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This paper investigates the performance of a subclass of exponential integrators, specifically explicit exponential Runge--Kutta methods. It is well known that third-order methods can suffer from order reduction when applied to linearized…

Numerical Analysis · Mathematics 2024-12-30 Thi Tam Dang , Trung Hau Hoang

The non-differentiability of the singular nonlinearity (such as $f=\ln|u|^2$) at $u=0$ presents significant challenges in devising accurate and efficient numerical schemes for the logarithmic Schr\"{o}dinger equation (LogSE). To address…

Numerical Analysis · Mathematics 2024-11-14 Jingye Yan , Hong Zhang , Yabing Wei , Xu Qian

This paper deals with stability of classical Runge-Kutta collocation methods. When such methods are embedded in linearly implicit methods as developed in [12] and used in [13] for the time integration of nonlinear evolution PDEs, the…

Numerical Analysis · Mathematics 2023-04-20 Guillaume Dujardin , Ingrid Lacroix-Violet

The aim of this paper is to construct and analyze exponential Runge-Kutta methods for the temporal discretization of a class of semilinear parabolic problems with arbitrary state-dependent delay. First, the well-posedness of the problem is…

Numerical Analysis · Mathematics 2025-09-12 Qiumei Huang , Alexander Ostermann , Gangfan Zhong

We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…

Numerical Analysis · Mathematics 2020-01-14 Giacomo Albi , Lorenzo Pareschi

We consider high order, implicit Runge-Kutta schemes to solve time-dependent stiff PDEs on dynamically adapted grids generated by multiresolution analysis for unsteady problems disclosing localized fronts. The multiresolution finite volume…

Numerical Analysis · Mathematics 2016-04-04 Max Duarte , Richard Dobbins , Mitchell Smooke

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

The aim of this paper is to construct and analyze explicit exponential Runge-Kutta methods for the temporal discretization of linear and semilinear integro-differential equations. By expanding the errors of the numerical method in terms of…

Numerical Analysis · Mathematics 2023-01-24 Alexander Ostermann , Fardin Saedpanah , Nasrin Vaisi

Using a recent characterization of energy-preserving B-series, we derive the explicit conditions on the coefficients of a Runge-Kutta method that ensure energy preservation (for Hamiltonian systems) up to a given order in the step size,…

Numerical Analysis · Mathematics 2025-01-24 Gabriel A. Barrios de León , David I. Ketcheson , Hendrik Ranocha

In the numerical solution of partial differential equations using a method-of-lines approach, the availability of high order spatial discretization schemes motivates the development of sophisticated high order time integration methods. For…

Numerical Analysis · Computer Science 2016-11-25 Hong Zhang , Adrian Sandu , Sebastien Blaise

We construct eight implicit-explicit (IMEX) Runge-Kutta (RK) schemes up to third order of the type in which all stages are implicit so that they can be used in the zero relaxation limit in a unified and convenient manner. These…

Numerical Analysis · Mathematics 2016-06-08 Shu-Chao Duan

This article extends the theory of dual-consistent summation-by-parts (SBP) and generalized SBP (GSBP) time-marching methods by showing that they are implicit Runge-Kutta schemes. Through this connection, the accuracy theory for the…

Numerical Analysis · Mathematics 2016-01-26 Pieter D. Boom , David W. Zingg

The analysis of strong-stability-preserving (SSP) linear multistep methods is extended to semi-discretized problems for which different terms on the right-hand side satisfy different forward Euler (or circle) conditions. Optimal additive…

Numerical Analysis · Mathematics 2022-04-05 Yiannis Hadjimichael , David I. Ketcheson

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

Classical convergence theory of Runge-Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic…

Numerical Analysis · Mathematics 2026-05-05 Steven B. Roberts , David Shirokoff , Abhijit Biswas , Benjamin Seibold

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 this paper we present and analyze a general framework for constructing high order explicit local time stepping (LTS) methods for hyperbolic conservation laws. In particular, we consider the model problem discretized by Runge-Kutta…

Numerical Analysis · Mathematics 2019-05-24 Thi-Thao-Phuong Hoang , Lili Ju , Wei Leng , Zhu Wang

The problem of solving stochastic differential-algebraic equations (SDAEs) of index one with a scalar driving Brownian motion is considered. Recently, the authors proposed a class of stiffly accurate stochastic Runge-Kutta (SRK) methods…

Numerical Analysis · Mathematics 2013-11-07 Dominique Küpper , Anne Kværnø , Andreas Rößler

Many control, optimization, and learning algorithms rely on discretizations of continuous-time contracting systems, where preservation of contractivity under numerical integration is key for stability, robustness, and reliable fixed-point…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Yu Kawano , Francesco Bullo

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…

Numerical Analysis · Mathematics 2013-07-16 M. Parsani , D. I. Ketcheson , W. Deconinck