Related papers: Implicit Runge-Kutta schemes for optimal control p…
This paper investigates the competitiveness of semi-implicit Runge-Kutta (RK) and spectral deferred correction (SDC) time-integration methods up to order six for incompressible Navier-Stokes problems in conjunction with a high-order…
We study semilinear evolution equations $ \frac {{\rm d} U}{{\rm d} t}=AU+B(U)$ posed on a Hilbert space ${\cal Y}$, where $A$ is normal and generates a strongly continuous semigroup, $B$ is a smooth nonlinearity from ${\cal Y}_\ell =…
In this paper a new Runge-Kutta type scheme is introduced for nonlinear stochastic partial differential equations (SPDEs) with multiplicative trace class noise. The proposed scheme converges with respect to the computational effort with a…
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…
Multirate integration is an increasingly relevant tool that enables scientists to simulate multiphysics systems. Existing multirate methods are designed for equations whose fast and slow variables can be linearly separated using additive or…
Stabilized Runge-Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For semi-discrete parabolic problems, for instance, stabilized…
We study spatially partitioned embedded Runge--Kutta (SPERK) schemes for partial differential equations (PDEs), in which each of the component schemes is applied over a different part of the spatial domain. Such methods may be convenient…
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…
We present novel entropy-conservative and entropy-stable multirate Runge-Kutta methods based on Paired Explicit Runge-Kutta (P-ERK) schemes with relaxation for conservation laws and related systems of partial differential equations.…
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…
We generalize previous work by Mardal, Nilssen, and Staff (2007, SIAM J. Sci. Comp. v. 29, pp. 361-375) and Rana, Howle, Long, Meek, and Milestone (2021, SIAM J. Sci. Comp. v. 43, p. 475-495) on order-optimal preconditioners for parabolic…
In this paper, we apply the Paired-Explicit Runge-Kutta (P-ERK) schemes by Vermeire et. al. (2019, 2022) to dynamically partitioned systems arising from adaptive mesh refinement. The P-ERK schemes enable multirate time-integration with no…
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…
We introduce a new class of Runge-Kutta type methods suitable for time stepping to propagate hyperbolic solutions within tent-shaped spacetime regions. Unlike standard Runge-Kutta methods, the new methods yield expected convergence…
The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and…
We consider the periodic initial-value problem for the Korteweg-de Vries equation that we discretize in space by a spectral Fourier-Galerkin method and in time by an implicit, high order, Runge-Kutta scheme of composition type based on the…
A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming…
A new preconditioner based on a block $LDU$ factorization with algebraic multigrid subsolves for scalability is introduced for the large, structured systems appearing in implicit Runge-Kutta time integration of parabolic partial…
In this paper, we study the uniform accuracy of implicit-explicit (IMEX) Runge-Kutta (RK) schemes for general linear hyperbolic relaxation systems satisfying the structural stability condition proposed in \cite{yong_singular_1999}. We…
In this work we present a new class of Runge-Kutta (RK) methods for solving systems of hyperbolic equations with a particular structure, generalization of a wave-equation. The new methods are {\it partially implicit} in the sense that a…