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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

The principle of least action is one of the most fundamental physical principle. It says that among all possible motions connecting two points in a phase space, the system will exhibit those motions which extremise an action functional.…

Numerical Analysis · Mathematics 2022-10-17 Sina Ober-Blöbaum , Christian Offen

Fractional-step methods are a popular and powerful divide-and-conquer approach for the numerical solution of differential equations. When the integrators of the fractional steps are Runge--Kutta methods, such methods can be written as…

Numerical Analysis · Mathematics 2023-01-25 Raymond J. Spiteri , Siqi Wei

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

Runge-Kutta methods are affine equivariant: applying a method before or after an affine change of variables yields the same numerical trajectory. However, for some applications, one would like to perform numerical integration after a…

Numerical Analysis · Mathematics 2026-03-17 Ari Stern , Milo Viviani

Semi-Lagrangian methods are numerical methods designed to find approximate solutions to particular time-dependent partial differential equations (PDEs) that describe the advection process. We propose semi-Lagrangian one-step methods for…

Numerical Analysis · Mathematics 2017-03-07 Nikolai D. Lipscomb , Daniel X. Guo

We analyze the relation of the notion of a pluri-Lagrangian system, which recently emerged in the theory of integrable systems, to the classical notion of variational symmetry, due to E. Noether. We treat classical mechanical systems and…

Mathematical Physics · Physics 2019-11-11 Matteo Petrera , Yuri B. Suris

An error analysis of Runge-Kutta convolution quadrature based on Gauss methods applied to hyperbolic operators is given. The order of convergence relies heavily on the parity of the number of stages, a more favourable situation arising for…

Numerical Analysis · Mathematics 2022-12-15 Lehel Banjai , Matteo Ferrari

We combine the recent relaxation approach with multiderivative Runge-Kutta methods to preserve conservation or dissipation of entropy functionals for ordinary and partial differential equations. Relaxation methods are minor modifications of…

Numerical Analysis · Mathematics 2024-06-19 Hendrik Ranocha , Jochen Schütz

Variational integrators are a special kind of geometric discretisation methods applicable to any system of differential equations that obeys a Lagrangian formulation. In this thesis, variational integrators are developed for several…

Numerical Analysis · Mathematics 2014-12-08 Michael Kraus

We consider the continuous and discrete-time Hamilton's variational principle on phase space, and characterize the exact discrete Hamiltonian which provides an exact correspondence between discrete and continuous Hamiltonian mechanics. The…

Numerical Analysis · Mathematics 2010-01-12 Melvin Leok , Jingjing Zhang

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…

Numerical Analysis · Mathematics 2026-05-22 Robert Altmann , Abdullah Mujahid , Benjamin Unger

A new approach to the construction of difference schemes of any order for the many-body problem that preserves all its algebraic integrals is proposed. We introduced additional variables, namely, distances and reciprocal distances between…

Numerical Analysis · Mathematics 2020-07-03 Vladimir Gerdt , Mikhail Malykh , Leonid Sevastianov , Yu Ying

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 consider a classical field theory whose equations of motion follow from the least action principle, but the class of admissible trajectories is restricted by differential equations. The key element of the proposed construction is the…

Mathematical Physics · Physics 2025-08-14 Simon Lyakhovich , Nikita Sinelnikov

The generalized additive Runge-Kutta (GARK) framework provides a powerful approach for solving additively partitioned ordinary differential equations. This work combines the ideas of symplectic GARK schemes and multirate GARK schemes to…

Numerical Analysis · Mathematics 2023-12-15 Kevin Schäfers , Michael Günther , Adrian Sandu

We study higher--order variational derivatives of a generic second--order Lagrangian ${\cal L}={\cal L}(x,\phi,\partial\phi,\partial^2\phi)$ and in this context we discuss the Jacobi equation ensuing from the second variation of the action.…

Mathematical Physics · Physics 2007-05-23 Biagio Casciaro , Mauro Francaviglia , Victor Tapia

We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…

Numerical Analysis · Mathematics 2021-05-27 Cecilia Pagliantini

In this paper we study, from a variational and geometrical point of view, second-order variational problems on Lie groupoids and the construction of variational integrators for optimal control problems. First, we develop variational…

Dynamical Systems · Mathematics 2015-06-30 Leonardo Colombo , David Martin de Diego

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…

Numerical Analysis · Mathematics 2024-07-09 Daniel Doehring , Michael Schlottke-Lakemper , Gregor J. Gassner , Manuel Torrilhon
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