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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

Stochastic differential equations (SDE) often exhibit large random transitions. This property, which we denote as pathwise stiffness, causes transient bursts of stiffness which limit the allowed step size for common fixed time step explicit…

Numerical Analysis · Mathematics 2018-04-13 Christopher Rackauckas , Qing Nie

In this paper we present and analyze a general framework for constructing high order explicit local time stepping (LTS) methods for hyperbolic conservation laws. In particular, we consider the model problem discretized by Runge-Kutta…

Numerical Analysis · Mathematics 2019-05-24 Thi-Thao-Phuong Hoang , Lili Ju , Wei Leng , Zhu Wang

In this paper, we perform stability analysis for a class of second and third order accurate strong-stability-preserving modified Patankar Runge-Kutta (SSPMPRK) schemes, which were introduced in [4,5] and can be used to solve convection…

Numerical Analysis · Mathematics 2022-05-05 Juntao Huang , Thomas Izgin , Stefan Kopecz , Andreas Meister , Chi-Wang Shu

Additive Runge-Kutta methods designed for preserving highly accurate solutions in mixed-precision computation were proposed and analyzed in 4. These specially designed methods use reduced precision for the implicit computations and full…

Numerical Analysis · Mathematics 2022-12-23 Ben Burnett , Sigal Gottlieb , Zachary J. Grant

In this paper, we construct explicit nonstandard Runge-Kutta (ENRK) methods which have higher accuracy order and preserve two important properties of autonomous dynamical systems, namely, the positivity and linear stability. These methods…

Numerical Analysis · Mathematics 2017-10-05 Quang A Dang , Manh Tuan Hoang

We introduce a family of stochastic optimization methods based on the Runge-Kutta-Chebyshev (RKC) schemes. The RKC methods are explicit methods originally designed for solving stiff ordinary differential equations by ensuring that their…

Optimization and Control · Mathematics 2022-02-01 Tony Stillfjord , Måns Williamson

For the approximation of solutions for It\^o and Stratonovich stochastic differential equations (SDEs)a new class of efficient stochastic Runge-Kutta (SRK) methods is developed. As the main novelty only two stages are necessary for the…

Numerical Analysis · Mathematics 2025-07-01 Andreas Rößler

Stabilized explicit methods are particularly efficient for large systems of stiff stochastic differential equations (SDEs) due to their extended stability domain. However, they loose their efficiency when a severe stiffness is induced by…

Numerical Analysis · Mathematics 2021-08-13 Assyr Abdulle , Giacomo Rosilho de Souza

This paper considers the numerical integration of semilinear evolution PDEs using the high order linearly implicit methods developped in a previous paper in the ODE setting. These methods use a collocation Runge--Kutta method as a basis,…

Numerical Analysis · Mathematics 2023-10-24 Guillaume Dujardin , Ingrid Lacroix-Violet

We study solutions to nonlinear hyperbolic systems with fully nonlinear relaxation terms in the limit of, both, infinitely stiff relaxation and arbitrary late time. In this limit, the dynamics is governed by effective systems of parabolic…

Analysis of PDEs · Mathematics 2012-10-18 Sebastiano Boscarino , Philippe G. LeFloch , Giovanni Russo

In order to treat the multiple time scales of ocean dynamics in an efficient manner, the baroclinic-barotropic splitting technique has been widely used for solving the primitive equations for ocean modeling. Based on the framework of strong…

Numerical Analysis · Mathematics 2022-03-14 Rihui Lan , Lili Ju , Zhu Wang , Max Gunzburger , Philip Jones

Based on reasonable testing model problems, we study the preservation by symplectic Runge-Kutta method (SRK) and symplectic partitioned Runge-Kutta method (SPRK) of structures for fixed points of linear Hamiltonian systems. The…

Numerical Analysis · Mathematics 2008-02-18 Xiaohua Ding , Hongyu Liu , Zaijiu Shang , Geng Sun , Lingshu Wang

Linear multistep methods (LMMs) applied to approximate the solution of initial value problems---typically arising from method-of-lines semidiscretizations of partial differential equations---are often required to have certain monotonicity…

Numerical Analysis · Mathematics 2017-05-30 Lajos Lóczi

We introduce a second-order time discretization method for stiff kinetic equations. The method is asymptotic-preserving (AP) -- can capture the Euler limit without numerically resolving the small Knudsen number; and positivity-preserving --…

Numerical Analysis · Mathematics 2018-12-17 Jingwei Hu , Ruiwen Shu

In this work, we present approaches to rigorously certify $A$- and $A(\alpha)$-stability in Runge-Kutta methods through the solution of convex feasibility problems defined by linear matrix inequalities. We adopt two approaches. The first is…

Numerical Analysis · Mathematics 2024-05-24 Austin Juhl , David Shirokoff

In this paper, we extend the Paired-Explicit Runge-Kutta schemes by Vermeire et. al. to fourth-order of consistency. Based on the order conditions for partitioned Runge-Kutta methods we motivate a specific form of the Butcher arrays which…

Perturbed Runge--Kutta methods (also referred to as downwind Runge--Kutta methods) can guarantee monotonicity preservation under larger step sizes relative to their traditional Runge--Kutta counterparts. In this paper we study, the question…

Numerical Analysis · Mathematics 2018-02-16 Inmaculada Higueras , David I. Ketcheson , Tihamér A. Kocsis

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…

Numerical Analysis · Mathematics 2018-11-27 Herbert Egger , Vsevolod Shashkov , Kersten Schmidt

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…

Numerical Analysis · Mathematics 2021-12-21 Emil M. Constantinescu