Related papers: A Phase-Fitted Runge-Kutta-Nystr\"om method for th…
It is well known that phase function methods allow for the numerical solution of a large class of oscillatory second order linear ordinary differential equations in time independent of frequency. Unfortunately, these methods break down in…
The parametric instability arising when ordinary differential equations (ODEs) are numerically integrated with Runge-Kutta-Nystr\"om (RKN) methods with varying step sizes is investigated. It is shown that when linear constant coefficient…
This paper contains an error analysis of two randomized explicit Runge-Kutta schemes for ordinary differential equations (ODEs) with time-irregular coefficient functions. In particular, the methods are applicable to ODEs of Carath\'eodory…
This study computes the gradient of a function of numerical solutions of ordinary differential equations (ODEs) with respect to the initial condition. The adjoint method computes the gradient approximately by solving the corresponding…
In this work, the benefits of the phase fitting technique are embedded in high order discrete Lagrangian integrators. The proposed methodology creates integrators with zero phase lag in a test Lagrangian in a similar way used in phase…
A novel reduced-order model (ROM) formulation for incompressible flows is presented with the key property that it exhibits non-linearly stability, independent of the mesh (of the full order model), the time step, the viscosity, and the…
We construct two optimal Newton-Secant like iterative methods for solving non-linear equations. The proposed classes have convergence order four and eight and cost only three and four function evaluations per iteration, respectively. These…
We present and investigate a new type of implicit fractional linear multistep method of order two for fractional initial value problems. The method is obtained from the second order super convergence of the Gr\"unwald-Letnikov approximation…
We introduce a high-order space-time approximation of the Shallow Water Equations with sources that is invariant-domain preserving (IDP) and well-balanced with respect to rest states. The employed time-stepping technique is a novel explicit…
The aim of this paper is to construct and analyze explicit exponential Runge-Kutta methods for the temporal discretization of linear and semilinear integro-differential equations. By expanding the errors of the numerical method in terms of…
New families of fourth-order composition methods for the numerical integration of initial value problems defined by ordinary differential equations are proposed. They are designed when the problem can be separated into three parts in such a…
We note a fact that stiff systems or differential equations that have highly oscillatory solutions cannot be solved efficiently using conventional methods. In this paper, we study two new classes of exponential Runge-Kutta (ERK) integrators…
In this paper, we present a quadratic auxiliary variable approach to develop a new class of energy-preserving Runge-Kutta methods for the Korteweg-de Vries equation. The quadratic auxiliary variable approach is first proposed to reformulate…
In the field of numerical integration, methods specially tuned on oscillating functions, are of great practical importance. Such methods are needed in various branches of natural sciences, particularly in physics, since a lot of physical…
A space-time fully adaptive multiresolution method for evolutionary non-linear partial differential equations is presented introducing an improved local time-stepping method. The space discretisation is based on classical finite volumes,…
We propose a class of semi-Lagrangian methods of high approximation order in space and time, based on spectral element space discretizations and exponential integrators of Runge-Kutta type. We discuss the extension of these methods to the…
Strang splitting is a widely used second-order method for solving diffusion-reaction problems. However, its convergence order is often reduced to order $1$ for Dirichlet boundary conditions and to order $1.5$ for Neumann and Robin boundary…
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…
Runge-Kutta methods have an irreplaceable position among numerical methods designed to solve ordinary differential equations. Especially, implicit ones are suitable for approximating solutions of stiff initial value problems. We propose a…
This work considers multirate generalized-structure additively partitioned Runge-Kutta (MrGARK) methods for solving stiff systems of ordinary differential equations (ODEs) with multiple time scales. These methods treat different partitions…