Related papers: The Runge-Kutta Method in Geometric Multiplicative…
Classical and new numerical schemes are generated using evolutionary computing. Differential Evolution is used to find the coefficients of finite difference approximations of function derivatives, and of single and multi-step integration…
The use of time-domain boundary integral equations has proved very effective and efficient for three dimensional acoustic and electromagnetic wave equations. In even dimensions and when some dissipation is present, time-domain boundary…
Many astrophysical processes involving magnetic fields and quasi-stationary processes are well described when assuming the fluid as a perfect conductor. For these systems, the ideal-magnetohydrodynamics (MHD) description captures the…
The residual-based variational multiscale (VMS) formulation has achieved remarkable success in large-eddy simulation of turbulent flows. However, its temporal discretization has largely remained limited to second-order implicit schemes. The…
We develop and analyze the Generalized Multiplicative Gradient (GMG) method for solving a class of convex optimization problems over symmetric cones, where the objective function does not have Lipschitz gradient over the feasible region.…
Most physical processes posses structural properties such as constant energies, volumes, and other invariants over time. When learning models of such dynamical systems, it is critical to respect these invariants to ensure accurate…
The multiplicative Newton-like method developed by the author et al. is extended to the situation where the dynamics is restricted to the orthogonal group. A general framework is constructed without specifying the cost function. Though the…
A novel optimization procedure for the generation of stability polynomials of stabilized explicit Runge-Kutta methods is devised. Intended for semidiscretizations of hyperbolic partial differential equations, the herein developed approach…
We present an algorithm for the numerical solution of ordinary differential equations by random enumeration of the Butcher trees used in the implementation of the Runge-Kutta method. Our Monte Carlo scheme allows for the direct numerical…
Convex separable quadratic optimization problems occur in many practical applications. In this paper, based on an iterative resolution scheme of the KKT system, we develop an efficient method for solving a quadratic programming problem with…
Deriving analytical solutions of ordinary differential equations is usually restricted to a small subset of problems and numerical techniques are considered. Inevitably, a numerical simulation of a differential equation will then always be…
A general purpose, modular program package for the integration of large number of independent ordinary differential equation systems capable of using professional graphics cards is presented. The available numerical schemes are the explicit…
This work considers multirate generalized-structure additively partitioned Runge-Kutta (MrGARK) methods for solving stiff systems of ordinary differential equations (ODEs) with multiple time scales. These methods treat different partitions…
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…
We study the construction and convergence of semi-explicit and iterative decoupling schemes for an elliptic-parabolic problem using higher-order Runge-Kutta methods. For the semi-explicit schemes, which are constructed using a nearby delay…
In order to solve continuous-time optimal control problems, direct methods transcribe the infinite-dimensional problem to a nonlinear program (NLP) using numerical integration methods. In cases where the integration error can be manipulated…
In this article we present a novel and general methodology for building second order finite volume implicit-explicit (IMEX) numerical schemes for solving two dimensional financial parabolic PDEs with mixed derivatives. In particular,…
Implicit-explicit (IMEX) Runge-Kutta methods play a major rule in the numerical treatment of differential systems governed by stiff and non-stiff terms. This paper discusses order conditions and symplecticity properties of a class of IMEX…
We present high-order, fully explicit projective integration schemes for nonlinear collisional kinetic equations such as the BGK and Boltzmann equation. The methods first take a few small (inner) steps with a simple, explicit method (such…
The paper proposes a scheme by combining the Runge-Kutta discontinuous Galerkin method with a {\delta}-mapping algorithm for solving hyperbolic conservation laws with discontinuous fluxes. This hybrid scheme is particularly applied to…