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Related papers: Efficient IMEX Runge-Kutta methods for nonhydrosta…

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We study a discrete-time random feature method for nonlinear, time-dependent partial differential equations. In contrast to continuous-time formulations that treat time as an additional input variable, the method advances the solution step…

Numerical Analysis · Mathematics 2026-04-29 Haoran Zhou , Zhaohui Fu , Yangshuai Wang , Xinlong Feng

In this work we present a class of high order unconditionally strong stability preserving (SSP) implicit multi-derivative Runge--Kutta schemes, and SSP implicit-explicit (IMEX) multi-derivative Runge--Kutta schemes where the time-step…

Numerical Analysis · Mathematics 2021-08-10 Sigal Gottlieb , Zachary J. Grant , Jingwei Hu , Ruiwen Shu

We propose an efficient, accurate and robust IMEX solver for the compressible Navier-Stokes equation describing non-ideal gases with general equations of state. The method, which is based on an $h-$adaptive Discontinuos Galerkin spatial…

Numerical Analysis · Mathematics 2024-09-25 Giuseppe Orlando , Paolo Francesco Barbante , Luca Bonaventura

We consider a Lattice Boltzmann type discrete velocity model in the low Mach number scaling and develop a corresponding numerical scheme that remains uniformly valid across all regimes of the mean free path, from the kinetic to the…

Numerical Analysis · Mathematics 2025-12-24 Giacomo Dimarco , Axel Klar , Theresa Köfler , Lorenzo Pareschi

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…

General Relativity and Quantum Cosmology · Physics 2026-03-09 Lucas Timotheo Sanches , Steven Robert Brandt , Jay Kalinani , Liwei Ji , Erik Schnetter

For the simulations of unsteady flow, the global time step becomes really small with a large variation of local cell size. In this paper, an implicit high-order gas-kinetic scheme (HGKS) is developed to remove the restrictions on the time…

Numerical Analysis · Mathematics 2024-03-04 Yaqing Yang , Liang Pan , Kun Xu

Hamiltonian systems are one of the most important class of dynamical systems with a geometric structure called symplecticity and the numerical algorithms which can preserve such geometric structure are of interest. In this article we study…

Numerical Analysis · Mathematics 2015-10-16 Wensheng Tang , Guangming Lang , Xuqiong Luo

We put forward the use of total-variation-diminishing (or more generally, strong stability preserving) implicit-explicit Runge-Kutta methods for the time integration of the equations of motion associated with the semiconvection problem in…

Numerical Analysis · Mathematics 2012-03-09 Friedrich Kupka , Natalie Happenhofer , Inmaculada Higueras , Othmar Koch

In this note, we connect two different topics from linear algebra and numerical analysis: hypocoercivity of semi-dissipative matrices and strong stability for explicit Runge--Kutta schemes. Linear autonomous ODE systems with a non-coercive…

Numerical Analysis · Mathematics 2023-10-31 Franz Achleitner , Anton Arnold , Ansgar Jüngel

We consider the compressible Euler system with anelastic scaling, modeling isentropic flows under the influence of gravity. In the zero-Mach-number limit, the solution of the compressible Euler system converges to a variable density…

Numerical Analysis · Mathematics 2026-04-14 Marco Artiano , Hendrik Ranocha , Saurav Samantaray

This work generalizes the additively partitioned Runge-Kutta methods by allowing for different stage values as arguments of different components of the right hand side. An order conditions theory is developed for the new family of…

Numerical Analysis · Computer Science 2013-10-22 Adrian Sandu , Michael Guenther

This paper deals with stability of classical Runge-Kutta collocation methods. When such methods are embedded in linearly implicit methods as developed in [12] and used in [13] for the time integration of nonlinear evolution PDEs, the…

Numerical Analysis · Mathematics 2023-04-20 Guillaume Dujardin , Ingrid Lacroix-Violet

Identifying governing equations in physical and biological systems from datasets remains a long-standing challenge across various scientific disciplines, providing mechanistic insights into complex system evolution. Common methods like…

Dynamical Systems · Mathematics 2025-02-28 Mehrdad Anvari , Hamidreza Marasi , Hossein Kheiri

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

Numerical Analysis · Mathematics 2024-01-29 Mohammad R. Najafian , Brian C. Vermeire

We consider Hamiltonian systems driven by multi-dimensional Gaussian processes in rough path sense, which include fractional Brownian motions with Hurst parameter $H\in(1/4,1/2]$. We indicate that the phase flow preserves the symplectic…

Numerical Analysis · Mathematics 2018-03-20 Jialin Hong , Chuying Huang , Xu Wang

The class of stochastic Runge-Kutta methods for stochastic differential equations due to R\"o{\ss}ler is considered. Coefficient families of diagonally drift-implicit stochastic Runge-Kutta (DDISRK) methods of weak order one and two are…

Numerical Analysis · Mathematics 2016-05-10 Kristian Debrabant , Andreas Rößler

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

A nonhydrostatic dynamical core has been developed by using the multi-moment finite volume method that ensures the rigorous numerical conservation. To represent the spherical geometry free of polar problems, the cubed-sphere grid is…

Atmospheric and Oceanic Physics · Physics 2020-04-15 Chungang Chen , Xingliang Li , Feng Xiao , Xueshun Shen

Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper, we derive explicit stabilized integrators of orders one and…

Numerical Analysis · Mathematics 2023-06-09 Ibrahim Almuslimani , Gilles Vilmart

In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…

Numerical Analysis · Mathematics 2017-07-17 Willem Hundsdorfer