Related papers: High order symplectic partitioned Lie group method…
Exponential Runge--Kutta methods have shown to be competitive for the time integration of stiff semilinear parabolic PDEs. The current construction of stiffly accurate exponential Runge--Kutta methods, however, relies on a convergence…
We introduce a recent symplectic integration scheme derived for solving physically motivated systems with non-separable Hamiltonians. We show its relevance to Riemannian manifold Hamiltonian Monte Carlo (RMHMC) and provide an alternative to…
A log symplectic manifold is a Poisson manifold which is generically nondegenerate. We develop two methods for constructing the symplectic groupoids of log symplectic manifolds. The first is a blow-up construction, corresponding to the…
The article considers symmetric general linear methods, a class of numerical time integration methods which, like symmetric Runge--Kutta methods, are applicable to general time--reversible differential equations, not just those derived from…
We study the construction and convergence of semi-explicit and iterative decoupling schemes for an elliptic-parabolic problem using higher-order Runge-Kutta methods. For the semi-explicit schemes, which are constructed using a nearby delay…
``Pseudo-cohomology'', as a refinement of Lie group cohomology, is soundly studied aiming at classifying of the symplectic manifolds associated with Lie groups. In this study, the framework of symplectic cohomology provides fundamental new…
This work proposes and analyzes a new class of numerical integrators for computing low-rank approximations to solutions of matrix differential equation. We combine an explicit Runge-Kutta method with repeated randomized low-rank…
High order energy-preserving methods for Hamiltonian systems are presented. For this aim, an energy-preserving condition of continuous stage Runge--Kutta methods is proved. Order conditions are simplified and parallelizable conditions are…
In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…
The 4-th order Runge-Kutta method in the complex plane is proposed for numerically advancing the solutions of a system of first order differential equations in one external invariant satisfied by the master integrals related to a Feynman…
Dynamic systems have a fundamental relevance in the description of physical phenomena. The search for more accurate and faster numerical integration methods for the resolution of such systems is, therefore, an important topic of research.…
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…
We implement and investigate the numerical properties of a new family of integrators connecting both variants of the symplectic Euler schemes, and including an alternative to the classical symplectic mid-point scheme, with some additional…
The Butcher group is a powerful tool to analyse integration methods for ordinary differential equations, in particular Runge--Kutta methods. Recently, a natural Lie group structure has been constructed for this group. Unfortunately, the…
This paper illuminates the derivation, the applicability, and the efficiency of the Multiplicative Runge-Kutta Method, derived in the frame- work of geometric multiplicative calculus. The removal of the restrictions of geometric…
We show that symplectic and linearly-implicit integrators proposed by [Zhang and Skeel, 1997] are variational linearizations of Newmark methods. When used in conjunction with penalty methods (i.e., methods that replace constraints by stiff…
Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic…
For Hamiltonian systems with non-canonical structure matrices, a new family of fourth-order energy-preserving integrators is presented. The integrators take a form of a combination of Runge--Kutta methods and continuous-stage Runge--Kutta…
We relate two notions of local error for integration schemes on Riemannian homogeneous spaces, and show how to derive global error estimates from such local bounds. In doing so, we prove for the first time that the Lie-Butcher theory of Lie…
In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with…