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Variational space-time formulations for Partial Differential Equations have been of great interest in the last decades. While it is known that implicit time marching schemes have variational structure, the Galerkin formulation of explicit…
Earth system models are complex integrated models of atmosphere, ocean, sea ice, and land surface. Coupling the components can be a significant challenge due to the difference in physics, temporal, and spatial scales. This study explores…
In this paper, two new families of fourth-order explicit exponential Runge--Kutta (ERK) methods with four stages are studied for solving first-order differential systems $y'(t)+My(t)=f(y(t))$. By comparing the Taylor series of the exact…
Using simplifying assumptions that are related to the time reversal symmetry, a 1-dimensional family of 8-stage pseudo-symplectic Runge-Kutta methods of order (4, 8), i.e., methods of order 4 that preserve symplectic structure up to order…
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…
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…
Researchers are often interested in drawing inferences regarding the order between two experimental groups on the basis of multivariate response data. Since standard multivariate methods are designed for two-sided alternatives, they may not…
A time discretization method is called strongly stable, if the norm of its numerical solution is nonincreasing. It is known that, even for linear semi-negative problems, many explicit Runge--Kutta (RK) methods fail to preserve this…
We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…
This paper pursues a two-fold goal. Firstly, we aim to derive novel second-order characterizations of important robust stability properties of perturbed Karush-Kuhn-Tucker systems for a broadclass of constrained optimization problems…
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…
In this paper, we perform stability analysis for a class of second and third order accurate strong-stability-preserving modified Patankar Runge-Kutta (SSPMPRK) schemes, which were introduced in [4,5] and can be used to solve convection…
We consider the problem of Bayesian estimation of static parameters associated to a partially and discretely observed diffusion process. We assume that the exact transition dynamics of the diffusion process are unavailable, even up-to an…
A mixed accuracy framework for Runge--Kutta methods presented in [Grant, JSC 2022] has been shown to speed up the computation in diagonally implicit Runge--Kutta (DIRK) methods by using less expensive low accuracy approaches for the…
This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. The proposed methods are based on a specific subset of explicit one-step…
Finite element discretization of time dependent problems also require effective time-stepping schemes. While implicit Runge-Kutta methods provide favorable accuracy and stability problems, they give rise to large and complicated systems of…
We further develop a simple modification of Runge--Kutta methods that guarantees conservation or stability with respect to any inner-product norm. The modified methods can be explicit and retain the accuracy and stability properties of the…
In this paper, a family of arbitrarily high-order structure-preserving exponential Runge-Kutta methods are developed for the nonlinear Schr\"odinger equation by combining the scalar auxiliary variable approach with the exponential…
An error analysis of Runge-Kutta convolution quadrature based on Gauss methods applied to hyperbolic operators is given. The order of convergence relies heavily on the parity of the number of stages, a more favourable situation arising for…
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…