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In this work, we present a modification of explicit Runge-Kutta temporal integration schemes that guarantees the preservation of any locally-defined quasiconvex set of bounds for the solution. These schemes operate on the basis of a…

Numerical Analysis · Mathematics 2023-01-18 Tarik Dzanic , Will Trojak , Freddie D. Witherden

Numerous applications necessitate the computation of numerical solutions to differential equations across a wide range of initial conditions and system parameters, which feeds the demand for efficient yet accurate numerical integration…

Numerical Analysis · Mathematics 2025-04-09 Amine Othmane , Kathrin Flaßkamp

Mixed-precision methods combine low and high precision arithmetics to exploit low precision computational speed and high precision accuracy. Large ODE systems that contain many heterogeneous interactions lead to a high computational cost…

Numerical Analysis · Mathematics 2026-05-25 Mouhamad Al-Sayed , Samuel Bernard , Arsène Marzorati , Jonathan Rouzaud-Cornabas

Classical and new numerical schemes are generated using evolutionary computing. Differential Evolution is used to find the coefficients of finite difference approximations of function derivatives, and of single and multi-step integration…

Neural and Evolutionary Computing · Computer Science 2014-01-02 C. D. Erdbrink , V. V. Krzhizhanovskaya , P. M. A. Sloot

We propose a new Eulerian-Lagrangian Runge-Kutta finite volume method for numerically solving convection and convection-diffusion equations. Eulerian-Lagrangian and semi-Lagrangian methods have grown in popularity mostly due to their…

Numerical Analysis · Mathematics 2022-10-05 Joseph Nakao , Jiajie Chen , Jingmei Qiu

Time integration of Fourier pseudo-spectral DNS is usually performed using the classical fourth-order accurate Runge--Kutta method, or other methods of second or third order, with a fixed step size. We investigate the use of higher-order…

Numerical Analysis · Mathematics 2019-11-11 David I. Ketcheson , Mikael Mortensen , Matteo Parsani , Nathanael Schilling

In the paper explicit functional continuous Runge-Kutta and Runge-Kutta-Nystr\"om methods for retarded functional differential equations are considered. New methods for first order equations as well as for second order equations of the…

Numerical Analysis · Mathematics 2018-06-25 Alexey S. Eremin

A new Runge-Kutta-Nystr\"om method, with phase-lag of order infinity, for the integration of second-order periodic initial-value problems is developed in this paper. The new method is based on the Dormand and Prince Runge-Kutta-Nystr\"om…

Numerical Analysis · Mathematics 2015-05-13 D. F. Papadopoulos , Z. A. Anastassi , T. E. Simos

The aim of this paper is to construct and analyze exponential Runge-Kutta methods for the temporal discretization of a class of semilinear parabolic problems with arbitrary state-dependent delay. First, the well-posedness of the problem is…

Numerical Analysis · Mathematics 2025-09-12 Qiumei Huang , Alexander Ostermann , Gangfan Zhong

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

This work presents a new evolutionary optimization algorithm in theoretical mathematics with important applications in scientific computing. The use of the evolutionary algorithm is justified by the difficulty of the study of the…

Algebraic Geometry · Mathematics 2017-10-31 Ivan Martino , Giuseppe Nicosia

We are concerned with the efficient implementation of symplectic implicit Runge-Kutta (IRK) methods applied to systems of (non-necessarily Hamiltonian) ordinary differential equations by means of Newton-like iterations. We pay particular…

Numerical Analysis · Mathematics 2017-03-23 Mikel Antoñana , Joseba Makazaga , Ander Murua

Background. It is assumed that the introduction of stochastic in mathematical model makes it more adequate. But there is virtually no methods of coordinated (depended on structure of the system) stochastic introduction into deterministic…

Symbolic Computation · Computer Science 2015-03-26 E. G. Eferina , A. V. Korolkova , M. N. Gevorkyan , D. S. Kulyabov , L. A. Sevastyanov

We investigate a high-order, fully explicit, asymptotic-preserving scheme for a kinetic equation with linear relaxation, both in the hydrodynamic and diffusive scalings in which a hyperbolic, resp. parabolic, limiting equation exists. The…

Numerical Analysis · Mathematics 2014-05-21 Pauline Lafitte , Annelies Lejon , Giovanni Samaey

This paper studies multistep methods for the integration of reversible dynamical systems, with particular emphasis on the planar Kepler problem. It has previously been shown by Cano & Sanz-Serna that reversible linear multisteps for…

Astrophysics · Physics 2009-10-31 Wyn Evans , Scott Tremaine

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…

Numerical Analysis · Mathematics 2014-03-27 Sigal Gottlieb , Zachary J. Grant , Daniel Higgs

In this work, we present approaches to rigorously certify $A$- and $A(\alpha)$-stability in Runge-Kutta methods through the solution of convex feasibility problems defined by linear matrix inequalities. We adopt two approaches. The first is…

Numerical Analysis · Mathematics 2024-05-24 Austin Juhl , David Shirokoff

Gamma distributed delay differential equations (DDEs) arise naturally in many modelling applications. However, appropriate numerical methods for generic Gamma distributed DDEs are not currently available. Accordingly, modellers often resort…

Numerical Analysis · Mathematics 2021-04-09 Tyler Cassidy , Peter Gillich , Antony R. Humphries , Christiaan H. van Dorp

A wide range of physical phenomena exhibit auxiliary admissibility criteria, such as conservation of entropy or various energies, which arise implicitly under exact solution of their governing PDEs. However, standard temporal schemes, such…

Numerical Analysis · Mathematics 2025-03-27 Mohammad R. Najafian , Brian C. Vermeire

Low-storage explicit Runge-Kutta schemes are particularly popular for the numerical integration of time-dependent partial differential equations based on the method-of-lines due to their efficiency and their reduced memory requirements. We…

Numerical Analysis · Mathematics 2026-04-07 Sergio Blanes , Alejandro Escorihuela-Tomàs