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In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with…

Numerical Analysis · Mathematics 2023-01-02 Tommaso Buvoli , Ben S. Southworth

Space discretization of some time-dependent partial differential equations gives rise to systems of ordinary differential equations in additive form whose terms have different stiffness properties. In these cases, implicit methods should be…

Numerical Analysis · Mathematics 2015-10-02 Inmaculada Higueras , Teo Roldán

The existing discrete variational derivative method is only second-order accurate and fully implicit. In this paper, we propose a framework to construct an arbitrary high-order implicit (original) energy stable scheme and a second-order…

Numerical Analysis · Mathematics 2022-10-24 Jizu Huang

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

For turbulent problems of industrial scale, computational cost may become prohibitive due to the stability constraints associated with explicit time discretization of the underlying conservation laws. On the other hand, implicit methods…

Numerical Analysis · Mathematics 2024-01-31 Carlos A. Pereira , Brian C. Vermeire

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

In this work, we introduce a self-adaptive implicit-explicit (IMEX) time integration scheme, named IMEX-RB, for the numerical integration of systems of ordinary differential equations (ODEs), arising from spatial discretizations of partial…

Numerical Analysis · Mathematics 2025-07-28 Micol Bassanini , Simone Deparis , Francesco Sala , Riccardo Tenderini

Many time-dependent partial differential equations (PDEs) can be transformed into an ordinary differential equations (ODEs) containing moderately stiff and non-stiff terms after spatial semi-discretization. In the present paper, we…

Numerical Analysis · Mathematics 2025-09-23 Xiao Tang , Junwei Huang

We present a general, high-order, fully explicit relaxation scheme which can be applied to any system of nonlinear hyperbolic conservation laws in multiple dimensions. The scheme consists of two steps. In a first (relaxation) step, the…

Numerical Analysis · Mathematics 2016-09-06 Pauline Lafitte , Ward Melis , Giovanni Samaey

In this paper we discuss the use of implicit Runge-Kutta schemes for the time discretization of optimal control problems with evolution equations. The specialty of the considered discretizations is that the discretizations schemes for the…

Numerical Analysis · Mathematics 2013-11-05 Thomas G. Flaig

Fully implicit Runge-Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty…

Numerical Analysis · Mathematics 2021-10-07 Ben S. Southworth , Oliver Krzysik , Will Pazner , Hans De Sterck

In this work modified Patankar-Runge-Kutta (MPRK) schemes up to order four are considered and equipped with a dense output formula of appropriate accuracy. Since these time integrators are conservative and positivity preserving for any time…

Numerical Analysis · Mathematics 2025-01-24 Thomas Izgin

We propose second-order implicit-explicit (IMEX) time-stepping schemes for nonlinear fractional differential equations with fractional order $0<\beta<1$. From the known structure of the non-smooth solution and by introducing corresponding…

Numerical Analysis · Mathematics 2016-08-03 Wanrong Cao , Fanhai Zeng , Zhongqiang Zhang , George Em Karniadakis

A novel optimization procedure for the generation of stability polynomials of stabilized explicit Runge-Kutta methods is devised. Intended for semidiscretizations of hyperbolic partial differential equations, the herein developed approach…

Numerical Analysis · Mathematics 2024-03-19 Daniel Doehring , Gregor J. Gassner , Manuel Torrilhon

We present novel entropy-conservative and entropy-stable multirate Runge-Kutta methods based on Paired Explicit Runge-Kutta (P-ERK) schemes with relaxation for conservation laws and related systems of partial differential equations.…

Numerical Analysis · Mathematics 2025-07-09 Daniel Doehring , Hendrik Ranocha , Manuel Torrilhon

We propose entropy-preserving and entropy-stable partitioned Runge--Kutta (RK) methods. In particular, we extend the explicit relaxation Runge--Kutta methods to IMEX--RK methods and a class of explicit second-order multirate methods for…

Numerical Analysis · Mathematics 2022-07-21 Shinhoo Kang , Emil M. Constantinescu

In this article we develop a numerical scheme to deal with interfaces between touching numerical grids when solving the second-order wave equation. We show that it is possible to implement an interface scheme of "penalty" type for the…

Computational Physics · Physics 2014-06-13 F. Parisi , M. Cécere , M. Iriondo , O. Reula

We note a fact that stiff systems or differential equations that have highly oscillatory solutions cannot be solved efficiently using conventional methods. In this paper, we study two new classes of exponential Runge-Kutta (ERK) integrators…

Numerical Analysis · Mathematics 2023-12-06 Bin Wang , Xianfa Hu , Xinyuan Wu

Problems that feature significantly different time scales, where the stiff time-step restriction comes from a linear component, implicit-explicit (IMEX) methods alleviate this restriction if the concern is linear stability. However, where…

Numerical Analysis · Mathematics 2019-04-16 Leah Isherwood , Zachary J. Grant , Sigal Gottlieb

Two-fluid ideal plasma equations are a generalized form of the ideal MHD equations in which electrons and ions are considered as separate species. The design of efficient numerical schemes for the these equations is complicated on account…

Numerical Analysis · Mathematics 2012-07-31 Harish Kumar , Siddhartha Mishra