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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…

Numerical Analysis · Mathematics 2020-01-07 Zheng Sun , Chi-Wang Shu

We study a local data inverse problem for the time-dependent Convection-Diffusion Equation (CDE) in a bounded domain where a part of the boundary is treated to be inaccessible. Up on assuming the inaccessible part to be flat, we seek for…

Analysis of PDEs · Mathematics 2025-01-09 Pranav Kumar , Anamika Purohit

Recently, a new class of second order Runge-Kutta methods for It\^o stochastic differential equations with a multidimensional Wiener process was introduced by R\"o{\ss}ler. In contrast to second order methods earlier proposed by other…

Numerical Analysis · Mathematics 2013-03-22 Kristian Debrabant , Andreas Rößler

Fractional-step methods are a popular and powerful divide-and-conquer approach for the numerical solution of differential equations. When the integrators of the fractional steps are Runge--Kutta methods, such methods can be written as…

Numerical Analysis · Mathematics 2023-01-25 Raymond J. Spiteri , Siqi Wei

The conditioning of implicit Runge-Kutta (RK) integration for linear finite element approximation of diffusion equations on general anisotropic meshes is investigated. Bounds are established for the condition number of the resulting linear…

Numerical Analysis · Mathematics 2021-01-13 Weizhang Huang , Lennard Kamenski , Jens Lang

We study solutions to nonlinear hyperbolic systems with fully nonlinear relaxation terms in the limit of, both, infinitely stiff relaxation and arbitrary late time. In this limit, the dynamics is governed by effective systems of parabolic…

Analysis of PDEs · Mathematics 2012-10-18 Sebastiano Boscarino , Philippe G. LeFloch , Giovanni Russo

We consider the stability in the inverse problem consisting of the determination of a time-dependent coefficient of order zero $q$, appearing in a Dirichlet initial-boundary value problem for a wave equation $\partial_t^2u-\Delta…

Analysis of PDEs · Mathematics 2016-02-01 Yavar Kian

We consider a parameter dependent family of damped hyperbolic equations with interesting limit behavior: the system approaches steady states exponentially fast and for parameter to zero the solutions converge to that of a parabolic limit…

Numerical Analysis · Mathematics 2017-04-19 Herbert Egger , Thomas Kugler

The concept of space-evolution (or space-time duality) has emerged as a promising approach for studying quantum dynamics. The basic idea involves exchanging the roles of space and time, evolving the system using a space transfer matrix…

Quantum Physics · Physics 2023-11-03 Alessandro Foligno , Tianci Zhou , Bruno Bertini

We introduce a method to perform imaginary time evolution in a controllable quantum system using measurements and conditional unitary operations. By performing a sequence of weak measurements based on the desired Hamiltonian constructed by…

The main theoretical obstacle to establish the original energy dissipation laws of Runge-Kutta methods for phase-field equations is to verify the maximum norm boundedness of the stage solutions without assuming global Lipschitz continuity…

Numerical Analysis · Mathematics 2024-12-11 Xuping Wang , Xuan Zhao , Hong-lin Liao

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 short note we provide a quantitative version of the classical Runge approximation property for second order elliptic operators. This relies on quantitative unique continuation results and duality arguments. We show that these…

Analysis of PDEs · Mathematics 2017-08-22 Angkana Rüland , Mikko Salo

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…

Numerical Analysis · Mathematics 2017-02-15 Imre Fekete , David I. Ketcheson , Lajos Lóczi

The Lotka-Volterra model of competition has been studied by numerical simulations using the Runge-Kutta-Fehlberg algorithm. The stable fixed points, unstable fixed point, saddle node, basins of attraction, and the separatices are found. The…

Populations and Evolution · Quantitative Biology 2023-11-21 Sauvik Chatterjee , Muktish Acharyya

We present fifth order Runge-Kutta-Nystr\"om methods, where we allow the timestep coefficients to assume complex values. Among the methods with complex timesteps, we focus on the ones with the coefficients that have positive real parts.…

Numerical Analysis · Mathematics 2012-03-16 M. Atakan Gürkan

Applied to the master equation, the usual numerical integration methods, such as Runge-Kutta, become inefficient when the rates associated with various transitions differ by several orders of magnitude. We introduce an integration scheme…

Statistical Mechanics · Physics 2009-11-07 Ronald Dickman

In this paper we derive and analyze the properties of explicit singly diagonal implicit Runge-Kutta (ESDIRK) integration methods. We discuss the principles for construction of Runge-Kutta methods with embedded methods of different order for…

Numerical Analysis · Mathematics 2018-03-06 John Bagterp Jørgensen , Morten Rode Kristensen , Per Grove Thomsen

In this paper we propose a numerical scheme for partitioned systems of index 2 DAEs, such as those arising from nonholonomic mechanical problems and prove the order of a certain class of Runge-Kutta methods we call of Lobatto-type. The…

Numerical Analysis · Mathematics 2019-01-30 Rodrigo Takuro Sato Martín de Almagro

Many HPC applications that solve differential equations rely on the Runge-Kutta family of methods for time integration. Among these methods, the fourth-order accurate RK4 scheme is especially popular. This time integration scheme requires…

General Relativity and Quantum Cosmology · Physics 2026-03-09 Lucas Timotheo Sanches , Steven Robert Brandt , Jay Kalinani , Liwei Ji , Erik Schnetter
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