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Implicit-explicit (IMEX) Runge-Kutta methods play a major rule in the numerical treatment of differential systems governed by stiff and non-stiff terms. This paper discusses order conditions and symplecticity properties of a class of IMEX…

Numerical Analysis · Mathematics 2012-02-07 Michael Herty , Lorenzo Pareschi , Sonja Steffensen

A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…

Computational Physics · Physics 2024-01-02 Viktoriya Morozova , James G. Coder , Kevin Holst

Exponential integrators are special time discretization methods where the traditional linear system solves used by implicit schemes are replaced with computing the action of matrix exponential-like functions on a vector. A very general…

Numerical Analysis · Computer Science 2017-01-26 Mahesh Narayanamurthi , Paul Tranquilli , Adrian Sandu , Mayya Tokman

Finite element discretization of time dependent problems also require effective time-stepping schemes. While implicit Runge-Kutta methods provide favorable accuracy and stability problems, they give rise to large and complicated systems of…

Numerical Analysis · Mathematics 2023-05-01 Robert C. Kirby

This work gives the asymptotic error distribution of the stochastic Runge--Kutta (SRK) method of strong order $1$ applied to Stratonovich-type stochastic differential equations. For dealing with the implicitness introduced in the diffusion…

Numerical Analysis · Mathematics 2025-08-05 Diancong Jin

We consider new implicit-explicit (IMEX) Runge-Kutta methods for hyperbolic systems of conservation laws with stiff relaxation terms. The explicit part is treated by a strong-stability-preserving (SSP) scheme, and the implicit part is…

Numerical Analysis · Mathematics 2010-09-16 L. Pareschi , G. Russo

Multiphysics systems are driven by multiple processes acting simultaneously, and their simulation leads to partitioned systems of differential equations. This paper studies the solution of partitioned systems of differential equations using…

Numerical Analysis · Mathematics 2019-12-04 Mahesh Narayanamurthi , Adrian Sandu

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,…

Numerical Analysis · Mathematics 2019-11-04 David K. Zhang

In a previous paper, a technique was suggested to avoid order reduction with any explicit exponential Runge-Kutta method when integrating initial boundary value nonlinear problems with time-dependent boundary conditions. In this paper, we…

Numerical Analysis · Mathematics 2023-07-18 Begoña Cano , María Jesús Moreta

Many complex applications require the solution of initial-value problems where some components change fast, while others vary slowly. Multirate schemes apply different step sizes to resolve different components of the system, according to…

Numerical Analysis · Mathematics 2021-02-23 Michael Guenther , Adrian Sandu

This study presents a novel mixed-precision iterative refinement algorithm, GADI-IR, within the general alternating-direction implicit (GADI) framework, designed for efficiently solving large-scale sparse linear systems. By employing…

Numerical Analysis · Mathematics 2025-03-24 Jifeng Ge , Juan Zhang

This work introduces a new class of Runge-Kutta methods for solving nonlinearly partitioned initial value problems. These new methods, named nonlinearly partitioned Runge-Kutta (NPRK), generalize existing additive and component-partitioned…

Numerical Analysis · Mathematics 2025-04-07 Tommaso Buvoli , Ben S. Southworth

The effects of kinetic-energy preservation errors due to Runge-Kutta (RK) temporal integrators have been analyzed for the case of large-eddy simulations of incompressible turbulent channel flow. Simulations have been run using the…

Fluid Dynamics · Physics 2024-09-16 Marco Artiano , Carlo De Michele , Francesco Capuano , Gennaro Coppola

The conditioning of implicit Runge-Kutta (RK) integration for linear finite element approximation of diffusion equations on general anisotropic meshes is investigated. Bounds are established for the condition number of the resulting linear…

Numerical Analysis · Mathematics 2021-01-13 Weizhang Huang , Lennard Kamenski , Jens Lang

There exist many Runge-Kutta methods (explicit or implicit), more or less adapted to specific problems. Some of them have interesting properties, such as stability for stiff problems or symplectic capability for problems with energy…

Numerical Analysis · Mathematics 2018-04-16 Julien Alexandre dit Sandretto

Explicit stabilized methods are highly efficient time integrators for large and stiff systems of ordinary differential equations especially when applied to semi-discrete parabolic problems. However, when local spatial mesh refinement is…

Numerical Analysis · Mathematics 2025-10-20 Mathieu Benninghoff , Gilles Vilmart

We develop a $ P $-multigrid solver to simulate locally preconditioned unsteady compressible Navier-Stokes equations at low Mach numbers with implicit high-order methods. Specifically, the high-order flux reconstruction/correction procedure…

Computational Physics · Physics 2019-08-13 Lai Wang , Meilin Yu

Many time-dependent differential equations are equipped with invariants. Preserving such invariants under discretization can be important, e.g., to improve the qualitative and quantitative properties of numerical solutions. Recently,…

Numerical Analysis · Mathematics 2023-11-27 Sebastian Bleecke , Hendrik Ranocha

In this paper, Runge-Kutta-Gegenbauer (RKG) stability polynomials of arbitrarily high order of accuracy are introduced in closed form. The stability domain of RKG polynomials extends in the the real direction with the square of polynomial…

Numerical Analysis · Mathematics 2019-04-22 Stephen O'Sullivan

This work presents algorithms for the efficient implementation of discontinuous Galerkin methods with explicit time stepping for acoustic wave propagation on unstructured meshes of quadrilaterals or hexahedra. A crucial step towards…

Numerical Analysis · Computer Science 2019-03-06 Svenja Schoeder , Katharina Kormann , Wolfgang Wall , Martin Kronbichler
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