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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

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…

Numerical Analysis · Mathematics 2021-05-12 Said Ouala , Laurent Debreu , Ananda Pascual , Bertrand Chapron , Fabrice Collard , Lucile Gaultier , Ronan Fablet

We propose a practical implementation of high-order fully implicit Runge-Kutta(IRK) methods in a multiple precision floating-point environment. Although implementations based on IRK methods in an IEEE754 double precision environment have…

Numerical Analysis · Mathematics 2013-06-18 Tomonori Kouya

Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order optimizers. In this literature, acceleration is often…

Optimization and Control · Mathematics 2021-02-24 Peiyuan Zhang , Antonio Orvieto , Hadi Daneshmand , Thomas Hofmann , Roy Smith

We investigate the computational performance of various numerical methods for the integration of the equations of motion and the variational equations for some typical classical many-body models of condensed matter physics: the…

Computational Physics · Physics 2019-05-07 Carlo Danieli , Bertin Many Manda , Mithun Thudiyangal , Charalampos Skokos

Three schemes, whose expressions are not too complex, are selected for the numerical integration of a system of stochastic differential equations in the Stratonovich interpretation: the integration methods of Heun, Milstein, and…

Computational Physics · Physics 2011-02-23 David Garcia-Alvarez

We propose a bound-preserving Runge-Kutta (RK) discontinuous Galerkin (DG) method as an efficient, effective and compact numerical approach for numerical simulation of traffic flow problems on networks, with arbitrary high order accuracy.…

Numerical Analysis · Mathematics 2014-07-14 Suncica Canic , Benedetto Piccoli , Jing-Mei Qiu , Tan Ren

It is shown that for a parabolic problem with maximal $L^p$-regularity (for $1<p<\infty$), the time discretization by a linear multistep method or Runge--Kutta method has maximal $\ell^p$-regularity uniformly in the stepsize if the method…

Numerical Analysis · Mathematics 2016-08-06 Balázs Kovács , Buyang Li , Christian Lubich

When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…

Numerical Analysis · Mathematics 2017-08-02 Sidafa Conde , Sigal Gottlieb , Zachary J. Grant , John N. Shadid

Many simulated complex systems that support persistent self-organizing patterns, i.e. gliders, have a 'state-plus-update' paradigm. This approach can be found in computational models of physics, continuous and neural cellular automata,…

Cellular Automata and Lattice Gases · Physics 2024-01-25 Q. Tyrell Davis

We propose a family of integrators, Flow-Composed Implicit Runge-Kutta (FCIRK) methods, for perturbations of nonlinear ordinary differential equations, consisting of the composition of flows of the unperturbed part alternated with one step…

Numerical Analysis · Mathematics 2017-11-17 Mikel Antoñana , Joseba Makazaga , Ander Murua

In multibody simulation, the Gear-Gupta-Leimkuhler method for only persistent contacts enforces constraints on position and velocity level at the same time. It yields a robust numerical discretization of differential algebraic equations…

Numerical Analysis · Mathematics 2015-06-08 Svenja Schoeder , Heinz Ulbrich , Thorsten Schindler

Reinforcement learning (RL) algorithms for real-world robotic applications need a data-efficient learning process and the ability to handle complex, unknown dynamical systems. These requirements are handled well by model-based and…

Robotics · Computer Science 2017-06-20 Yevgen Chebotar , Karol Hausman , Marvin Zhang , Gaurav Sukhatme , Stefan Schaal , Sergey Levine

In this paper the performance of a parallel iterated Runge-Kutta method is compared versus those of the serial fouth order Runge-Kutta and Dormand-Prince methods. It was found that, typically, the runtime for the parallel method is…

Numerical Analysis · Mathematics 2016-01-12 Alejandra Gaitán Montejo , Octavio A. Michel-Manzo , César A. Terrero-Escalante

Numerical stability is of great significance for discrete-time dynamic vehicle model. Among the unstable factors, low-speed singularity stands out as one of the most challenging issues, which arises from that the denominator of tire side…

Systems and Control · Electrical Eng. & Systems 2024-11-27 Guojian Zhan , Qiang Ge , Haoyu Gao , Yuming Yin , Bin Zhao , Shengbo Eben Li

There exist certain intrinsic relations between the ultraviolet divergent graphs and the convergent ones at the same loop order in renormalizable quantum field theories. Whereupon we may establish a new method, the intrinsic regularization…

High Energy Physics - Theory · Physics 2007-05-23 Han-Ying Guo , Yu Cai , Hong-Bo Teng

This paper investigates the energy conservation properties of explicit Runge--Kutta (RK) time discretizations for autonomous skew-symmetric systems. For linear problems, we present a general framework for constructing RK methods in which…

Numerical Analysis · Mathematics 2026-05-12 Jinjie Liu , Moysey Brio

In simulating physical systems, conservation of the total energy is often essential, especially when energy conversion between different forms of energy occurs frequently. Recently, a new fourth order energy-preserving integrator named MB4…

Numerical Analysis · Mathematics 2020-03-11 Tsubasa Sakai , Shuhei Kudo , Hiroto Imachi , Yuto Miyatake , Takeo Hoshi , Yusaku Yamamoto

A fundamental challenge in car-following modeling lies in accurately representing the multi-scale complexity of driving behaviors, particularly the intra-driver heterogeneity where a single driver's actions fluctuate dynamically under…

Machine Learning · Computer Science 2025-06-09 Shirui Zhou , Jiying Yan , Junfang Tian , Tao Wang , Yongfu Li , Shiquan Zhong

The numerical simulation of the 3D incompressible Euler equation is analyzed with respect to different integration methods. The numerical schemes we considered include spectral methods with different strategies for dealiasing and two…

Fluid Dynamics · Physics 2009-11-13 Tobias Grafke , Holger Homann , Juergen Dreher , Rainer Grauer