Related papers: Irksome: Automating Runge--Kutta time-stepping for…
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…
This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. The proposed methods are based on a specific subset of explicit one-step…
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…
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…
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…
We propose an implementation of symplectic implicit Runge-Kutta schemes for highly accurate numerical integration of non-stiff Hamiltonian systems based on fixed point iteration. Provided that the computations are done in a given floating…
We compare three approaches for structure preserving numerical integration of isospectral flows on quadratic Lie algebras. Such flows originate from Hamiltonian dynamics on the cotangent bundle of the Lie group. It is known, via discrete…
In this paper the performance of a parallel iterated Runge-Kutta method is compared versus those of the serial fouth order Runge-Kutta and Dormand-Prince methods. It was found that, typically, the runtime for the parallel method is…
Scale-resolving simulations of high Reynolds number incompressible flows are often limited by the Courant-Friedrichs-Lewy (CFL) stability restriction imposed by explicit time-stepping schemes, resulting in small time step sizes and long…
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…
Electro-quasistatic field problems involving nonlinear materials are commonly discretized in space using finite elements. In this paper, it is proposed to solve the resulting system of ordinary differential equations by an explicit…
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…
In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation…
In this paper, two new families of fourth-order explicit exponential Runge--Kutta (ERK) methods with four stages are studied for solving first-order differential systems $y'(t)+My(t)=f(y(t))$. By comparing the Taylor series of the exact…
The result after $N$ steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy $\epsilon$, by solving only $$O\Big(\log N \log \frac1\epsilon \Big) $$ linear…
Many problems in science and engineering require an efficient numerical approximation of integrals or solutions to differential equations. For systems with rapidly changing dynamics, an equidistant discretization is often inadvisable as it…
We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special…
The generalized additive Runge-Kutta (GARK) framework provides a powerful approach for solving additively partitioned ordinary differential equations. This work combines the ideas of symplectic GARK schemes and multirate GARK schemes to…
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…
Explicit Runge-Kutta schemes with large stable step sizes are developed for integration of high order spectral difference spatial discretization on quadrilateral grids. The new schemes permit an effective time step that is substantially…