Related papers: Developing explicit Runge-Kutta formulas using ope…
In this survey, we provide an in-depth investigation of exponential Runge-Kutta methods for the numerical integration of initial-value problems. These methods offer a valuable synthesis between classical Runge-Kutta methods, introduced more…
Numerous applications necessitate the computation of numerical solutions to differential equations across a wide range of initial conditions and system parameters, which feeds the demand for efficient yet accurate numerical integration…
Butcher series appear when Runge-Kutta methods for ordinary differential equations are expanded in power series of the step size parameter. Each term in a Butcher series consists of a weighted elementary differential, and the set of all…
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…
We consider the efficient numerical solution of coupled dynamical systems, consisting of a small nonlinear part and a large linear time invariant part, possibly stemming from spatial discretization of an underlying partial differential…
A new method for the numerical solution of ODEs is presented. This approach is based on an approximate formulation of the Taylor methods that has a much easier implementation than the original Taylor methods, since only the functions in the…
This paper investigates, a new class of fractional order Runge-Kutta (FORK) methods for numerical approximation to the solution of fractional differential equations (FDEs). By using the Caputo generalizedTaylor formula and the total…
A general class of stochastic Runge-Kutta methods for the weak approximation of It\^o and Stratonovich stochastic differential equations with a multi-dimensional Wiener process is introduced. Colored rooted trees are used to derive an…
Mixed precision Runge--Kutta methods have been recently developed and used for the time-evolution of partial differential equations. Two-derivative Runge--Kutta schemes may offer enhanced stability and accuracy properties compared to…
Singly-TASE operators for the numerical solution of stiff differential equations were proposed by Calvo et al. in J.Sci. Comput. 2023 to reduce the computational cost of Runge-Kutta-TASE (RKTASE) methods when the involved linear systems are…
While implicit Runge--Kutta methods possess high order accuracy and important stability properties, implementation difficulties and the high expense of solving the coupled algebraic system at each time step are frequently cited as…
In this paper, a recently published method [Hussain, Ismail, Senua, Solving directly special fourth-order ordinary differential equations using Runge-Kutta type method, J. Comput. Appl. Math. 306 (2016) 179-199] for solving fourth-order…
A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, the solution of…
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…
Differential equations arise in mathematics, physics,medicine, pharmacology, communications, image processing and animation, etc. An Ordinary Differential Equation (ODE) is a differential equation if it involves derivatives with respect to…
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…
Explicit Runge-Kutta schemes with large stable step sizes are developed for integration of high order spectral difference spatial discretization on quadrilateral grids. The new schemes permit an effective time step that is substantially…
The properties of the Bigeometric or proportional derivative are presented and discussed explicitly. Based on this derivative, the Bigeometric Taylor theorem is worked out. As an application of this calculus, the Bigeometric Runge-Kutta…
We apply Runge-Kutta methods to linear partial differential-algebraic equations of the form $Au_t(t,x) + B(u_{xx}(t,x)+ru_x(t,x))+Cu(t,x) = f(t,x)$, where $A,B,C\in\R^{n,n}$ and the matrix $A$ is singular. We prove that under certain…
The reliability and precision of numerically solving stochastic non-Markovian equations by standard numerical codes, more specifically, with the fourth-order Runge-Kutta routine for solving differential equations, is gauged by comparing the…