Related papers: Fast and Parallel Runge-Kutta Approximation of Fra…

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 methods of approximate solution of the Cauchy problem for coupled systems of evolution equations are considered. Separating simpler subproblems for individual components of the solution achieves simplification of the problem at a…

We develop a rapid and accurate contour method for the solution of time-fractional PDEs. The method inverts the Laplace transform via an optimised stable quadrature rule, suitable for infinite-dimensional operators, whose error decreases…

Simulation-based techniques such as variants of stochastic Runge-Kutta are the de facto approach for inference with stochastic differential equations (SDEs) in machine learning. These methods are general-purpose and used with parametric and…

Explicit Runge-Kutta (RK) integration of hyperbolic initial-boundary value problems with time-dependent Dirichlet data often displays order reduction: the observed convergence order falls below the nominal order because the stage structure…

This paper contains an error analysis of two randomized explicit Runge-Kutta schemes for ordinary differential equations (ODEs) with time-irregular coefficient functions. In particular, the methods are applicable to ODEs of Carath\'eodory…

Runge-Kutta methods have an irreplaceable position among numerical methods designed to solve ordinary differential equations. Especially, implicit ones are suitable for approximating solutions of stiff initial value problems. We propose a…

This article is concerned with two inverse problems on determining moving source profile functions in evolution equations with a derivative order $\alpha\in(0,2]$ in time. In the first problem, the sources are supposed to move along known…

We present a general method of solving the Cauchy problem for a linear parabolic partial differential equation of evolution type with variable coefficients and demonstrate it on the equation with derivatives of orders two, one and zero. The…

This article is concerned with the derivation of numerical reconstruction schemes for the inverse moving source problem on determining source profiles in (time-fractional) evolution equations. As a continuation of the theoretical result on…

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

We study the stability of explicit Runge-Kutta methods for high order Lagrangian finite element approximation of linear parabolic equations and establish bounds on the largest eigenvalue of the system matrix which determines the largest…

This article presents the convergence analysis of a sequence of piecewise constant and piecewise linear functions obtained by the Rothe method to the solution of the first order evolution partial differential inclusion…

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…

Let $(-\Delta)_c^s$ be the realization of the fractional Laplace operator on the space of continuous functions $C_0(\mathbb{R})$, and let $(-\Delta_h)^s$ denote the discrete fractional Laplacian on $C_0(\mathbb{Z}_h)$, where $0<s<1$ and…

An adaptive finite difference scheme for variable-order fractional-time subdiffusion equations in the Caputo form is studied. The fractional time derivative is discretized by the L1 procedure but using nonhomogeneous timesteps. The size of…

The manuscript presents a new technique for computing the exponential of skew-Hermitian operators. Principal advantages of the proposed method include: stability even for large time-steps, the possibility to parallelize in time over many…

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…

In this work, we consider a time-fractional Allen-Cahn equation, where the conventional first order time derivative is replaced by a Caputo fractional derivative with order $\alpha\in(0,1)$. First, the well-posedness and (limited) smoothing…

It is well known that symplectic Runge-Kutta and Partitioned Runge-Kutta methods exactly preserve {\em quadratic} first integrals (invariants of motion) of the system being integrated. While this property is often seen as a mere curiosity…