Related papers: Optimal Explicit Strong Stability Preserving Runge…
The work deals with two major topics concerning the numerical analysis of Runge-Kutta-like (RK-like) methods, namely their stability and order of convergence. RK-like methods differ from additive RK methods in that their coefficients are…
A new class of third order Runge-Kutta methods for stochastic differential equations with additive noise is introduced. In contrast to Platen's method, which to the knowledge of the author has been up to now the only known third order…
This work constructs the first-ever sixth-order exponential Runge--Kutta (ExpRK) methods for the time integration of stiff parabolic PDEs. First, we leverage the exponential B-series theory to restate the stiff order conditions for ExpRK…
In this paper a technique is given to recover the classical order of the method when explicit exponential Runge-Kutta methods integrate reaction-diffusion problems. Although methods of high stiff order for problems with vanishing boundary…
Constructing explicit Runge--Kutta (ERK) methods with as few stages as possible for a given order is a classical problem in numerical analysis. In this work, we introduce a $Q$/$D$-space framework of sufficient order conditions for ERK…
In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…
We propose a technique for investigating stability properties like positivity and forward invariance of an interval for method-of-lines discretizations, and apply the technique to study positivity preservation for a class of TVD…
We propose a new method that extends conservative explicit multirate methods to implicit explicit-multirate methods. We develop extensions of order one and two with different stability properties on the implicit side. The method is suitable…
We introduce a general framework for enforcing local or global maximum principles in high-order space-time discretizations of a scalar hyperbolic conservation law. We begin with sufficient conditions for a space discretization to be bound…
We present novel entropy-conservative and entropy-stable multirate Runge-Kutta methods based on Paired Explicit Runge-Kutta (P-ERK) schemes with relaxation for conservation laws and related systems of partial differential equations.…
For the approximation of solutions for stochastic partial differential equations, numerical methods that obtain a high order of convergence and at the same time involve reasonable computational cost are of particular interest. We therefore…
This paper introduces a novel paradigm for constructing linearly implicit and high-order unconditionally energy-stable schemes for general gradient flows, utilizing the scalar auxiliary variable (SAV) approach and the additive Runge-Kutta…
Many time-dependent partial differential equations (PDEs) can be transformed into an ordinary differential equations (ODEs) containing moderately stiff and non-stiff terms after spatial semi-discretization. In the present paper, we…
For a large class of fully nonlinear parabolic equations, which include gradient flows for energy functionals that depend on the solution gradient, the semidiscretization in time by implicit Runge-Kutta methods such as the Radau IIA methods…
In this article, the construction and implementation of a seventh order weighted essentially non-oscillatory scheme is reported for hyperbolic conservation laws. Local smoothness indicators are constructed based on $L_{1}$-norm, where a…
The design of numerical integrators for solving stochastic dynamics with high weak order relies on tedious calculations and is subject to a high number of order conditions. The original approaches from the literature consider strong…
The existing discrete variational derivative method is only second-order accurate and fully implicit. In this paper, we propose a framework to construct an arbitrary high-order implicit (original) energy stable scheme and a second-order…
A mixed accuracy framework for Runge--Kutta methods presented in [Grant, JSC 2022] has been shown to speed up the computation in diagonally implicit Runge--Kutta (DIRK) methods by using less expensive low accuracy approaches for the…
In this work, we provide a deep investigation of a family of arbitrary high order numerical methods for hyperbolic partial differential equations (PDEs), with particular emphasis on very high order versions, i.e., with order higher than 5.…
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…