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The class of stochastic Runge-Kutta methods for stochastic differential equations due to R\"o{\ss}ler is considered. Coefficient families of diagonally drift-implicit stochastic Runge-Kutta (DDISRK) methods of weak order one and two are…

Numerical Analysis · Mathematics 2016-05-10 Kristian Debrabant , Andreas Rößler

Nonlinear parabolic equations are central to numerous applications in science and engineering, posing significant challenges for analytical solutions and necessitating efficient numerical methods. Exponential integrators have recently…

Numerical Analysis · Mathematics 2024-12-24 Trung Hau Hoang

We present MDIRK: a Multifluid second-order Diagonally-Implicit Runge-Kutta method to study momentum transfer between gas and an arbitrary number ($N$) of dust species. The method integrates the equations of hydrodynamics with an Implicit…

Computational Physics · Physics 2024-02-27 Leonardo Krapp , Juan Garrido-Deutelmoser , Pablo Benítez-Llambay , Kaitlin M. Kratter

Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the…

Numerical Analysis · Mathematics 2021-10-07 Ben S. Southworth , Oliver Krzysik , Will Pazner

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…

Numerical Analysis · Mathematics 2025-04-15 Lingyun Ding

Finite differences and Runge-Kutta time stepping schemes used in Computational AeroAcoustics simulations are often optimized for low dispersion and dissipation (e.g. DRP or LDDRK schemes) when applied to linear problems in order to…

Numerical Analysis · Mathematics 2019-12-02 Aldaïr Petronilia , Edward James Brambley

The exponential fitting technique uses information on the expected behaviour of the solution of a differential problem to define accurate and efficient numerical methods. In particular, exponentially fitted methods are very effective when…

Numerical Analysis · Mathematics 2022-03-14 Dajana Conte , Gianluca Frasca-Caccia

Mixed precision Runge--Kutta methods have been recently developed and used for the time-evolution of partial differential equations. Two-derivative Runge--Kutta schemes may offer enhanced stability and accuracy properties compared to…

Numerical Analysis · Mathematics 2026-02-17 Sigal Gottlieb , Zachary J. Grant , Cesar Herrera

A fourth-order exponential time differencing (ETD) Runge-Kutta scheme with dimensional splitting is developed to solve multidimensional non-linear systems of reaction-diffusion equations (RDE). By approximating the matrix exponential in the…

Numerical Analysis · Mathematics 2024-03-25 E. O. Asante-Asamani , A. Kleefeld , B. A. Wade

Implicit Runge--Kutta (IRK) methods are highly effective for solving stiff ordinary differential equations (ODEs) but can be computationally expensive for large-scale problems due to the need of solving coupled algebraic equations at each…

Numerical Analysis · Mathematics 2025-09-18 Fabio Durastante , Mariarosa Mazza

In this paper, exponential Runge-Kutta methods of collocation type (ERKC) which were originally proposed in (Appl Numer Math 53:323-339, 2005) are extended to semilinear parabolic problems with time-dependent delay. Two classes of the ERKC…

Numerical Analysis · Mathematics 2025-12-30 Qiumei Huang , Alexander Ostermann , Gangfan Zhong

In this paper, we develop a general framework for constructing higher-order, unconditionally energy-stable exponential time differencing Runge-Kutta methods applicable to a range of gradient flows. Specifically, we identify conditions…

Numerical Analysis · Mathematics 2024-07-23 Zhaohui Fu , Jie Shen , Jiang Yang

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 master thesis we have compared different second order stabilized explicit Runge-Kutta methods when applied to the incompressible Navier-Stokes equations by means of a projection method and a differential algebraic approach. We…

Numerical Analysis · Mathematics 2022-03-30 Giacomo Rosilho de Souza

We propose a family of integrators, Flow-Composed Implicit Runge-Kutta (FCIRK) methods, for perturbations of nonlinear ordinary differential equations, consisting of the composition of flows of the unperturbed part alternated with one step…

Numerical Analysis · Mathematics 2017-11-17 Mikel Antoñana , Joseba Makazaga , Ander Murua

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

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

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…

Space discretization of some time-dependent partial differential equations gives rise to systems of ordinary differential equations in additive form whose terms have different stiffness properties. In these cases, implicit methods should be…

Numerical Analysis · Mathematics 2015-10-02 Inmaculada Higueras , Teo Roldán

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