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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

A numerical search approach is used to design high-order diagonally implicit Runge-Kutta (DIRK) schemes equipped with embedded error estimators, some of which have identical diagonal elements (SDIRK) and explicit first stage (ESDIRK). In…

Numerical Analysis · Mathematics 2023-09-12 Yousef Alamri , David I. Ketcheson

Most research on preconditioners for time-dependent PDEs has focused on implicit multi-step or diagonally-implicit multi-stage temporal discretizations. In this paper, we consider monolithic multigrid preconditioners for fully-implicit…

Numerical Analysis · Mathematics 2023-02-28 Razan Abu-Labdeh , Scott MacLachlan , Patrick E. Farrell

This paper is devoted to examining the stability of Runge-Kutta methods for solving nonlinear Volterra delay-integro-differential-algebraic equations (DIDAEs) with constant delay. Hybrid numerical schemes combining Runge-Kutta methods and…

Numerical Analysis · Mathematics 2025-08-19 Gehao Wang , Yuexin Yu

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

An explicit stabilized additive Runge-Kutta scheme is proposed. The method is based on a splitting of the problem in severely stiff and mildly stiff subproblems, which are then independently solved using a Runge-Kutta-Chebyshev scheme. The…

Numerical Analysis · Mathematics 2020-03-09 Assyr Abdulle , Giacomo Rosilho de Souza

Many control, optimization, and learning algorithms rely on discretizations of continuous-time contracting systems, where preservation of contractivity under numerical integration is key for stability, robustness, and reliable fixed-point…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Yu Kawano , Francesco Bullo

Linearly implicit Runge-Kutta methods with approximate matrix factorization can solve efficiently large systems of differential equations that have a stiff linear part, e.g. reaction-diffusion systems. However, the use of approximate…

Numerical Analysis · Computer Science 2014-08-19 Hong Zhang , Adrian Sandu , Paul Tranquilli

A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…

Computational Physics · Physics 2024-01-02 Viktoriya Morozova , James G. Coder , Kevin Holst

Complex dynamical networks appear in a wide range of physical, biological, and engineering systems. The coupling of subsystems with varying time scales often results in multirate behavior. During the simulation of highly integrated…

Numerical Analysis · Mathematics 2015-04-27 Stefan Klus

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

Stabilized explicit methods are particularly efficient for large systems of stiff stochastic differential equations (SDEs) due to their extended stability domain. However, they loose their efficiency when a severe stiffness is induced by…

Numerical Analysis · Mathematics 2021-08-13 Assyr Abdulle , Giacomo Rosilho de Souza

A fast multigrid solver is presented for high-order accurate Stokes problems discretised by local discontinuous Galerkin (LDG) methods. The multigrid algorithm consists of a simple V-cycle, using an element-wise block Gauss-Seidel smoother.…

Numerical Analysis · Mathematics 2020-11-25 Robert Saye

An error analysis is presented for explicit partitioned Runge-Kutta methods and multirate methods applied to conservation laws. The interfaces, across which different methods or time steps are used, lead to order reduction of the schemes.…

Numerical Analysis · Mathematics 2013-10-29 Willem Hundsdorfer , David I. Ketcheson , Igor Savostianov

We present unconditionally energy stable Runge-Kutta (RK) discontinuous Galerkin (DG) schemes for solving a class of fourth order gradient flows. Our algorithm is geared toward arbitrarily high order approximations in both space and time,…

Numerical Analysis · Mathematics 2021-01-05 Hailiang Liu , Peimeng Yin

The paper aims at developing low-storage implicit Runge-Kutta methods which are easy to implement and achieve higher-order of convergence for both the velocity and pressure in the finite volume formulation of the incompressible…

Numerical Analysis · Mathematics 2019-07-08 Jiawei Wan , Ahsan Kareem , Haili Liao , Yunzhu Cai

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

Explicit Runge--Kutta (RK) methods are susceptible to a reduction in the observed order of convergence when applied to initial-boundary value problem with time-dependent boundary conditions. We study conditions on explicit RK methods that…

Numerical Analysis · Mathematics 2026-02-11 Abhijit Biswas , David I. Ketcheson , Steven Roberts , Benjamin Seibold , David Shirokoff

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

The use of high order fully implicit Runge-Kutta methods is of significant importance in the context of the numerical solution of transient partial differential equations, in particular when solving large scale problems due to fine space…

Numerical Analysis · Mathematics 2023-02-27 Ivo Dravins , Stefano Serra-Capizzano , Maya Neytcheva