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We introduce a family of stochastic optimization methods based on the Runge-Kutta-Chebyshev (RKC) schemes. The RKC methods are explicit methods originally designed for solving stiff ordinary differential equations by ensuring that their…

Optimization and Control · Mathematics 2022-02-01 Tony Stillfjord , Måns Williamson

In this work we consider a mixed precision approach to accelerate the implemetation of multi-stage methods. We show that Runge-Kutta methods can be designed so that certain costly intermediate computations can be performed as a…

Numerical Analysis · Mathematics 2020-12-25 Zachary J. Grant

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

Stabilized Runge-Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For semi-discrete parabolic problems, for instance, stabilized…

Numerical Analysis · Mathematics 2022-04-05 Assyr Abdulle , Marcus J. Grote , Giacomo Rosilho de Souza

A mixed accuracy framework for Runge--Kutta methods presented in Grant [JSC 2022] and applied to diagonally implicit Runge--Kutta (DIRK) methods can significantly speed up the computation by replacing the implicit solver by less expensive…

Additive Runge-Kutta methods designed for preserving highly accurate solutions in mixed-precision computation were proposed and analyzed in 4. These specially designed methods use reduced precision for the implicit computations and full…

Numerical Analysis · Mathematics 2022-12-23 Ben Burnett , Sigal Gottlieb , Zachary J. Grant

This paper introduces the Runge-Kutta Chebyshev descent method (RKCD) for strongly convex optimisation problems. This new algorithm is based on explicit stabilised integrators for stiff differential equations, a powerful class of numerical…

Optimization and Control · Mathematics 2020-06-30 Armin Eftekhari , Bart Vandereycken , Gilles Vilmart , Konstantinos C. Zygalakis

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

This work focuses on the numerical study of a recently published class of Runge-Kutta methods designed for mixed-precision arithmetic. We employ the methods in solving partial differential equations on modern hardware. In particular we…

Numerical Analysis · Mathematics 2024-12-24 Ivo Dravins , Marcel Koch , Victoria Griehl , Katharina Kormann

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

The second-order extended stability Factorized Runge-Kutta-Chebyshev (FRKC2) class of explicit schemes for the integration of large systems of PDEs with diffusive terms is presented. FRKC2 schemes are straightforward to implement through…

Numerical Analysis · Mathematics 2017-06-28 Stephen O'Sullivan

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

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

Many time-dependent partial differential equations (PDEs) can be transformed into an ordinary differential equations (ODEs) containing moderately stiff and non-stiff terms after spatial semi-discretization. In the present paper, we…

Numerical Analysis · Mathematics 2025-09-23 Xiao Tang , Junwei Huang

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…

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

Additive Runge-Kutta methods designed for preserving highly accurate solutions in mixed-precision computation were proposed and analyzed in [8]. These specially designed methods use reduced precision or the implicit computations and full…

Numerical Analysis · Mathematics 2021-07-08 Ben Burnett , Sigal Gottlieb , Zachary J. Grant , Alfa Heryudono

We propose a practical implementation of high-order fully implicit Runge-Kutta(IRK) methods in a multiple precision floating-point environment. Although implementations based on IRK methods in an IEEE754 double precision environment have…

Numerical Analysis · Mathematics 2013-06-18 Tomonori Kouya

We provide a note on continuous-stage Runge-Kutta methods (csRK) for solving initial value problems of first-order ordinary differential equations. Such methods, as an interesting and creative extension of traditional Runge-Kutta (RK)…

Numerical Analysis · Mathematics 2018-05-28 Wensheng Tang

In this article, a family of two- and three-stage explicit multiquadric (MQ) and inverse multiquadric (IMQ) radial basis functions (RBFs) Runge-Kutta methods are introduced for solving ordinary differential equations. These methods are…

Numerical Analysis · Mathematics 2025-09-23 Shipra Mahata , Samala Rathan
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