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This paper considers the numerical integration of semilinear evolution PDEs using the high order linearly implicit methods developped in a previous paper in the ODE setting. These methods use a collocation Runge--Kutta method as a basis,…

Numerical Analysis · Mathematics 2023-10-24 Guillaume Dujardin , Ingrid Lacroix-Violet

In this paper, two novel classes of implicit exponential Runge-Kutta (ERK) methods are studied for solving highly oscillatory systems. First of all, we analyze the symplectic conditions of two kinds of exponential integrators, and present a…

Numerical Analysis · Mathematics 2023-12-05 Xianfa Hu , Wansheng Wang , Bin Wang , Yonglei Fang

We study the construction and convergence of semi-explicit and iterative decoupling schemes for an elliptic-parabolic problem using higher-order Runge-Kutta methods. For the semi-explicit schemes, which are constructed using a nearby delay…

Numerical Analysis · Mathematics 2026-05-22 Robert Altmann , Abdullah Mujahid , Benjamin Unger

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

This work constructs and analyzes new efficient high-order two-derivative diagonally implicit Runge--Kutta (TDDIRK) schemes with optimized phase errors. Specifically, we present a convergence result for TDDIRK methods and investigate their…

Numerical Analysis · Mathematics 2025-12-18 Julius Ehigie , Vu Thai Luan

In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…

Numerical Analysis · Mathematics 2022-09-27 Jianguo Huang , Lili Ju , Yuejin Xu

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 develop continuous-stage Runge-Kutta methods based on weighted orthogonal polynomials in this paper. There are two main highlighted merits for developing such methods: Firstly, we do not need to study the tedious solution of…

Numerical Analysis · Mathematics 2025-07-23 Wensheng Tang

Exponential integrators are explicit methods for solving ordinary differential equations that treat linear behaviour exactly. The stiff-order conditions for exponential integrators derived in a Banach space framework by Hochbruck and…

Computational Physics · Physics 2023-03-28 Thoma Zoto , John C. Bowman

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

Runge-Kutta methods are a popular class of numerical methods for solving ordinary differential equations. Every Runge-Kutta method is characterized by two basic parameters: its order, which measures the accuracy of the solution it produces,…

Numerical Analysis · Mathematics 2019-11-04 David K. Zhang

Classical convergence theory of Runge-Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic…

Numerical Analysis · Mathematics 2026-05-05 Steven B. Roberts , David Shirokoff , Abhijit Biswas , Benjamin Seibold

In the paper explicit functional continuous Runge-Kutta and Runge-Kutta-Nystr\"om methods for retarded functional differential equations are considered. New methods for first order equations as well as for second order equations of the…

Numerical Analysis · Mathematics 2018-06-25 Alexey S. Eremin

In this paper we derive and analyze the properties of explicit singly diagonal implicit Runge-Kutta (ESDIRK) integration methods. We discuss the principles for construction of Runge-Kutta methods with embedded methods of different order for…

Numerical Analysis · Mathematics 2018-03-06 John Bagterp Jørgensen , Morten Rode Kristensen , Per Grove Thomsen

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

In a previous paper, a technique was suggested to avoid order reduction with any explicit exponential Runge-Kutta method when integrating initial boundary value nonlinear problems with time-dependent boundary conditions. In this paper, we…

Numerical Analysis · Mathematics 2023-07-18 Begoña Cano , María Jesús Moreta

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

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

We propose a new probabilistic scheme which combines deep learning techniques with high order schemes for backward stochastic differential equations belonging to the class of Runge-Kutta methods to solve high-dimensional semi-linear…

Numerical Analysis · Mathematics 2023-01-02 Jean-François Chassagneux , Junchao Chen , Noufel Frikha

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…

Numerical Analysis · Mathematics 2019-04-16 Vu Thai Luan , Rujeko Chinomona , Daniel R. Reynolds