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We present an approach for the efficient implementation of self-adjusting multi-rate Runge-Kutta methods and we introduce a novel stability analysis, that covers the multi-rate extensions of all standard Runge-Kutta methods and allows to…

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

A novel class of Runge-Kutta discontinuous Galerkin schemes for coupled systems of conservation laws in multiple space dimensions that are separated by a fixed sharp interface is introduced. The schemes are derived from a relaxation…

Numerical Analysis · Mathematics 2026-01-19 Niklas Kolbe , Siegfried Müller , Aleksey Sikstel

In this work, we develop a class of up to third-order energy-stable schemes for the Cahn--Hilliard equation. Building on Lawson's integrating factor Runge--Kutta method, which is widely used for stiff semilinear equations, we discuss its…

Numerical Analysis · Mathematics 2024-11-26 Haifeng Wang , Jingwei Sun , Hong Zhang , Xu Qian , Songhe Song

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

In the last few decades, numerical simulation for nonlinear oscillators has received a great deal of attention, and many researchers have been concerned with the design and analysis of numerical methods for solving oscillatory problems. In…

Numerical Analysis · Mathematics 2020-12-25 Yu-Wen Li , Xinyuan Wu

Recently, the class of energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs), has been proposed for the efficient solution of Hamiltonian problems, as well as for other types of conservative problems. In…

Numerical Analysis · Mathematics 2013-10-22 Luigi Brugnano , Yajuan Sun

In this paper, we present continuous-stage partitioned Runge-Kutta (csPRK) methods for energy-preserving integration of Hamiltonian systems. A sufficient condition for the energy preservation of the csPRK methods is derived. It is shown…

Numerical Analysis · Mathematics 2025-07-25 Wensheng Tang

In this paper, we consider stochastic Runge-Kutta methods for stochastic Hamiltonian partial differential equations and present some sufficient conditions for multisymplecticity of stochastic Runge-Kutta methods of stochastic Hamiltonian…

Symplectic Geometry · Mathematics 2018-03-02 Liying Zhang , Lihai Ji

In this paper we consider the development of Implicit-Explicit (IMEX) Runge-Kutta schemes for hyperbolic systems with multiscale relaxation. In such systems the scaling depends on an additional parameter which modifies the nature of the…

Numerical Analysis · Mathematics 2017-01-17 S. Boscarino , L. Pareschi , G. Russo

Finite element discretization of time dependent problems also require effective time-stepping schemes. While implicit Runge-Kutta methods provide favorable accuracy and stability problems, they give rise to large and complicated systems of…

Numerical Analysis · Mathematics 2023-05-01 Robert C. Kirby

It is well known that symplectic Runge-Kutta and Partitioned Runge-Kutta methods exactly preserve {\em quadratic} first integrals (invariants of motion) of the system being integrated. While this property is often seen as a mere curiosity…

Numerical Analysis · Mathematics 2015-06-22 J. M. Sanz-Serna

The non-differentiability of the singular nonlinearity (such as $f=\ln|u|^2$) at $u=0$ presents significant challenges in devising accurate and efficient numerical schemes for the logarithmic Schr\"{o}dinger equation (LogSE). To address…

Numerical Analysis · Mathematics 2024-11-14 Jingye Yan , Hong Zhang , Yabing Wei , Xu Qian

We study the effect of global error control in the numerical solution of Hamiltonian systems. In particular, we apply the RKQ algorithm in the numerical solution of a Hamiltonian system. This algorithm is designed to provide stepwise…

Numerical Analysis · Mathematics 2011-12-01 J. S. C. Prentice

We introduce a new class of Runge-Kutta type methods suitable for time stepping to propagate hyperbolic solutions within tent-shaped spacetime regions. Unlike standard Runge-Kutta methods, the new methods yield expected convergence…

Numerical Analysis · Mathematics 2020-02-28 Jay Gopalakrishnan , Joachim Schöberl , Christoph Wintersteiger

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

We introduce a class of exponential Runge-Kutta integration methods for kinetic equations. The methods are based on a decomposition of the collision operator into an equilibrium and a non equilibrium part and are exact for relaxation…

Numerical Analysis · Mathematics 2010-10-08 Giacomo Dimarco , Lorenzo Pareschi

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

In a recent series of papers, the class of energy-conserving Runge-Kutta methods named Hamiltonian BVMs (HBVMs) has been defined and studied. Such methods have been further generalized for the efficient solution of general conservative…

Numerical Analysis · Mathematics 2014-03-05 Luigi Brugnano , Yajuan Sun

We study two existing extended phase space integrators for Hamiltonian systems, the {\em midpoint projection method} and the {\em symmetric projection method}, showing that the first is a pseudosymplectic and pseudosymmetric Runge--Kutta…

Numerical Analysis · Mathematics 2023-08-15 Robert I McLachlan