Related papers: A Phase-Fitted Runge-Kutta-Nystr\"om method for th…
In this paper we present a convergence analysis for the Nystrom method proposed in [Jour. Comput. Phys. 169 pp. 2921-2934, 2001] for the solution of the combined boundary integral equation formulations of sound-soft acoustic scattering…
In order to solve continuous-time optimal control problems, direct methods transcribe the infinite-dimensional problem to a nonlinear program (NLP) using numerical integration methods. In cases where the integration error can be manipulated…
We exhibit an alternative method for solving inhomogeneous second--order linear ordinary dynamic equations on time scales, based on reduction of order rather than variation of parameters. Our form extends recent (and long-standing) analysis…
An 11-dimensional family of embedded (4, 5) pairs of explicit 9-stage Runge-Kutta methods with an interpolant of order 5 is derived. Two optimized for efficiency pairs are presented.
In recent years, many positivity-preserving schemes for initial value problems have been constructed by modifying a Runge--Kutta (RK) method by weighting the right-hand side of the system of differential equations with solution-dependent…
Identifying computational tasks suitable for (future) quantum computers is an active field of research. Here we explore utilizing quantum computers for the purpose of solving differential equations. We consider two approaches: (i) basis…
In this paper we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for…
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…
A focus of recent research in quantum computing has been on developing quantum algorithms for differential equations solving using variational methods on near-term quantum devices. A promising approach involves variational algorithms, which…
A unified theoretical framework is suggested to examine the energy dissipation properties at all stages of additive implicit-explicit Runge-Kutta (IERK) methods up to fourth-order accuracy for gradient flow problems. We construct some…
We introduce a new class of optimal iterative methods without memory for approximating a simple root of a given nonlinear equation. The proposed class uses four function evaluations and one first derivative evaluation per iteration and it…
This work generalizes the additively partitioned Runge-Kutta methods by allowing for different stage values as arguments of different components of the right hand side. An order conditions theory is developed for the new family of…
In this paper, we introduce a novel semi-analytical method for solving a broad class of initial value problems involving differential, integro-differential, and delay equations, including those with fractional and variable-order…
We introduce an efficient numerical method for second order linear ODEs whose solution may vary between highly oscillatory and slowly changing over the solution interval. In oscillatory regions the solution is generated via a nonoscillatory…
We present an approach for the efficient implementation of self-adjusting multi-rate Runge-Kutta methods and we introduce a novel stability analysis, that covers the multi-rate extensions of all standard Runge-Kutta methods and allows to…
We study a class of general purpose linear multisymplectic integrators for Hamiltonian wave equations based on a diamond-shaped mesh. On each diamond, the PDE is discretized by a symplectic Runge--Kutta method. The scheme advances in time…
Runge-Kutta methods are the classic family of solvers for ordinary differential equations (ODEs), and the basis for the state of the art. Like most numerical methods, they return point estimates. We construct a family of probabilistic…
A wide range of physical phenomena exhibit auxiliary admissibility criteria, such as conservation of entropy or various energies, which arise implicitly under the exact solution of their governing PDEs. However, standard temporal schemes,…
In this paper, we develop a high order numerical method for the numerical solutions of scattering problems with slightly perturbed periodic surfaces in two dimensional spaces. Based on the regularity property introduced in Part I, the…
This paper presents the Runge-Kutta-Legendre finite difference scheme, allowing for an additional shift in its polynomial representation. A short presentation of the stability region, comparatively to the Runge-Kutta-Chebyshev scheme…