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We study the application of the generalized convolution quadrature (gCQ) based on Runge--Kutta methods to approximate the solution of an important class of sectorial problems. The gCQ generalizes Lubich's original convolution quadrature…

Numerical Analysis · Mathematics 2025-06-27 Jing Guo , Maria Lopez-Fernandez

We consider quadrature formulas of high order in time based on Radau-type, L-stable implicit Runge-Kutta schemes to solve time dependent stiff PDEs. Instead of solving a large nonlinear system of equations, we develop a method that performs…

Numerical Analysis · Mathematics 2016-04-04 Max Duarte , Matthew Emmett

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

Cell collective migration plays a crucial role in a variety of physiological processes. In this work, we propose the Runge-Kutta random feature method to solve the nonlinear and strongly coupled multiphase flow problems of cells, in which…

Numerical Analysis · Mathematics 2024-12-10 Yangtao Deng , Qiaolin He

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…

Numerical Analysis · Mathematics 2024-12-13 Hana Mizerová , Katarína Tvrdá

Delayed processes are ubiquitous throughout biology. These delays may arise through maturation processes or as the result of complex multi-step networks, and mathematical models with distributed delays are increasingly used to capture the…

Populations and Evolution · Quantitative Biology 2024-10-15 Tyler Cassidy

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

In this paper, we develop a general framework for constructing higher-order, unconditionally energy-stable exponential time differencing Runge-Kutta methods applicable to a range of gradient flows. Specifically, we identify conditions…

Numerical Analysis · Mathematics 2024-07-23 Zhaohui Fu , Jie Shen , Jiang Yang

In this paper, contrast-independent partially explicit time discretization for wave equations in heterogeneous high-contrast media via mass lumping is concerned. By employing a mass lumping scheme to diagonalize the mass matrix, the matrix…

Numerical Analysis · Mathematics 2025-02-25 Shu Fan Li , Wing Tat Leung

Both the porous medium equation and the system of isentropic Euler equations can be considered as steepest descents on suitable manifolds of probability measures in the framework of optimal transport theory. By discretizing these…

Numerical Analysis · Mathematics 2015-03-13 Michael Westdickenberg , Jon Wilkening

This paper investigates the performance of a subclass of exponential integrators, specifically explicit exponential Runge--Kutta methods. It is well known that third-order methods can suffer from order reduction when applied to linearized…

Numerical Analysis · Mathematics 2024-12-30 Thi Tam Dang , Trung Hau Hoang

Direct shooting is an efficient method to solve numerical optimal control. It utilizes the Runge-Kutta scheme to discretize a continuous-time optimal control problem making the problem solvable by nonlinear programming solvers. However,…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Jiawei Tang , Yuxing Zhong , Pengyu Wang , Xingzhou Chen , Shuang Wu , Ling Shi

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

Optimal Strong Stability Preserving (SSP) Runge--Kutta methods has been widely investegated in the last decade and many open conjectures have been formulated. The iterated implicit midpoint rule has been observed numerically optimal in…

Numerical Analysis · Mathematics 2014-10-01 Tihamér A. Kocsis , Adrián Németh

An explicit stabilized additive Runge-Kutta scheme is proposed. The method is based on a splitting of the problem in severely stiff and mildly stiff subproblems, which are then independently solved using a Runge-Kutta-Chebyshev scheme. The…

Numerical Analysis · Mathematics 2020-03-09 Assyr Abdulle , Giacomo Rosilho de Souza

We present a new method for developing time step controllers based on a technique from the field of machine learning. This method is applicable to stable time integrators that have an embedded scheme, i.e., that have local error estimation…

Numerical Analysis · Mathematics 2025-12-23 Thomas Izgin , Hendrik Ranocha

Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…

Numerical Analysis · Mathematics 2025-06-24 Robert C. Kirby , John D. Stephens

In the paper explicit functional continuous Runge-Kutta and Runge-Kutta-Nystr\"om methods for retarded functional differential equations are considered. New methods for first order equations as well as for second order equations of the…

Numerical Analysis · Mathematics 2018-06-25 Alexey S. Eremin

A fourth-order, L-stable, exponential time differencing Runge-Kutta type scheme is developed to solve nonlinear systems of reaction diffusion equations with nonsmooth data. The new scheme, ETDRK4RDP, is constructed by approximating the…

Numerical Analysis · Mathematics 2025-07-03 Wisdom Kwame Attipoe , Andreas Kleefeld , Emmanuel Asante-Asamani

Compact finite-difference (FD) schemes specify derivative approximations implicitly, thus to achieve parallelism with domain-decomposition suitable partitioning of linear systems is required. Consistent order of accuracy, dispersion, and…

General Relativity and Quantum Cosmology · Physics 2023-03-01 Boris Daszuta
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