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We present a robust and accurate numerical method to solve the modified Buckley-Leverett equation in two-phase porous media flow with dynamic capillary pressure effect. A symmetric interior penalty discontinuous Galerkin method is used to…

Numerical Analysis · Mathematics 2018-01-23 Hong Zhang , Yunrui Guo , Weibin Li , Paul Andries Zegeling

In this paper, the periodic initial-value problem for the fractional nonlinear Schr\"odinger (fNLS) equation is discretized in space by a Fourier spectral Galerkin method and in time by diagonally implicit, high-order Runge-Kutta schemes,…

Numerical Analysis · Mathematics 2025-12-30 A. Durán , N. Reguera

The evolution of many astrophysical systems is dominated by the interaction between matter and radiation such as photons or neutrinos. The dynamics can be described by the evolution equations of radiation hydrodynamics in which reactions…

High Energy Astrophysical Phenomena · Physics 2026-05-07 Samuel Santos-Pérez , Martin Obergaulinger , Isabel Cordero-Carrión

In a previous paper, a technique was suggested to avoid order reduction with any explicit exponential Runge-Kutta method when integrating initial boundary value nonlinear problems with time-dependent boundary conditions. In this paper, we…

Numerical Analysis · Mathematics 2023-07-18 Begoña Cano , María Jesús Moreta

This paper is devoted to examining the stability of Runge-Kutta methods for solving nonlinear Volterra delay-integro-differential-algebraic equations (DIDAEs) with constant delay. Hybrid numerical schemes combining Runge-Kutta methods and…

Numerical Analysis · Mathematics 2025-08-19 Gehao Wang , Yuexin Yu

In this paper we consider an approach to improve the performance of exponential Runge--Kutta integrators and Lawson schemes} in cases where the solution of a related, but usually much simpler, problem can be computed efficiently. While for…

Numerical Analysis · Mathematics 2023-10-20 Marco Caliari , Fabio Cassini , Lukas Einkemmer , Alexander Ostermann

Finite element discretization of time dependent problems also require effective time-stepping schemes. While implicit Runge-Kutta methods provide favorable accuracy and stability problems, they give rise to large and complicated systems of…

Numerical Analysis · Mathematics 2023-05-01 Robert C. Kirby

The application of discontinuous Galerkin (DG) schemes to hyperbolic systems of conservation laws requires a careful interplay between space discretization, carried out with local polynomials and numerical fluxes at inter-cells, and…

Numerical Analysis · Mathematics 2025-11-11 Maya Briani , Gabriella Puppo , Giuseppe Visconti

The main theoretical obstacle to establish the original energy dissipation laws of Runge-Kutta methods for phase-field equations is to verify the maximum norm boundedness of the stage solutions without assuming global Lipschitz continuity…

Numerical Analysis · Mathematics 2024-12-11 Xuping Wang , Xuan Zhao , Hong-lin Liao

Multiphysics systems are driven by multiple processes acting simultaneously, and their simulation leads to partitioned systems of differential equations. This paper studies the solution of partitioned systems of differential equations using…

Numerical Analysis · Mathematics 2019-12-04 Mahesh Narayanamurthi , Adrian Sandu

Symplectic partitioned Runge--Kutta methods can be obtained from a variational formulation where all the terms in the discrete Lagrangian are treated with the same quadrature formula. We construct a family of symplectic methods allowing the…

Numerical Analysis · Mathematics 2019-09-25 Antonella Zanna

In this paper, discrete linear quadratic regulator (DLQR) and iterative linear quadratic regulator (ILQR) methods based on high-order Runge-Kutta (RK) discretization are proposed for solving linear and nonlinear quadratic optimal control…

Numerical Analysis · Mathematics 2022-01-03 Zuodi Xie , Tieqiang Gang

This paper discusses stochastic numerical methods of Runge-Kutta type with weak and strong convergences for systems of stochastic differential equations in It\^o form. At the beginning we give a brief overview of the stochastic numerical…

Numerical Analysis · Computer Science 2018-11-06 Migran N. Gevorkyan , Anastasia V. Demidova , Anna V. Korolkova , Dmitry S. Kulyabov

Conservation properties of iterative methods applied to implicit finite volume discretizations of nonlinear conservation laws are analyzed. It is shown that any consistent multistep or Runge-Kutta method is globally conservative. Further,…

Numerical Analysis · Mathematics 2021-06-21 Philipp Birken , Viktor Linders

We study Runge-Kutta methods for rough differential equations which can be used to calculate solutions to stochastic differential equations driven by processes that are rougher than a Brownian motion. We use a Taylor series representation…

Numerical Analysis · Mathematics 2020-03-31 Martin Redmann , Sebastian Riedel

Many HPC applications that solve differential equations rely on the Runge-Kutta family of methods for time integration. Among these methods, the fourth-order accurate RK4 scheme is especially popular. This time integration scheme requires…

General Relativity and Quantum Cosmology · Physics 2026-03-09 Lucas Timotheo Sanches , Steven Robert Brandt , Jay Kalinani , Liwei Ji , Erik Schnetter

We provide a framework for high-order discretizations of nonlinear scalar convection-diffusion equations that satisfy a discrete maximum principle. The resulting schemes can have arbitrarily high order accuracy in time and space, and can be…

Numerical Analysis · Mathematics 2021-09-20 Manuel Quezada de Luna , David I. Ketcheson

We consider the Serre system of equations which is a nonlinear dispersive system that models two-way propagation of long waves of not necessarily small amplitude on the surface of an ideal fluid in a channel. We discretize in space the…

Numerical Analysis · Mathematics 2017-01-04 Dimitrios Antonopoulos , Vassilios Dougalis , Dimitrios Mitsotakis

The class of stochastic Runge-Kutta methods for stochastic differential equations due to R\"o{\ss}ler is considered. Coefficient families of diagonally drift-implicit stochastic Runge-Kutta (DDISRK) methods of weak order one and two are…

Numerical Analysis · Mathematics 2016-05-10 Kristian Debrabant , Andreas Rößler

In this work, we suggest an easy-to-code higher-order finite volume semi-discrete scheme to analyze the nonlinear behavior of the electron-plasma oscillations by solving electron fluid equations numerically. The present method employs a…

Plasma Physics · Physics 2018-02-13 Prabal Singh Verma