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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…

Numerical Analysis · Mathematics 2026-03-26 Adrien Busnot Laurent , Kristian Debrabant , Anne Kværnø

Exponential Runge-Kutta methods for semilinear ordinary differential equations can be extended to abstract differential equations, defined on Banach spaces. Thanks to the sun-star theory, both delay differential equations and renewal…

Numerical Analysis · Mathematics 2024-10-02 Alessia Ando' , Rossana Vermiglio

The method of this paper is my original creation. A new method for solving linear differential equations is proposed in this paper. The important conclusion of this paper is that arbitrary order linear ordinary differential equations with…

General Mathematics · Mathematics 2018-06-05 Daiyuan Zhang

To achieve efficient and accurate long-time integration, we propose a fast, accurate, and stable high-order numerical method for solving fractional-in-space reaction-diffusion equations. The proposed method is explicit in nature and…

Numerical Analysis · Mathematics 2020-03-31 Almushaira Mustafa , Harish Bhatt

Exponential Runge--Kutta methods have shown to be competitive for the time integration of stiff semilinear parabolic PDEs. The current construction of stiffly accurate exponential Runge--Kutta methods, however, relies on a convergence…

Numerical Analysis · Mathematics 2020-09-29 Vu Thai Luan

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

In this master thesis we have compared different second order stabilized explicit Runge-Kutta methods when applied to the incompressible Navier-Stokes equations by means of a projection method and a differential algebraic approach. We…

Numerical Analysis · Mathematics 2022-03-30 Giacomo Rosilho de Souza

High order spatial discretizations with monotonicity properties are often desirable for the solution of hyperbolic PDEs. These methods can advantageously be coupled with high order strong stability preserving time discretizations. The…

Numerical Analysis · Mathematics 2014-03-27 Sigal Gottlieb , Zachary J. Grant , Daniel Higgs

This paper illuminates the derivation, the applicability, and the efficiency of the Multiplicative Runge-Kutta Method, derived in the frame- work of geometric multiplicative calculus. The removal of the restrictions of geometric…

Numerical Analysis · Mathematics 2019-02-20 Mustafa Riza , Hatice Aktöre

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…

Chemical Physics · Physics 2009-11-06 Ivan Kondov , Ulrich Kleinekathoefer , Michael Schreiber

There exist many Runge-Kutta methods (explicit or implicit), more or less adapted to specific problems. Some of them have interesting properties, such as stability for stiff problems or symplectic capability for problems with energy…

Numerical Analysis · Mathematics 2018-04-16 Julien Alexandre dit Sandretto

In this paper, we develop a new type of Runge--Kutta (RK) discontinuous Galerkin (DG) method for solving hyperbolic conservation laws. Compared with the original RKDG method, the new method features improved compactness and allows simple…

Numerical Analysis · Mathematics 2024-02-26 Qifan Chen , Zheng Sun , Yulong Xing

In this paper we discuss a framework for the polynomial approximation to the solution of initial value problems for differential equations. The framework, initially devised for the approximation of ordinary differential equations, is…

Numerical Analysis · Mathematics 2022-11-15 Luigi Brugnano , Gianluca Frasca-Caccia , Felice Iavernaro , Vincenzo Vespri

In this paper, we study symmetric integrators for solving second-order ordinary differential equations on the basis of the notion of continuous-stage Runge-Kutta-Nystrom methods. The construction of such methods heavily relies on the…

Numerical Analysis · Mathematics 2024-12-20 Wensheng Tang , Jingjing Zhang

In this paper, we extend the Paired-Explicit Runge-Kutta schemes by Vermeire et. al. to fourth-order of consistency. Based on the order conditions for partitioned Runge-Kutta methods we motivate a specific form of the Butcher arrays which…

We study the learning of numerical algorithms for scientific computing, which combines mathematically driven, handcrafted design of general algorithm structure with a data-driven adaptation to specific classes of tasks. This represents a…

Numerical Analysis · Mathematics 2022-07-12 Yue Guo , Felix Dietrich , Tom Bertalan , Danimir T. Doncevic , Manuel Dahmen , Ioannis G. Kevrekidis , Qianxiao Li

We have shown previously that functionally fitted Runge-Kutta (FRK) methods can be studied using a convenient collocation framework. Here, we extend that framework to functionally fitted Runge-Kutta-Nystr\"om (FRKN) methods, shedding…

Numerical Analysis · Mathematics 2014-10-17 N. S. Hoang , R. B. Sidje

In this work, a new relationship is established between the solutions of higher fractional differential equations and a Wright-type transformation. Solutions could be interpreted as expected values of functions in a random time process. As…

Numerical Analysis · Mathematics 2024-04-02 M. Nacianceno , T. Oraby , H. Rodrigo , Y. Sepulveda , J. Sifuentes , E. Suazo , T. Stuck , J. Williams

Linearly implicit Runge-Kutta methods with approximate matrix factorization can solve efficiently large systems of differential equations that have a stiff linear part, e.g. reaction-diffusion systems. However, the use of approximate…

Numerical Analysis · Computer Science 2014-08-19 Hong Zhang , Adrian Sandu , Paul Tranquilli

The Runge--Kutta (RK) discontinuous Galerkin (DG) method is a mainstream numerical algorithm for solving hyperbolic equations. In this paper, we use the linear advection equation in one and two dimensions as a model problem to prove the…

Numerical Analysis · Mathematics 2024-10-02 Zheng Sun
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