Related papers: On parallel solution of ordinary differential equa…
In this paper, the effect that produces the local linearization of the embedded Runge-Kutta formulas of Dormand and Prince for initial value problems is studied. For this, embedded Locally Linearized Runge-Kutta formulas are defined and…
In this paper we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for…
Optimization has been widely used to generate smooth trajectories for motion planning. However, existing trajectory optimization methods show weakness when dealing with large-scale long trajectories. Recent advances in parallel computing…
A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…
A method is presented for parallelizing the computation of solutions to discrete-time, linear-quadratic, finite-horizon optimal control problems, which we will refer to as LQR problems. This class of problem arises frequently in robotic…
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…
This study introduces new time-stepping strategies with built-in global error estimators. The new methods propagate the defect along with the numerical solution much like solving for the correction or Zadunaisky's procedure; however, the…
The numerical efficiency of different schemes for solving the Liouville-von Neumann equation within multilevel Redfield theory has been studied. Among the tested algorithms are the well-known Runge-Kutta scheme in two different…
Parallel parameterized complexity theory studies how fixed-parameter tractable (fpt) problems can be solved in parallel. Previous theoretical work focused on parallel algorithms that are very fast in principle, but did not take into account…
Recently, an approach known as relaxation has been developed for preserving the correct evolution of a functional in the numerical solution of initial-value problems, using Runge-Kutta methods. We generalize this approach to multistep…
Rational methods are intended to time integrate linear homogeneous problems. However, their scope can be extended so as to cover linear nonhomogeneous problems. In this paper the integration of semilinear problems is considered. The…
We present an implementation of a fully stage-parallel preconditioner for Radau IIA type fully implicit Runge--Kutta methods, which approximates the inverse of $A_Q$ from the Butcher tableau by the lower triangular matrix resulting from an…
In this paper, we explore how numerical calculations can be accelerated by implementing several numerical methods of fractional-order systems using parallel computing techniques. We investigate the feasibility of parallel computing…
In this paper, we present error estimates of fully discrete Runge--Kutta discontinuous Galerkin (DG) schemes for linear time-dependent partial differential equations. The analysis applies to explicit Runge--Kutta time discretizations of any…
In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation…
We show that existing Runge-Kutta methods for ordinary differential equations (odes) can be modified to solve stochastic differential equations (sdes) with strong solutions provided that appropriate changes are made to the way stepsizes are…
We study a class of general purpose linear multisymplectic integrators for Hamiltonian wave equations based on a diamond-shaped mesh. On each diamond, the PDE is discretized by a symplectic Runge--Kutta method. The scheme advances in time…
We present a new adaptive parallel algorithm for the challenging problem of multi-dimensional numerical integration on massively parallel architectures. Adaptive algorithms have demonstrated the best performance, but efficient many-core…
We study the construction and convergence of semi-explicit and iterative decoupling schemes for an elliptic-parabolic problem using higher-order Runge-Kutta methods. For the semi-explicit schemes, which are constructed using a nearby delay…
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…