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This paper analyzes the stability of the class of Time-Accurate and Highly-Stable Explicit Runge-Kutta (TASE-RK) methods, introduced in 2021 by Bassenne et al. (J. Comput. Phys.) for the numerical solution of stiff Initial Value Problems…

Numerical Analysis · Mathematics 2024-01-19 D. Conte , J. Martin-Vaquero , G. Pagano , B. Paternoster

We prove that Runge-Kutta (RK) methods for numerical integration of arbitrarily large systems of Ordinary Differential Equations are linearly stable. Standard stability arguments -- based on spectral analysis, resolvent condition or strong…

Numerical Analysis · Mathematics 2023-12-27 Eitan Tadmor

Strongly coupled immersed boundary (IB) methods solve the nonlinear fluid and structural equations of motion simultaneously for strongly enforcing the no-slip constraint on the body. Handling this constraint requires solving several large…

Fluid Dynamics · Physics 2021-03-12 Nirmal Jayaprasad Nair , Andres Goza

In the research community, there exists the strong belief that a continuous Galerkin scheme is notoriously unstable and additional stabilization terms have to be added to guarantee stability. In the first part of the series [6], the…

Numerical Analysis · Mathematics 2019-12-19 Rémi Abgrall , Jan Nordström , Philipp Öffner , Svetlana Tokareva

We introduce a second-order time discretization method for stiff kinetic equations. The method is asymptotic-preserving (AP) -- can capture the Euler limit without numerically resolving the small Knudsen number; and positivity-preserving --…

Numerical Analysis · Mathematics 2018-12-17 Jingwei Hu , Ruiwen Shu

The main theoretical obstacle to establish the original energy dissipation laws of Runge-Kutta methods for phase-field equations is to verify the maximum norm boundedness of the stage solutions without assuming global Lipschitz continuity…

Numerical Analysis · Mathematics 2024-12-11 Xuping Wang , Xuan Zhao , Hong-lin Liao

Many natural processes, such as chemical reactions and wave dynamics, are modeled as production-destruction (PD) systems that obey positivity and linear conservation laws. Classical time integrators do not guarantee positivity and can…

Numerical Analysis · Mathematics 2026-02-18 Kamila Nurkhametova , Reid J. Gomillion , Amit N. Subrahmanya , Adrian Sandu

Many HPC applications that solve differential equations rely on the Runge-Kutta family of methods for time integration. Among these methods, the fourth-order accurate RK4 scheme is especially popular. This time integration scheme requires…

General Relativity and Quantum Cosmology · Physics 2026-03-09 Lucas Timotheo Sanches , Steven Robert Brandt , Jay Kalinani , Liwei Ji , Erik Schnetter

We present a new method for developing time step controllers based on a technique from the field of machine learning. This method is applicable to stable time integrators that have an embedded scheme, i.e., that have local error estimation…

Numerical Analysis · Mathematics 2025-12-23 Thomas Izgin , Hendrik Ranocha

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

We further develop a simple modification of Runge--Kutta methods that guarantees conservation or stability with respect to any inner-product norm. The modified methods can be explicit and retain the accuracy and stability properties of the…

Numerical Analysis · Mathematics 2019-05-27 David I. Ketcheson

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

We present a numerical stability analysis of the immersed boundary(IB) method for a special case which is constructed so that Fourier analysis is applicable. We examine the stability of the immersed boundary method with the discrete Fourier…

Numerical Analysis · Mathematics 2022-08-10 Mengjian Hua , Charles S. Peskin

Exponential Runge-Kutta methods are a well-established tool for the numerical integration of parabolic evolution equations. However, these schemes are typically developed under the assumption of homogeneous boundary conditions. In this…

Numerical Analysis · Mathematics 2025-10-27 Carlos Arranz-Simón , Alexander Ostermann

In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…

Numerical Analysis · Mathematics 2023-06-13 Ibrahim Almuslimani , Nicolas Crouseilles

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

This article extends the theory of classical finite-difference summation-by-parts (FD-SBP) time-marching methods to the generalized summation-by-parts (GSBP) framework. Dual-consistent GSBP time-marching methods are shown to retain: A and…

Numerical Analysis · Mathematics 2016-01-26 Pieter D. Boom , David W. Zingg

The aim of this paper is to construct and analyze exponential Runge-Kutta methods for the temporal discretization of a class of semilinear parabolic problems with arbitrary state-dependent delay. First, the well-posedness of the problem is…

Numerical Analysis · Mathematics 2025-09-12 Qiumei Huang , Alexander Ostermann , Gangfan Zhong

In this paper, we construct explicit nonstandard Runge-Kutta (ENRK) methods which have higher accuracy order and preserve two important properties of autonomous dynamical systems, namely, the positivity and linear stability. These methods…

Numerical Analysis · Mathematics 2017-10-05 Quang A Dang , Manh Tuan Hoang

In recent years, many positivity-preserving schemes for initial value problems have been constructed by modifying a Runge--Kutta (RK) method by weighting the right-hand side of the system of differential equations with solution-dependent…

Numerical Analysis · Mathematics 2025-02-26 Thomas Izgin , David I. Ketcheson , Andreas Meister
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