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In this paper, we propose a class of high-order and energy-stable implicit-explicit relaxation Runge-Kutta (IMEX RRK) schemes for solving the phase-field gradient flow models. By incorporating the scalar auxiliary variable (SAV) method, the…

Numerical Analysis · Mathematics 2025-03-26 Yuxiu Cheng , Kun Wang , Kai Yang

In many real-life optimisation problems, there are multiple interacting components in a solution. For example, different components might specify assignments to different kinds of resource. Often, each component is associated with different…

Data Structures and Algorithms · Computer Science 2014-04-10 Edmund K. Burke , Jakub Marecek , Andrew J. Parkes , Hana Rudova

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 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

This work considers multirate generalized-structure additively partitioned Runge-Kutta (MrGARK) methods for solving stiff systems of ordinary differential equations (ODEs) with multiple time scales. These methods treat different partitions…

Numerical Analysis · Mathematics 2022-01-19 Steven Roberts , John Loffeld , Arash Sarshar , Carol S. Woodward , Adrian Sandu

Implicit-Explicit (IMEX) schemes are widely used for time integration methods for approximating solutions to a large class of problems. In this work, we develop accurate a posteriori error estimates of a quantity of interest for…

Numerical Analysis · Mathematics 2016-10-19 Jehanzeb H. Chaudhry , J. B. Collins , John N. Shadid

Implicit-explicit (IMEX) time stepping methods can efficiently solve differential equa- tions with both stiff and nonstiff components. IMEX Runge-Kutta methods and IMEX linear multistep methods have been studied in the literature. In this…

Numerical Analysis · Mathematics 2013-03-26 Hong Zhang , Adrian Sandu

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

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…

Numerical Analysis · Mathematics 2012-10-04 A. J. Roberts

Code generation based software platforms, such as Firedrake, have become popular tools for developing complicated finite element discretisations of partial differential equations. We extended the code generation infrastructure in Firedrake…

Mathematical Software · Computer Science 2017-11-08 Miklós Homolya , Robert C. Kirby , David A. Ham

Segregated Runge-Kutta (SRK) schemes are time integration methods for the incompressible Navier-Stokes equations. In this approach, convection and diffusion can be independently treated either explicitly or implicitly, which in particular…

Numerical Analysis · Mathematics 2025-06-12 Pavel Bakhvalov

A linear evolving surface partial differential equation is first discretized in space by an arbitrary Lagrangian Eulerian (ALE) evolving surface finite element method, and then in time either by a Runge-Kutta method, or by a backward…

Numerical Analysis · Mathematics 2015-01-14 Balázs Kovács , Christian Andreas Power Guerra

Isospectral Runge-Kutta methods are well-suited for the numerical solution of isospectral systems such as the rigid body and the Toda lattice. More recently, these integrators have been applied to geophysical fluid models, where their…

Numerical Analysis · Mathematics 2025-06-10 Clauson Carvalho da Silva , Christian Lessig , Carlos Tomei

Plasmas with varying collisionalities occur in many applications, such as tokamak edge regions, where the flows are characterized by significant variations in density and temperature. While a kinetic model is necessary for…

Computational Engineering, Finance, and Science · Computer Science 2017-07-27 Debojyoti Ghosh , Mikhail A. Dorf , Milo R. Dorr , Jeffrey A. F. Hittinger

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

The unified gas-kinetic wave-particle method (UGKWP) has been developed for the multiscale gas, plasma, and multiphase flow transport processes for the past years. In this work, we propose an implicit unified gas-kinetic wave-particle…

Computational Physics · Physics 2023-09-22 Chang Liu , Weiming Li , Peng Song , Kun Xu

Traditional time discretization methods use a single timestep for the entire system of interest and can perform poorly when the dynamics of the system exhibits a wide range of time scales. Multirate infinitesimal step (MIS) methods (Knoth…

Numerical Analysis · Mathematics 2022-02-03 Steven Roberts , Arash Sarshar , Adrian Sandu

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

We propose a new method to solve the relativistic hydrodynamic equations based on implicit Runge-Kutta methods with a locally optimized fixed-point iterative solver. For numerical demonstration, we implement our idea for ideal hydrodynamics…

Nuclear Theory · Physics 2024-04-16 Nathan Touroux , Masakiyo Kitazawa , Koichi Murase , Marlene Nahrgang

We present an implementation of a fully stage-parallel preconditioner for Radau IIA type fully implicit Runge--Kutta methods, which approximates the inverse of $A_Q$ from the Butcher tableau by the lower triangular matrix resulting from an…

Numerical Analysis · Mathematics 2022-09-15 Peter Munch , Ivo Dravins , Martin Kronbichler , Maya Neytcheva