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Numerical integrators could be used to form interpolation conditions when training neural networks to approximate the vector field of an ordinary differential equation (ODE) from data. When numerical one-step schemes such as the Runge-Kutta…

Numerical Analysis · Mathematics 2023-03-08 Håkon Noren

In order to solve continuous-time optimal control problems, direct methods transcribe the infinite-dimensional problem to a nonlinear program (NLP) using numerical integration methods. In cases where the integration error can be manipulated…

Optimization and Control · Mathematics 2025-03-18 Jakob Harzer , Jochem De Schutter , Moritz Diehl

The technique of continuous unitary transformations has recently been used to provide physical insight into a diverse array of quantum mechanical systems. However, the question of how to best numerically implement the flow equations has…

Disordered Systems and Neural Networks · Physics 2017-09-27 Samuel Savitz , Gil Refael

Many important differential equations model quantities whose value must remain positive or stay in some bounded interval. These bounds may not be preserved when the model is solved numerically. We propose to ensure positivity or other…

Numerical Analysis · Mathematics 2021-11-10 Stephan Nüßlein , Hendrik Ranocha , David I Ketcheson

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

In this paper, a recently published method [Hussain, Ismail, Senua, Solving directly special fourth-order ordinary differential equations using Runge-Kutta type method, J. Comput. Appl. Math. 306 (2016) 179-199] for solving fourth-order…

Numerical Analysis · Mathematics 2016-11-01 Maciej Jaromin

A semiclassical formula for the coherent-state propagator requires the determination of specific classical paths inhabiting a complex phase-space through a Hamiltonian flux. Such trajectories are constrained to special boundary conditions…

Quantum Physics · Physics 2017-02-01 A. L. Xavier

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…

Numerical Analysis · Mathematics 2026-04-13 Giorgio Maria Cavallazzi , Miguel Pérez Cuadrado , Alfredo Pinelli

We construct explicit integrators of arbitrary even orders of accuracy for massive point vortex dynamics in binary mixture of Bose--Einstein condensates proposed by Richaud et al. The integrators are symplectic and preserve the angular…

Quantum Gases · Physics 2026-05-01 Tomoki Ohsawa

The main purpose of this work is to present a SIMD-vectorized implementation of the symplectic 16th-order 8-stage implicit Runge-Kutta integrator based on collocation with Gauss-Legendre nodes (IRKGL16-SIMD), and to show that it can…

Numerical Analysis · Mathematics 2026-03-31 Mikel Antoñana , Joseba Makazaga , Ander Murua

When applied to stiff, linear differential equations with time-dependent forcing, Runge-Kutta methods can exhibit convergence rates lower than predicted by the classical order condition theory. Commonly, this order reduction phenomenon is…

Numerical Analysis · Mathematics 2022-02-15 Steven Roberts , Adrian Sandu

This paper is devoted to the numerical symplectic approximation of the charged-particle dynamics (CPD) with arbitrary electromagnetic fields. By utilizing continuous-stage methods and exponential integrators, a general class of symplectic…

Numerical Analysis · Mathematics 2022-07-05 Ting Li , Bin Wang

We consider a Runge--Kutta method for the numerical time integration of the nonstationary incompressible Navier--Stokes equations. This yields a sequence of nonlinear problems to be solved for the stages of the Runge--Kutta method. The…

Numerical Analysis · Mathematics 2025-06-06 Santolo Leveque , Yunhui He , Maxim Olshanskii

In simulating physical systems, conservation of the total energy is often essential, especially when energy conversion between different forms of energy occurs frequently. Recently, a new fourth order energy-preserving integrator named MB4…

Numerical Analysis · Mathematics 2020-03-11 Tsubasa Sakai , Shuhei Kudo , Hiroto Imachi , Yuto Miyatake , Takeo Hoshi , Yusaku Yamamoto

We study a class of general purpose linear multisymplectic integrators for Hamiltonian wave equations based on a diamond-shaped mesh. On each diamond, the PDE is discretized by a symplectic Runge--Kutta method. The scheme advances in time…

Numerical Analysis · Mathematics 2018-03-19 Stephen R Marsland , Robert I McLachlan , Matthew C Wilkins

Different possible sources are discussed for enhancement of the calculation time when solving ordinary differential equations systems to forecast space objects' motion. This paper presents an approach for building an integrator of ordinary…

Space Physics · Physics 2010-03-02 Atanas Marinov Atanassov

We introduce efficient and robust exponential-type integrators for Klein-Gordon equations which resolve the solution in the relativistic regime as well as in the highly-oscillatory non-relativistic regime without any step-size restriction,…

Numerical Analysis · Mathematics 2017-01-19 Simon Baumstark , Erwan Faou , Katharina Schratz

The implementation of multi-stage splitting integrators is essentially the same as the implementation of the familiar Strang/Verlet method. Therefore multi-stage formulas may be easily incorporated into software that now uses the…

Numerical Analysis · Mathematics 2017-06-30 Cédric M. Campos , J. M. Sanz-Serna

We propose an implementation of symplectic implicit Runge-Kutta schemes for highly accurate numerical integration of non-stiff Hamiltonian systems based on fixed point iteration. Provided that the computations are done in a given floating…

Numerical Analysis · Mathematics 2017-02-14 Mikel Antoñana , Joseba Makazaga , Ander Murua

We propose a class of semi-Lagrangian methods of high approximation order in space and time, based on spectral element space discretizations and exponential integrators of Runge-Kutta type. We discuss the extension of these methods to the…

Numerical Analysis · Mathematics 2016-02-24 Elena Celledoni , Bawfeh Kingsley Kometa , Olivier Verdier
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