interpolation problems appear in various applications of uncertainty quantification, stochastic optimization and machine learning. Such problems are computationall…
math.NA2016★ 16 cited
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…