Related papers: Runge-Kutta Theory and Constraint Programming
An error analysis is presented for explicit partitioned Runge-Kutta methods and multirate methods applied to conservation laws. The interfaces, across which different methods or time steps are used, lead to order reduction of the schemes.…
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…
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…
In this paper, we present a framework to construct general stochastic Runge-Kutta Lawson schemes. We prove that the schemes inherit the consistency and convergence properties of the underlying Runge-Kutta scheme, and confirm this in some…
The work deals with two major topics concerning the numerical analysis of Runge-Kutta-like (RK-like) methods, namely their stability and order of convergence. RK-like methods differ from additive RK methods in that their coefficients are…
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…
Additive Runge-Kutta methods designed for preserving highly accurate solutions in mixed-precision computation were proposed and analyzed in [8]. These specially designed methods use reduced precision or the implicit computations and full…
In this paper, we develop a higher order symmetric partitioned Runge-Kutta method for a coupled system of differential equations on Lie groups. We start with a discussion on partitioned Runge-Kutta methods on Lie groups of arbitrary order.…
From the discovery that the template system of C++ forms a Turing complete language in 1994, a programming technique called Template Metaprogramming has emerged that allows for the creation of faster, more generic and better code. Here, we…
We propose an approach to compute inner and outer-approximations of the sets of values satisfying constraints expressed as arbitrarily quantified formulas. Such formulas arise for instance when specifying important problems in control such…
When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…
Direct shooting is an efficient method to solve numerical optimal control. It utilizes the Runge-Kutta scheme to discretize a continuous-time optimal control problem making the problem solvable by nonlinear programming solvers. However,…
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…
When a high dimension system of ordinary differential equations is solved numerically, the computer memory capacity may be compromised. Thus, for such systems, it is important to incorporate low memory usage to some other properties of the…
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…
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…
In this paper, we extend the Paired-Explicit Runge-Kutta schemes by Vermeire et. al. to fourth-order of consistency. Based on the order conditions for partitioned Runge-Kutta methods we motivate a specific form of the Butcher arrays which…
We present a new method for developing time step controllers based on a technique from the field of machine learning. This method is applicable to stable time integrators that have an embedded scheme, i.e., that have local error estimation…
Constraint programming is used for a variety of real-world optimisation problems, such as planning, scheduling and resource allocation problems. At the same time, one continuously gathers vast amounts of data about these problems. Current…
High order spatial discretizations with monotonicity properties are often desirable for the solution of hyperbolic PDEs. These methods can advantageously be coupled with high order strong stability preserving time discretizations. The…