Related papers: An efficient method for solving highly oscillatory…
We provide a note on continuous-stage Runge-Kutta methods (csRK) for solving initial value problems of first-order ordinary differential equations. Such methods, as an interesting and creative extension of traditional Runge-Kutta (RK)…
A practical and new Runge--Kutta numerical scheme for stochastic differential equations is explored. Numerical examples demonstrate the strong convergence of the method. The first order strong convergence is then proved using Ito integrals…
In this paper, two novel classes of implicit exponential Runge-Kutta (ERK) methods are studied for solving highly oscillatory systems. First of all, we analyze the symplectic conditions of two kinds of exponential integrators, and present a…
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…
The design of numerical integrators for solving stochastic dynamics with high weak order relies on tedious calculations and is subject to a high number of order conditions. The original approaches from the literature consider strong…
The boundary integral method is an efficient approach for solving time-harmonic acoustic obstacle scattering problems. The main computational task is the evaluation of an oscillatory boundary integral at each discretization point of the…
We present a methodology for numerically integrating ordinary differential equations containing rapidly oscillatory terms. This challenge is distinct from that for differential equations which have rapidly oscillatory solutions: here the…
We study gradient-based optimization methods obtained by direct Runge-Kutta discretization of the ordinary differential equation (ODE) describing the movement of a heavy-ball under constant friction coefficient. When the function is high…
In this paper, we consider the task of efficiently computing the numerical solution of evolutionary complex Ginzburg--Landau equations on Cartesian product domains with homogeneous Dirichlet/Neumann or periodic boundary conditions. To this…
Runge-Kutta methods are the classic family of solvers for ordinary differential equations (ODEs), and the basis for the state of the art. Like most numerical methods, they return point estimates. We construct a family of probabilistic…
This article deals with the numerical integration in time of nonlinear Schr\"odinger equations. The main application is the numerical simulation of rotating Bose-Einstein condensates. The authors perform a change of unknown so that the…
In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…
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…
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…
This study computes the gradient of a function of numerical solutions of ordinary differential equations (ODEs) with respect to the initial condition. The adjoint method computes the gradient approximately by solving the corresponding…
Recently, the efficient numerical solution of Hamiltonian problems has been tackled by defining the class of energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs). Their derivation relies on the expansion of…
An approach is treated for numerical integration of ordinary differential equations systems of the first order with choice of a computation scheme, ensuring the required local precision. The treatment is made on the basis of schemes of…
We construct a family of two new optimized explicit Runge-Kutta methods with zero phase-lag and derivatives for the numerical solution of the time-independent radial Schr\"odinger equation and related ordinary differential equations with…
The Pade code has been developed to treat hydrodynamic turbulence in protoplanetary disks. It solves the compressible equations of motion in cylindrical coordinates. Derivatives are computed using non-diffusive and conservative fourth-order…
A space-time fully adaptive multiresolution method for evolutionary non-linear partial differential equations is presented introducing an improved local time-stepping method. The space discretisation is based on classical finite volumes,…