English
Related papers

Related papers: Preservation of stability properties near fixed po…

200 papers

We prove that Runge-Kutta (RK) methods for numerical integration of arbitrarily large systems of Ordinary Differential Equations are linearly stable. Standard stability arguments -- based on spectral analysis, resolvent condition or strong…

Numerical Analysis · Mathematics 2023-12-27 Eitan Tadmor

In this paper, we consider stochastic Runge-Kutta methods for stochastic Hamiltonian partial differential equations and present some sufficient conditions for multisymplecticity of stochastic Runge-Kutta methods of stochastic Hamiltonian…

Symplectic Geometry · Mathematics 2018-03-02 Liying Zhang , Lihai Ji

Due to the nonseparability of the post-Newtonian (PN) Hamiltonian systems of compact objects, the symplectic methods that admit the linear error growth and the near preservation of first integrals are always implicit as explicit symplectic…

Instrumentation and Methods for Astrophysics · Physics 2024-10-10 Shixiang Huang , Kaiming Zeng , Xinghua Niu , Lijie Mei

We construct a family of embedded pairs for optimal strong stability preserving explicit Runge-Kutta methods of order $2 \leq p \leq 4$ to be used to obtain numerical solution of spatially discretized hyperbolic PDEs. In this construction,…

Numerical Analysis · Mathematics 2022-05-17 Sidafa Conde , Imre Fekete , John N. Shadid

We provide a note on continuous-stage Runge-Kutta methods (csRK) for solving initial value problems of first-order ordinary differential equations. Such methods, as an interesting and creative extension of traditional Runge-Kutta (RK)…

Numerical Analysis · Mathematics 2018-05-28 Wensheng Tang

In this paper structure-preserving time-integrators for rigid body-type mechanical systems are derived from a discrete Hamilton-Pontryagin variational principle. From this principle one can derive a novel class of variational partitioned…

Numerical Analysis · Mathematics 2008-01-08 Nawaf Bou-Rabee , Jerrold E. Marsden

In this paper, we perform stability analysis for a class of second and third order accurate strong-stability-preserving modified Patankar Runge-Kutta (SSPMPRK) schemes, which were introduced in [4,5] and can be used to solve convection…

Numerical Analysis · Mathematics 2022-05-05 Juntao Huang , Thomas Izgin , Stefan Kopecz , Andreas Meister , Chi-Wang Shu

We generalize the idea of relaxation time stepping methods in order to preserve multiple nonlinear conserved quantities of a dynamical system by projecting along directions defined by multiple time stepping algorithms. Similar to the…

Numerical Analysis · Mathematics 2023-02-13 Abhijit Biswas , David I. Ketcheson

We propose a new method to prove the partitioned Runge--Kutta methods with symplectic conditions for determinate and stochastic Hamiltonian systems are symplectic. We utilize Gr\"obner basis technology which is the one of symbolic…

Numerical Analysis · Mathematics 2025-09-16 Xiaojing Zhang

In this paper, we develop a higher order symmetric partitioned Runge-Kutta method for a coupled system of differential equations on Lie groups. We start with a discussion on partitioned Runge-Kutta methods on Lie groups of arbitrary order.…

High Energy Physics - Lattice · Physics 2011-09-15 Michèle Wandelt , Michael Günther , Francesco Knechtli , Michael Striebel

This paper analyses the long-time behaviour of one-stage symplectic or symmetric extended Runge--Kutta--Nystr\"{o}m (ERKN) methods when applied to nonlinear wave equations. It is shown that energy, momentum, and all harmonic actions are…

Numerical Analysis · Mathematics 2018-10-04 Bin Wang , Xinyuan Wu

The recently-introduced relaxation approach for Runge-Kutta methods can be used to enforce conservation of energy in the integration of Hamiltonian systems. We study the behavior of implicit and explicit relaxation Runge-Kutta methods in…

Numerical Analysis · Mathematics 2020-07-13 Hendrik Ranocha , David I. Ketcheson

Based on the combinatory theory of rooted colored trees, we investigate the conditions for the explicit stochastic Runge-Kutta (SRK) methods to preserve quadratic invariants (QI) up to certain orders of accuracy. These conditions can supply…

Numerical Analysis · Mathematics 2014-10-24 Jialin Hong , Lijin Wang , Dongsheng Xu , Liying Zhang

High-order spatial discretizations with strong stability properties (such as monotonicity) are desirable for the solution of hyperbolic PDEs. Methods may be compared in terms of the strong stability preserving (SSP) time-step. We prove an…

Numerical Analysis · Mathematics 2014-01-30 Christopher Bresten , Sigal Gottlieb , Zachary Grant , Daniel Higgs , David I. Ketcheson , Adrian Németh

By the simple finite element method, we study the symplectic, multisymplectic structures and relevant preserving properties in some semi-linear elliptic boundary value problem in one-dimensional and two-dimensional spaces respectively. We…

High Energy Physics - Theory · Physics 2007-05-23 Han-Ying Guo , Xiao-mei Ji , Yu-Qi Li , Ke Wu

We prove that the recently developed semiexplicit symplectic integrators for non-separable Hamiltonian systems preserve any linear and quadratic invariants possessed by the Hamiltonian systems. This is in addition to being symmetric and…

Numerical Analysis · Mathematics 2023-06-06 Tomoki Ohsawa

Maximum bound principle (MBP) is an important property for a large class of semilinear parabolic equations, in the sense that the time-dependent solution of the equation with appropriate initial and boundary conditions and nonlinear…

Numerical Analysis · Mathematics 2021-04-21 Jingwei Li , Xiao Li , Lili Ju , Xinlong Feng

In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…

Numerical Analysis · Mathematics 2023-06-13 Ibrahim Almuslimani , Nicolas Crouseilles

We propose an implementation of symplectic implicit Runge-Kutta schemes for highly accurate numerical integration of non-stiff Hamiltonian systems based on fixed point iteration. Provided that the computations are done in a given floating…

Numerical Analysis · Mathematics 2017-02-14 Mikel Antoñana , Joseba Makazaga , Ander Murua

This letter studies symmetric and symplectic exponential integrators when applied to numerically computing nonlinear Hamiltonian systems. We first establish the symmetry and symplecticity conditions of exponential integrators and then show…

Numerical Analysis · Mathematics 2018-12-11 Yajun Wu , Bin Wang