Related papers: Strong Stability Preserving Multistep Runge-Kutta …
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
Classical convergence theory of Runge-Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic…
The paper concerns semidiscretizations in time of stochastic Maxwell equations driven by additive noise. We show that the equations admit physical properties and mathematical structures, including regularity, energy and divergence evolution…
In this work, we provide a deep investigation of a family of arbitrary high order numerical methods for hyperbolic partial differential equations (PDEs), with particular emphasis on very high order versions, i.e., with order higher than 5.…
In the numerical solution of partial differential equations using a method-of-lines approach, the availability of high order spatial discretization schemes motivates the development of sophisticated high order time integration methods. For…
Semidiscretization in time is studied for a class of quasi-linear evolution equations in a framework due to Kato, which applies to symmetric first-order hyperbolic systems and to a variety of fluid and wave equations. In the regime where…
We consider a Lattice Boltzmann type discrete velocity model in the low Mach number scaling and develop a corresponding numerical scheme that remains uniformly valid across all regimes of the mean free path, from the kinetic to the…
We provide a note on continuous-stage Runge-Kutta methods (csRK) for solving initial value problems of first-order ordinary differential equations. Such methods, as an interesting and creative extension of traditional Runge-Kutta (RK)…
In practical computation with Runge--Kutta methods, the stage equations are not satisfied exactly, due to roundoff errors, algebraic solver errors, and so forth. We show by example that propagation of such errors within a single step can…
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…
We present two strategies for designing passivity preserving higher order discretization methods for Maxwell's equations in nonlinear Kerr-type media. Both approaches are based on variational approximation schemes in space and time. This…
This paper proposes a backstepping boundary control design for robust stabilization of linear first-order coupled hyperbolic partial differential equations (PDEs) with Markov-jumping parameters. The PDE system consists of 4 X 4 coupled…
In this paper, we present continuous-stage partitioned Runge-Kutta (csPRK) methods for energy-preserving integration of Hamiltonian systems. A sufficient condition for the energy preservation of the csPRK methods is derived. It is shown…
A high-order multi-time-step (MTS) scheme for the bond-based peridynamic (PD) model, an extension of classical continuous mechanics widely used for analyzing discontinuous problems like cracks, is proposed. The MTS scheme discretizes the…
We develop a high-order kinetic scheme for entropy-based moment models of a one-dimensional linear kinetic equation in slab geometry. High-order spatial reconstructions are achieved using the weighted essentially non-oscillatory (WENO)…
The work deals with two major topics concerning the numerical analysis of Runge-Kutta-like (RK-like) methods, namely their stability and order of convergence. RK-like methods differ from additive RK methods in that their coefficients are…
In this paper we present a general procedure for designing higher strong order methods for It\^o stochastic differential equations on matrix Lie groups and illustrate this strategy with two novel schemes that have a strong convergence order…
In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…
In this paper we propose three $p$-th order tensor methods for $\mu$-strongly-convex-strongly-concave saddle point problems (SPP). The first method is based on the assumption of $p$-th order smoothness of the objective and it achieves a…
In this paper, we present a novel class of high-order Runge--Kutta (RK) discontinuous Galerkin (DG) schemes for hyperbolic conservation laws. The new method extends beyond the traditional method of lines framework and utilizes…