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We consider the application of Runge-Kutta (RK) methods to gradient systems $(d/dt)x = -\nabla V(x)$, where, as in many optimization problems, $V$ is convex and $\nabla V$ (globally) Lipschitz-continuous with Lipschitz constant $L$.…

Numerical Analysis · Mathematics 2021-04-02 J. M. Sanz-Serna , Konstantinos C. Zygalakis

We derive a new methodology for the construction of high order integrators for sampling the invariant measure of ergodic stochastic differential equations with dynamics constrained on a manifold. We obtain the order conditions for sampling…

Numerical Analysis · Mathematics 2022-08-31 Adrien Laurent , Gilles Vilmart

It is well-known that a numerical method which is at the same time geometric structure-preserving and physical property-preserving cannot exist in general for Hamiltonian partial differential equations. In this paper, we present a novel…

Numerical Analysis · Mathematics 2019-07-25 Chuchu Chen , Jialin Hong , Chol Sim , Kwang Sonwu

A standard approach to solve ordinary differential equations, when they describe dynamical systems, is to adopt a Runge-Kutta or related scheme. Such schemes, however, are not applicable to the large class of equations which do not…

Fluid Dynamics · Physics 2024-04-11 Divya Jaganathan , Rama Govindarajan , Vishal Vasan

In this article we are interested in the boundary stabilization in finite time of one-dimensional linear hyperbolic balance laws with coefficients depending on time and space. We extend the so called "backstepping method" by introducing…

Optimization and Control · Mathematics 2020-11-30 Jean-Michel Coron , Long Hu , Guillaume Olive , Peipei Shang

Coefficient inverse problems related to identifying the right-hand side of an equation with use of additional information is of interest among inverse problems for partial differential equations. When considering non-stationary problems,…

Numerical Analysis · Computer Science 2016-04-18 Petr N. Vabishchevich

We introduce a class of exponential Runge-Kutta integration methods for kinetic equations. The methods are based on a decomposition of the collision operator into an equilibrium and a non equilibrium part and are exact for relaxation…

Numerical Analysis · Mathematics 2010-10-08 Giacomo Dimarco , Lorenzo Pareschi

In this article, a family of two- and three-stage explicit multiquadric (MQ) and inverse multiquadric (IMQ) radial basis functions (RBFs) Runge-Kutta methods are introduced for solving ordinary differential equations. These methods are…

Numerical Analysis · Mathematics 2025-09-23 Shipra Mahata , Samala Rathan

We study spatially partitioned embedded Runge--Kutta (SPERK) schemes for partial differential equations (PDEs), in which each of the component schemes is applied over a different part of the spatial domain. Such methods may be convenient…

Numerical Analysis · Mathematics 2014-01-09 David I. Ketcheson , Colin B. Macdonald , Steven J. Ruuth

A novel class of high-order linearly implicit energy-preserving integrating factor Runge-Kutta methods are proposed for the nonlinear Schr\"odinger equation. Based on the idea of the scalar auxiliary variable approach, the original equation…

Numerical Analysis · Mathematics 2021-12-07 Chaolong Jiang , Jin Cui , Xu Qian , Songhe Song

Linearized complex Ginzburg-Landau equation models various physical phenomena and the stability controls of them are important. In this paper, we study the control of the LCGLE with a simultaneously space and time dependent coefficient by…

Optimization and Control · Mathematics 2007-05-23 Junji Jia

This paper concerns an inverse elastic scattering problem which is to determine a rigid obstacle from time domain scattered field data for a single incident plane wave. By using Helmholtz decomposition, we reduce the initial-boundary value…

Numerical Analysis · Mathematics 2022-03-14 Lu Zhao , Heping Dong , Fuming Ma

This paper develops a general methodology for a posteriori error estimation in time-dependent multiphysics numerical simulations. The methodology builds upon the generalized-structure additive Runge--Kutta (GARK) approach to time…

Numerical Analysis · Mathematics 2020-01-27 Mahesh Narayanamurthi , Ulrich Römer , Adrian Sandu

Statistical regression models whose mean functions are represented by ordinary differential equations (ODEs) can be used to describe phenomenons dynamical in nature, which are abundant in areas such as biology, climatology and genetics. The…

Methodology · Statistics 2017-05-15 Kyoungjae Lee , Jaeyong Lee , Sarat C. Dass

The residual-based variational multiscale (VMS) formulation has achieved remarkable success in large-eddy simulation of turbulent flows. However, its temporal discretization has largely remained limited to second-order implicit schemes. The…

Fluid Dynamics · Physics 2025-12-09 Yujie Sun , Chi Ding , Ju Liu

Many important initial value problems have the property that energy is non-increasing in time. Energy stable methods, also referred to as strongly stable methods, guarantee the same property discretely. We investigate requirements for…

Numerical Analysis · Mathematics 2020-11-26 Hendrik Ranocha , David I. Ketcheson

Many natural processes, such as chemical reactions and wave dynamics, are modeled as production-destruction (PD) systems that obey positivity and linear conservation laws. Classical time integrators do not guarantee positivity and can…

Numerical Analysis · Mathematics 2026-02-18 Kamila Nurkhametova , Reid J. Gomillion , Amit N. Subrahmanya , Adrian Sandu

In the present work, a new time-dependent exchange theory is presented wherein the symmetry constraints, on a multi-electron wavefunction, are properly accounted for. In so doing, the equations of motion, incorporating the required…

Computational Physics · Physics 2007-05-23 Charles A. Weatherford

In this paper, we develop new techniques for solving the large, coupled linear systems that arise from fully implicit Runge-Kutta methods. This method makes use of the iterative preconditioned GMRES algorithm for solving the linear systems,…

Numerical Analysis · Mathematics 2017-03-08 Will Pazner , Per-Olof Persson

We consider a two-dimensional model of double-diffusive convection and its time discretisation using a second-order scheme which treat the nonlinear term explicitly (backward differentiation formula with a one-leg method). Uniform bounds on…

Numerical Analysis · Mathematics 2014-02-28 Florentina Tone , Xiaoming Wang , Djoko Wirosoetisno