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In this paper, we propose linearly implicit and arbitrary high-order conservative numerical schemes for ordinary differential equations with a quadratic invariant. Many differential equations have invariants, and numerical schemes for…

Numerical Analysis · Mathematics 2022-03-03 Shun Sato , Yuto Miyatake , John C. Butcher

We introduce a high-order space-time approximation of the Shallow Water Equations with sources that is invariant-domain preserving (IDP) and well-balanced with respect to rest states. The employed time-stepping technique is a novel explicit…

Numerical Analysis · Mathematics 2025-09-09 Jean-Luc Guermond , Matthias Maier , Eric Tovar

We develop a general framework for numerically solving differential equations while preserving invariants. As in standard projection methods, we project an arbitrary base integrator onto an invariant-preserving manifold, however, our method…

Numerical Analysis · Mathematics 2025-11-05 Benjamin Kwanen Tapley

A novel class of explicit high-order energy-preserving methods are proposed for general Hamiltonian partial differential equations with non-canonical structure matrix. When the energy is not quadratic, it is firstly done that the original…

Numerical Analysis · Mathematics 2020-06-02 Chaolong Jiang , Yushun Wang , Yuezheng Gong

Based on the combinatory theory of rooted colored trees, we investigate the conditions for the explicit stochastic Runge-Kutta (SRK) methods to preserve quadratic invariants (QI) up to certain orders of accuracy. These conditions can supply…

Numerical Analysis · Mathematics 2014-10-24 Jialin Hong , Lijin Wang , Dongsheng Xu , Liying Zhang

A wide range of physical phenomena exhibit auxiliary admissibility criteria, such as conservation of entropy or various energies, which arise implicitly under exact solution of their governing PDEs. However, standard temporal schemes, such…

Numerical Analysis · Mathematics 2025-03-27 Mohammad R. Najafian , Brian C. Vermeire

Conservation properties of iterative methods applied to implicit finite volume discretizations of nonlinear conservation laws are analyzed. It is shown that any consistent multistep or Runge-Kutta method is globally conservative. Further,…

Numerical Analysis · Mathematics 2021-06-21 Philipp Birken , Viktor Linders

Using a recent characterization of energy-preserving B-series, we derive the explicit conditions on the coefficients of a Runge-Kutta method that ensure energy preservation (for Hamiltonian systems) up to a given order in the step size,…

Numerical Analysis · Mathematics 2025-01-24 Gabriel A. Barrios de León , David I. Ketcheson , Hendrik Ranocha

High-order adaptive time-stepping algorithms are of significant practical value and theoretical interest for accelerating long-time fluid-flow simulations and resolving complex dynamical behaviors. While several high-order implicit-explicit…

Numerical Analysis · Mathematics 2026-05-08 Hong-lin Liao , Xiaoming Wang , Xuping Wang , Cao Wen

This work concerns the design and analysis of a limiting technique that allows the preservation of invariant domains for high-order numerical approximations of nonlinear hyperbolic systems of conservation laws. The method can be applied to…

Numerical Analysis · Mathematics 2026-05-11 Bartolomeo Fanizza , Florent Renac

A novel class of high-order linearly implicit energy-preserving integrating factor Runge-Kutta methods are proposed for the nonlinear Schr\"odinger equation. Based on the idea of the scalar auxiliary variable approach, the original equation…

Numerical Analysis · Mathematics 2021-12-07 Chaolong Jiang , Jin Cui , Xu Qian , Songhe Song

In this paper, we present a novel strategy to systematically construct linearly implicit energy-preserving schemes with arbitrary order of accuracy for Hamiltonian PDEs. Such novel strategy is based on the newly developed exponential scalar…

Numerical Analysis · Mathematics 2023-07-27 Yonghui Bo , Yushun Wang , Wenjun Cai

In this paper, we extend the Paired-Explicit Runge-Kutta schemes by Vermeire et. al. to fourth-order of consistency. Based on the order conditions for partitioned Runge-Kutta methods we motivate a specific form of the Butcher arrays which…

We apply the concept of effective order to strong stability preserving (SSP) explicit Runge-Kutta methods. Relative to classical Runge-Kutta methods, methods with an effective order of accuracy are designed to satisfy a relaxed set of order…

Numerical Analysis · Mathematics 2014-01-09 Yiannis Hadjimichael , Colin B. Macdonald , David I. Ketcheson , James H. Verner

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

We generalize the idea of relaxation time stepping methods in order to preserve multiple nonlinear conserved quantities of a dynamical system by projecting along directions defined by multiple time stepping algorithms. Similar to the…

Numerical Analysis · Mathematics 2023-02-13 Abhijit Biswas , David I. Ketcheson

A unified theoretical framework is suggested to examine the energy dissipation properties at all stages of additive implicit-explicit Runge-Kutta (IERK) methods up to fourth-order accuracy for gradient flow problems. We construct some…

Numerical Analysis · Mathematics 2024-10-10 Hong-lin Liao , Xuping Wang , Cao Wen

We consider new implicit-explicit (IMEX) Runge-Kutta methods for hyperbolic systems of conservation laws with stiff relaxation terms. The explicit part is treated by a strong-stability-preserving (SSP) scheme, and the implicit part is…

Numerical Analysis · Mathematics 2010-09-16 L. Pareschi , G. Russo

When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…

Numerical Analysis · Mathematics 2017-08-02 Sidafa Conde , Sigal Gottlieb , Zachary J. Grant , John N. Shadid

Strong Stability Preserving (SSP) time integration schemes maintain stability of the forward Euler method for any initial value problem. However, only a small subset of Runge-Kutta (RK) methods are SSP, and many efficient high-order time…

Numerical Analysis · Mathematics 2026-01-28 Mohammad R. Najafian , Brian C. Vermeire
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