English
Related papers

Related papers: Explicit exponential Runge-Kutta methods of high o…

200 papers

High order strong stability preserving (SSP) time discretizations are advantageous for use with spatial discretizations with nonlinear stability properties for the solution of hyperbolic PDEs. The search for high order strong stability…

Numerical Analysis · Mathematics 2016-03-24 Andrew J. Christieb , Sigal Gottlieb , Zachary J. Grant , David C. Seal

An additive Runge-Kutta method is used for the time stepping, which integrates the linear stiff terms by an explicit singly diagonally implicit Runge-Kutta (ESDIRK) method and the nonlinear terms by an explicit Runge-Kutta (ERK) method. In…

Numerical Analysis · Mathematics 2024-05-08 Ke Chen , Daniel Appelö , Tracy Babb , Per-Gunnar Martinsson

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…

Numerical Analysis · Mathematics 2023-01-02 Jean-François Chassagneux , Junchao Chen , Noufel Frikha

Motivated by studies on fully discrete numerical schemes for linear hyperbolic conservation laws, we present a framework on analyzing the strong stability of explicit Runge-Kutta (RK) time discretizations for semi-negative autonomous linear…

Numerical Analysis · Mathematics 2018-11-28 Zheng Sun , Chi-Wang Shu

Runge-Kutta (RK) methods may exhibit order reduction when applied to certain stiff problems. While fully implicit RK schemes exist that avoid order reduction via high-stage order, DIRK (diagonally implicit Runge-Kutta) schemes are…

Numerical Analysis · Mathematics 2023-05-31 Abhijit Biswas , David Ketcheson , Benjamin Seibold , David Shirokoff

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…

Numerical Analysis · Mathematics 2017-07-17 Willem Hundsdorfer

A new class of third order Runge-Kutta methods for stochastic differential equations with additive noise is introduced. In contrast to Platen's method, which to the knowledge of the author has been up to now the only known third order…

Numerical Analysis · Mathematics 2010-09-29 Kristian Debrabant

New time integration methods are proposed for simulating incompressible multiphase flow in pipelines described by the one-dimensional two-fluid model. The methodology is based on 'half-explicit' Runge-Kutta methods, being explicit for the…

Numerical Analysis · Mathematics 2019-02-19 Benjamin Sanderse , Arthur E. P. Veldman

For the approximation of solutions for stochastic partial differential equations, numerical methods that obtain a high order of convergence and at the same time involve reasonable computational cost are of particular interest. We therefore…

Numerical Analysis · Mathematics 2024-12-12 Claudine von Hallern , Ricarda Mißfeldt , Andreas Rößler

Runge-Kutta (RK) methods may exhibit order reduction when applied to stiff problems. For linear problems with time-independent operators, order reduction can be avoided if the method satisfies certain weak stage order (WSO) conditions,…

Numerical Analysis · Mathematics 2024-02-06 Abhijit Biswas , David Ketcheson , Benjamin Seibold , David Shirokoff

This paper investigates, a new class of fractional order Runge-Kutta (FORK) methods for numerical approximation to the solution of fractional differential equations (FDEs). By using the Caputo generalizedTaylor formula and the total…

Numerical Analysis · Mathematics 2023-03-06 F. Ghoreishi , R. Ghaffari

Runge-Kutta time-stepping methods in general suffer from order reduction: the observed order of convergence may be less than the formal order when applied to certain stiff problems. Order reduction can be avoided by using methods with high…

Numerical Analysis · Mathematics 2023-08-17 David Ketcheson , Benjamin Seibold , David Shirokoff , Dong Zhou

A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, the solution of…

Numerical Analysis · Mathematics 2012-08-24 H. de la Cruz , R. J. Biscay , J. C. Jimenez , F. Carbonell

In this work, we construct and derive a new class of exponentially fitted two-derivative diagonally implicit Runge--Kutta (EFTDDIRK) methods for the numerical solution of differential equations with oscillatory solutions. First, a general…

Numerical Analysis · Mathematics 2021-04-27 Julius O. Ehigie , Vu Thai Luan , Solomon A. Okunuga , Xiong You

In this paper, we study symmetric integrators for solving second-order ordinary differential equations on the basis of the notion of continuous-stage Runge-Kutta-Nystrom methods. The construction of such methods heavily relies on the…

Numerical Analysis · Mathematics 2024-12-20 Wensheng Tang , Jingjing Zhang

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…

Numerical Analysis · Mathematics 2019-04-16 Vu Thai Luan , Rujeko Chinomona , Daniel R. Reynolds

The result after $N$ steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy $\epsilon$, by solving only $$O\Big(\log N \log \frac1\epsilon \Big) $$ linear…

Numerical Analysis · Mathematics 2011-11-10 María López-Fernández , Christian Lubich , Cesar Palencia , Achim Schädle

High-order adaptive time-stepping algorithms are of significant practical value and theoretical interest for accelerating long-time fluid-flow simulations and resolving complex dynamical behaviors. While several high-order implicit-explicit…

Numerical Analysis · Mathematics 2026-05-08 Hong-lin Liao , Xiaoming Wang , Xuping Wang , Cao Wen

Stabilized methods (also called Chebyshev methods) are explicit methods with extended stability domains along the negative real axis. These methods are intended for large mildly stiff problems, originating mainly from parabolic PDEs. In…

Numerical Analysis · Mathematics 2023-03-30 Andrew Moisa , Boris Faleichik

We investigate a high-order, fully explicit, asymptotic-preserving scheme for a kinetic equation with linear relaxation, both in the hydrodynamic and diffusive scalings in which a hyperbolic, resp. parabolic, limiting equation exists. The…

Numerical Analysis · Mathematics 2014-05-21 Pauline Lafitte , Annelies Lejon , Giovanni Samaey
‹ Prev 1 3 4 5 6 7 10 Next ›