Related papers: Optimized explicit Runge-Kutta schemes for the spe…
We propose a new probabilistic scheme which combines deep learning techniques with high order schemes for backward stochastic differential equations belonging to the class of Runge-Kutta methods to solve high-dimensional semi-linear…
We show that existing Runge-Kutta methods for ordinary differential equations (odes) can be modified to solve stochastic differential equations (sdes) with strong solutions provided that appropriate changes are made to the way stepsizes are…
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…
We propose a new method that extends conservative explicit multirate methods to implicit explicit-multirate methods. We develop extensions of order one and two with different stability properties on the implicit side. The method is suitable…
Runge-Kutta methods are a popular class of numerical methods for solving ordinary differential equations. Every Runge-Kutta method is characterized by two basic parameters: its order, which measures the accuracy of the solution it produces,…
Mixed precision Runge--Kutta methods have been recently developed and used for the time-evolution of partial differential equations. Two-derivative Runge--Kutta schemes may offer enhanced stability and accuracy properties compared to…
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…
An error analysis is presented for explicit partitioned Runge-Kutta methods and multirate methods applied to conservation laws. The interfaces, across which different methods or time steps are used, lead to order reduction of the schemes.…
Explicit Runge--Kutta (RK) methods are susceptible to a reduction in the observed order of convergence when applied to initial-boundary value problem with time-dependent boundary conditions. We study conditions on explicit RK methods that…
We consider the efficient numerical solution of coupled dynamical systems, consisting of a small nonlinear part and a large linear time invariant part, possibly stemming from spatial discretization of an underlying partial differential…
We show in this paper that third- and fourth-order low storage Runge-Kutta algorithms can be built specifically for quadratic nonlinear operators, at the expense of roughly doubling the time needed for evaluating the temporal derivatives.…
The manuscript presents a new technique for computing the exponential of skew-Hermitian operators. Principal advantages of the proposed method include: stability even for large time-steps, the possibility to parallelize in time over many…
Variational space-time formulations for Partial Differential Equations have been of great interest in the last decades. While it is known that implicit time marching schemes have variational structure, the Galerkin formulation of 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…
This work deals with two groups of spectral analysis results for matrices arising in fully implicit Runge-Kutta methods used for linear time-dependent partial differential equations. These were applied for different formulations of the same…
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,…
This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. The proposed methods are based on a specific subset of explicit one-step…
In this paper we develop a class of Implicit-Explicit Runge-Kutta schemes for solving the multi-scale semiconductor Boltzmann equation. The relevant scale which characterizes this kind of problems is the diffusive scaling. This means that,…
This paper investigates the energy conservation properties of explicit Runge--Kutta (RK) time discretizations for autonomous skew-symmetric systems. For linear problems, we present a general framework for constructing RK methods in which…
Explicit integrating factor Runge-Kutta methods are attractive and popular in developing high-order maximum bound principle preserving time-stepping schemes for Allen-Cahn type gradient flows. However, they always suffer from the…