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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

In a recent work of Wu, Wang, Sun and Liu, a second-order explicit symplectic integrator was proposed for the integrable Kerr spacetime geometry. It is still suited for simulating the nonintegrable dynamics of charged particles moving…

General Relativity and Quantum Cosmology · Physics 2021-09-07 Wei Sun , Ying Wang , Fuyao Liu , Xin Wu

In current research, we analyse dissipation and dispersion characteristics of most accurate two and three stage Gauss-Legendre implicit Runge-Kutta (R-K) methods. These methods, known for their $A$-stability and immense accuracy, are…

Numerical Analysis · Mathematics 2019-06-25 Subhajit Giri , Shuvam Sen

Symplectic integrators that preserve the geometric structure of Hamiltonian flows and do not exhibit secular growth in energy errors are suitable for the long-term integration of N-body Hamiltonian systems in the solar system. However, the…

General Relativity and Quantum Cosmology · Physics 2021-02-02 Ying Wang , Wei Sun , Fuyao Liu , Xin Wu

This paper presents a characteristic-based flux partitioning for the semi-implicit time integration of atmospheric flows. Nonhydrostatic models require the solution of the compressible Euler equations. The acoustic time-scale is…

Computational Engineering, Finance, and Science · Computer Science 2018-03-21 Debojyoti Ghosh , Emil M. Constantinescu

We extend the fourth order, two stage Multi-Derivative Runge Kutta (MDRK) scheme to the Flux Reconstruction (FR) framework by writing both stages in terms of a time averaged flux and then using the approximate Lax-Wendroff procedure to…

Numerical Analysis · Mathematics 2024-10-14 Arpit Babbar , Praveen Chandrashekar

Implicit-explicit (IMEX) Runge-Kutta methods play a major rule in the numerical treatment of differential systems governed by stiff and non-stiff terms. This paper discusses order conditions and symplecticity properties of a class of IMEX…

Numerical Analysis · Mathematics 2012-02-07 Michael Herty , Lorenzo Pareschi , Sonja Steffensen

Complex dynamical networks appear in a wide range of physical, biological, and engineering systems. The coupling of subsystems with varying time scales often results in multirate behavior. During the simulation of highly integrated…

Numerical Analysis · Mathematics 2015-04-27 Stefan Klus

Compact Runge-Kutta (cRK) Discontinuous Galerkin (DG) methods, recently introduced in [Q. Chen, Z. Sun, and Y. Xing, SIAM J. Sci. Comput. SIAM J. Sci. Comput., 46: A1327-A1351, 2024], are a variant of RKDG methods for solving hyperbolic…

Numerical Analysis · Mathematics 2025-02-12 Arpit Babbar , Qifan Chen

Multiphysics systems are driven by multiple processes acting simultaneously, and their simulation leads to partitioned systems of differential equations. This paper studies the solution of partitioned systems of differential equations using…

Numerical Analysis · Mathematics 2019-12-04 Mahesh Narayanamurthi , Adrian Sandu

Symmetry is a key property of numerical methods. The geometric properties of symmetric schemes make them an attractive option for integrating Hamiltonian systems, whilst their ability to exactly recover the initial condition without the…

Numerical Analysis · Mathematics 2026-05-12 Daniil Shmelev , Kurusch Ebrahimi-Fard , Nikolas Tapia , Cristopher Salvi

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…

Numerical Analysis · Mathematics 2012-08-24 H. de la Cruz , R. J. Biscay , J. C. Jimenez , F. Carbonell

In this work, an approximate family of implicit multiderivative Runge-Kutta (MDRK) time integrators for stiff initial value problems is presented. The approximation procedure is based on the recent Approximate Implicit Taylor method (Baeza…

Numerical Analysis · Mathematics 2023-02-07 Jeremy Chouchoulis , Jochen Schütz

Time-reversible symplectic methods, which are precisely compatible with Liouville's phase-volume-conservation theorem, are often recommended for computational simulations of Hamiltonian mechanics. Lack of energy drift is an apparent…

Chaotic Dynamics · Physics 2015-10-20 William Graham Hoover , Carol Griswold Hoover

In this paper we discuss the use of implicit Runge-Kutta schemes for the time discretization of optimal control problems with evolution equations. The specialty of the considered discretizations is that the discretizations schemes for the…

Numerical Analysis · Mathematics 2013-11-05 Thomas G. Flaig

The integration of aerodynamic drag is a fundamental step in simulating dust dynamics in hydrodynamical simulations. We propose a novel integration scheme, designed to be compatible with Strang splitting techniques, which allows for the…

Instrumentation and Methods for Astrophysics · Physics 2025-11-12 Giovanni Tedeschi-Prades , Til Birnstiel , Klaus Dolag , Barbara Ercolano , Mark Hutchison

This work generalizes the additively partitioned Runge-Kutta methods by allowing for different stage values as arguments of different components of the right hand side. An order conditions theory is developed for the new family of…

Numerical Analysis · Computer Science 2013-10-22 Adrian Sandu , Michael Guenther

Convenient, easy to implement stochastic integration methods are developed on the basis of abstract one-step deterministic order $p$ integration techniques. The abstraction as an arbitrary one step map allows the inspection of easy to…

Numerical Analysis · Mathematics 2025-10-15 J. Woodfield , A. Lobbe

An additive Runge-Kutta method is used for the time stepping, which integrates the linear stiff terms by an explicit singly diagonally implicit Runge-Kutta (ESDIRK) method and the nonlinear terms by an explicit Runge-Kutta (ERK) method. In…

Numerical Analysis · Mathematics 2024-05-08 Ke Chen , Daniel Appelö , Tracy Babb , Per-Gunnar Martinsson

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