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Fully implicit Runge-Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty…

Numerical Analysis · Mathematics 2021-10-07 Ben S. Southworth , Oliver Krzysik , Will Pazner , Hans De Sterck

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

A mixed accuracy framework for Runge--Kutta methods presented in [Grant, JSC 2022] has been shown to speed up the computation in diagonally implicit Runge--Kutta (DIRK) methods by using less expensive low accuracy approaches for the…

Numerical Analysis · Mathematics 2026-04-29 John Driscoll , Sigal Gottlieb , Zachary J. Grant , César Herrera , Tej Sai Kakumanu , Monica Stephens

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

Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the…

Numerical Analysis · Mathematics 2021-10-07 Ben S. Southworth , Oliver Krzysik , Will Pazner

The use of high order fully implicit Runge-Kutta methods is of significant importance in the context of the numerical solution of transient partial differential equations, in particular when solving large scale problems due to fine space…

Numerical Analysis · Mathematics 2023-02-27 Ivo Dravins , Stefano Serra-Capizzano , Maya Neytcheva

Runge-Kutta methods have an irreplaceable position among numerical methods designed to solve ordinary differential equations. Especially, implicit ones are suitable for approximating solutions of stiff initial value problems. We propose a…

Numerical Analysis · Mathematics 2024-12-13 Hana Mizerová , Katarína Tvrdá

Implicit-explicit (IMEX) time stepping methods can efficiently solve differential equa- tions with both stiff and nonstiff components. IMEX Runge-Kutta methods and IMEX linear multistep methods have been studied in the literature. In this…

Numerical Analysis · Mathematics 2013-03-26 Hong Zhang , Adrian Sandu

When one wishes to numerically solve an initial value problem, it is customary to rewrite it as an equivalent first-order system to which a method, usually from the class of Runge-Kutta methods, is applied. Directly treating higher-order…

Numerical Analysis · Mathematics 2026-02-25 Loris Petronijevic

We reconsider the variational derivation of symplectic partitioned Runge-Kutta schemes. Such type of variational integrators are of great importance since they integrate mechanical systems with high order accuracy while preserving the…

Numerical Analysis · Mathematics 2015-05-08 Cédric M. Campos

This paper develops a new class of linearly implicit time integration schemes called Linearly-Implicit Runge-Kutta-W (LIRK-W) methods. These schemes are based on an implicit-explicit approach which does not require a splitting of the right…

Numerical Analysis · Mathematics 2016-11-22 Paul Tranquilli , Adrian Sandu , Hong Zhang

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…

Numerical Analysis · Mathematics 2020-09-29 Vu Thai Luan

In this paper we derive and analyze the properties of explicit singly diagonal implicit Runge-Kutta (ESDIRK) integration methods. We discuss the principles for construction of Runge-Kutta methods with embedded methods of different order for…

Numerical Analysis · Mathematics 2018-03-06 John Bagterp Jørgensen , Morten Rode Kristensen , Per Grove Thomsen

We are concerned with the efficient implementation of symplectic implicit Runge-Kutta (IRK) methods applied to systems of (non-necessarily Hamiltonian) ordinary differential equations by means of Newton-like iterations. We pay particular…

Numerical Analysis · Mathematics 2017-03-23 Mikel Antoñana , Joseba Makazaga , Ander Murua

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…

Numerical Analysis · Mathematics 2025-04-15 Lingyun Ding

In the paper explicit functional continuous Runge-Kutta and Runge-Kutta-Nystr\"om methods for retarded functional differential equations are considered. New methods for first order equations as well as for second order equations of the…

Numerical Analysis · Mathematics 2018-06-25 Alexey S. Eremin

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

We prove that Runge-Kutta (RK) methods for numerical integration of arbitrarily large systems of Ordinary Differential Equations are linearly stable. Standard stability arguments -- based on spectral analysis, resolvent condition or strong…

Numerical Analysis · Mathematics 2023-12-27 Eitan Tadmor

Many control, optimization, and learning algorithms rely on discretizations of continuous-time contracting systems, where preservation of contractivity under numerical integration is key for stability, robustness, and reliable fixed-point…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Yu Kawano , Francesco Bullo

Recently a new class of nonlinearly partitioned Runge--Kutta (NPRK) methods was proposed for nonlinearly partitioned systems of autonomous ordinary differential equations, $y' = F(y,y)$. The target class of problems are ones in which…

Numerical Analysis · Mathematics 2025-04-10 Brian K. Tran , Ben S. Southworth , Tommaso Buvoli