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We construct a family of embedded pairs for optimal strong stability preserving explicit Runge-Kutta methods of order $2 \leq p \leq 4$ to be used to obtain numerical solution of spatially discretized hyperbolic PDEs. In this construction,…

Numerical Analysis · Mathematics 2022-05-17 Sidafa Conde , Imre Fekete , John N. Shadid

In this paper, we study the uniform accuracy of implicit-explicit (IMEX) Runge-Kutta (RK) schemes for general linear hyperbolic relaxation systems satisfying the structural stability condition proposed in \cite{yong_singular_1999}. We…

Numerical Analysis · Mathematics 2025-06-27 Zhiting Ma , Juntao Huang

Over the last few years there have been dramatic advances in our understanding of mathematical and computational models of complex systems in the presence of uncertainty. This has led to a growth in the area of uncertainty quantification as…

Numerical Analysis · Mathematics 2013-06-05 Maziar Raissi , Padmanabhan Seshaiyer

A mixed accuracy framework for Runge--Kutta methods presented in [Grant, JSC 2022] has been shown to speed up the computation in diagonally implicit Runge--Kutta (DIRK) methods by using less expensive low accuracy approaches for the…

Numerical Analysis · Mathematics 2026-04-29 John Driscoll , Sigal Gottlieb , Zachary J. Grant , César Herrera , Tej Sai Kakumanu , Monica Stephens

Max-stable processes play an important role as models for spatial extreme events. Their complex structure as the pointwise maximum over an infinite number of random functions makes simulation highly nontrivial. Algorithms based on finite…

Methodology · Statistics 2015-06-16 Clément Dombry , Sebastian Engelke , Marco Oesting

We explore the performance and advantages/disadvantages of using unconditionally stable explicit super time-stepping (STS) algorithms versus implicit schemes with Krylov solvers for integrating parabolic operators in thermodynamic MHD…

Computational Engineering, Finance, and Science · Computer Science 2017-06-28 Ronald M. Caplan , Zoran Mikic , Jon A. Linker , Roberto Lionello

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…

For conventional smoothed particle hydrodynamics (SPH), obtaining the static solution of a problem is time-consuming. To address this drawback, we propose an efficient dynamic relaxation method by adding large artificial-viscosity-based…

Computational Engineering, Finance, and Science · Computer Science 2021-03-17 Yujie Zhu , Chi Zhang , Xiangyu Hu

Convenient, easy to implement stochastic integration methods are developed on the basis of abstract one-step deterministic order $p$ integration techniques. The abstraction as an arbitrary one step map allows the inspection of easy to…

Numerical Analysis · Mathematics 2025-10-15 J. Woodfield , A. Lobbe

In current research, we analyse dissipation and dispersion characteristics of most accurate two and three stage Gauss-Legendre implicit Runge-Kutta (R-K) methods. These methods, known for their $A$-stability and immense accuracy, are…

Numerical Analysis · Mathematics 2019-06-25 Subhajit Giri , Shuvam Sen

Traditional time discretization methods use a single timestep for the entire system of interest and can perform poorly when the dynamics of the system exhibits a wide range of time scales. Multirate infinitesimal step (MIS) methods (Knoth…

Numerical Analysis · Mathematics 2022-02-03 Steven Roberts , Arash Sarshar , Adrian Sandu

In this paper we present a general procedure for designing higher strong order methods for It\^o stochastic differential equations on matrix Lie groups and illustrate this strategy with two novel schemes that have a strong convergence order…

Numerical Analysis · Mathematics 2021-02-09 Michelle Muniz , Matthias Ehrhardt , Michael Günther , Renate Winkler

This paper introduces a novel paradigm for constructing linearly implicit and high-order unconditionally energy-stable schemes for general gradient flows, utilizing the scalar auxiliary variable (SAV) approach and the additive Runge-Kutta…

Numerical Analysis · Mathematics 2023-07-11 Xuelong Gu , Wenjun Cai , Yushun Wang

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

The stochastic particle method based on Bhatnagar-Gross-Krook (BGK) or ellipsoidal statistical BGK (ESBGK) model approximates the pairwise collisions in the Boltzmann equation using a relaxation process. Therefore, it is more efficient to…

Computational Physics · Physics 2018-08-14 Fei Fei , Jun Zhang , Jing Li , ZhaoHui Liu

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

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

High order strong stability preserving (SSP) time discretizations ensure the nonlinear non-inner-product strong stability properties of spatial discretizations suited for the stable simulation of hyperbolic PDEs. Over the past decade…

Numerical Analysis · Mathematics 2024-12-20 Sigal Gottlieb , Zachary J. Grant

This paper proposes and validates two new particle regularization techniques for the Smoothed Particle Hydrodynamics (SPH) numerical method to improve its stability and accuracy for free surface flow simulations. We introduce a general form…

Fluid Dynamics · Physics 2022-04-05 Mojtaba Jandaghian , Herman Musumari Siaben , Ahmad Shakibaeinia

In this work we present explicit Adams-type multistep methods with extended stability interval, which are analogous to the stabilized Chebyshev Runge--Kutta methods. It is proved that for any $k\geq 1$ there exists an explicit $k$-step…

Numerical Analysis · Mathematics 2020-12-15 Vasily Repnikov , Boris Faleichik , Andrey Moysa
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