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Projective Integration methods are explicit time integration schemes for stiff ODEs with large spectral gaps. In this paper, we show that all existing Projective Integration methods can be written as Runge-Kutta methods with an extended…

Numerical Analysis · Mathematics 2024-01-22 Julian Koellermeier , Giovanni Samaey

This paper concerns the numerical procedure for solving hybrid optimal control problems with sliding modes. The proposed procedure has several features which distinguishes it from the other procedures for the problem. First of all a sliding…

Optimization and Control · Mathematics 2021-01-18 Radoslaw Pytlak , Damian Suski

The aim of this paper is to develop and analyze high-order time stepping schemes for solving semilinear subdiffusion equations. We apply the $k$-step BDF convolution quadrature to discretize the time-fractional derivative with order…

Numerical Analysis · Mathematics 2020-03-10 Kai Wang , Zhi Zhou

Parallel-across-the method time integration can provide small scale parallelism when solving initial value problems. Spectral deferred corrections (SDC) with a diagonal sweeper, which is closely related to iterated Runge-Kutta methods…

Numerical Analysis · Mathematics 2025-02-12 Gayatri Čaklović , Thibaut Lunet , Sebastian Götschel , Daniel Ruprecht

We study Runge-Kutta methods for rough differential equations which can be used to calculate solutions to stochastic differential equations driven by processes that are rougher than a Brownian motion. We use a Taylor series representation…

Numerical Analysis · Mathematics 2020-03-31 Martin Redmann , Sebastian Riedel

Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a…

Numerical Analysis · Mathematics 2017-11-15 Olivier Bokanowski , Giorevinus Simarmata

This paper introduces alternating-direction implicit (ADI) solvers of higher order of time-accuracy (orders two to six) for the compressible Navier-Stokes equations in two- and three-dimensional curvilinear domains. The higher-order…

Computational Physics · Physics 2018-01-11 Oscar Bruno , Max Cubillos

This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…

Numerical Analysis · Mathematics 2015-02-12 Kong Tao , Weidong Zhao , Tao Zhou

Schemes with the second-order approximation in time are considered for numerical solving the Cauchy problem for an evolutionary equation of first order with a self-adjoint operator. The implicit two-level scheme based on the Pad\'{e}…

Numerical Analysis · Computer Science 2015-04-17 P. N. Vabishchevich

A high-order accurate adjoint-based optimization framework is presented for unsteady multiphysics problems. The fully discrete adjoint solver relies on the high-order, linearly stable, partitioned solver introduced in [1], where different…

Numerical Analysis · Mathematics 2019-01-01 Daniel Z. Huang , Per-Olof Persson , Matthew J. Zahr

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…

Numerical Analysis · Mathematics 2022-10-24 Jizu Huang

We consider the numerical solution of large-scale symmetric differential matrix Riccati equations. Under certain hypotheses on the data, reduced order methods have recently arisen as a promising class of solution strategies, by forming…

Numerical Analysis · Mathematics 2020-01-14 Gerhard Kirsten , Valeria Simoncini

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…

Numerical Analysis · Mathematics 2023-03-06 F. Ghoreishi , R. Ghaffari

Time delays are a common perturbation in systems with many states, such as networked, distributed, or decentralized systems. Current methods analyzing the stability of large systems with time delay typically produce very conservative…

Systems and Control · Computer Science 2017-10-31 George Armanious , Rick Lind

This paper deals with the numerical computations of two space dimensional time dependent parabolic partial differential equations by adopting adopting an optimal five stage fourth-order strong stability preserving Runge Kutta (SSP-RK54)…

Numerical Analysis · Mathematics 2024-03-20 Brajesh Kumar Singh , Pramod Kumar

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

Among the family of fourth-order time integration schemes, the two-stage Gauss--Legendre method, which is an implicit Runge--Kutta method based on collocation, is the only superconvergent. The computational cost of this implicit scheme for…

Numerical Analysis · Mathematics 2016-06-20 Vu Thai Luan

A fourth-order, L-stable, exponential time differencing Runge-Kutta type scheme is developed to solve nonlinear systems of reaction diffusion equations with nonsmooth data. The new scheme, ETDRK4RDP, is constructed by approximating the…

Numerical Analysis · Mathematics 2025-07-03 Wisdom Kwame Attipoe , Andreas Kleefeld , Emmanuel Asante-Asamani

We present a new strategy for solving stiff ODEs with explicit methods. By adaptively taking a small number of stabilizing small explicit time steps when necessary, a stiff ODE system can be stabilized enough to allow for time steps much…

Numerical Analysis · Mathematics 2012-05-15 Kenneth Eriksson , Claes Johnson , Anders Logg

We study the convergence of a class of Runge-Kutta type schemes for backward stochastic differential equations (BSDEs) in a Markovian framework. The schemes belonging to the class under consideration benefit from a certain stability…

Probability · Mathematics 2014-03-24 Jean-François Chassagneux , Dan Crisan