Related papers: Implicit Extensions of an Explicit Multirate Runge…
We propose a better method to determine the stability region of an L-stable implicit-explicit Runge-Kutta scheme. This method always provides the correct result, while other methods sometimes give wrong result. It is useful in the analysis…
We present novel entropy-conservative and entropy-stable multirate Runge-Kutta methods based on Paired Explicit Runge-Kutta (P-ERK) schemes with relaxation for conservation laws and related systems of partial differential equations.…
Implicit-Explicit (IMEX) methods are flexible numerical time integration methods which solve an initial-value problem (IVP) that is partitioned into stiff and nonstiff processes with the goal of lower computational costs than a purely…
The aim of this paper is to construct and analyze explicit exponential Runge-Kutta methods for the temporal discretization of linear and semilinear integro-differential equations. By expanding the errors of the numerical method in terms of…
In this paper we discuss the use of implicit Runge-Kutta schemes for the time discretization of optimal control problems with evolution equations. The specialty of the considered discretizations is that the discretizations schemes for the…
Conservation properties of iterative methods applied to implicit finite volume discretizations of nonlinear conservation laws are analyzed. It is shown that any consistent multistep or Runge-Kutta method is globally conservative. Further,…
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…
High-order spatial discretizations with strong stability properties (such as monotonicity) are desirable for the solution of hyperbolic PDEs. Methods may be compared in terms of the strong stability preserving (SSP) time-step. We prove an…
We consider Implicit-Explicit (IMEX) Runge-Kutta (R-K) schemes for hyperbolic systems with stiff relaxation in the so-called diffusion limit. In such regime the system relaxes towards a convection-diffusion equation. The first objective of…
This work generalizes the additively partitioned Runge-Kutta methods by allowing for different stage values as arguments of different components of the right hand side. An order conditions theory is developed for the new family of…
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…
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…
The goal of this paper is to develop 2nd order Implicit-Explicit Runge-Kutta (IMEX-RK) finite volume (FV) schemes for solving 1d parabolic PDEs for option pricing, with possible nonlinearities in the source and advection terms. The spatial…
A space-time fully adaptive multiresolution method for evolutionary non-linear partial differential equations is presented introducing an improved local time-stepping method. The space discretisation is based on classical finite volumes,…
An implicit method for the ohmic dissipation is proposed. The proposed method is based on the Crank-Nicolson method and exhibits second-order accuracy in time and space. The proposed method has been implemented in the SFUMATO adaptive mesh…
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…
We study diagonally implicit Runge-Kutta (DIRK) schemes when applied to abstract evolution problems that fit into the Gelfand-triple framework. We introduce novel stability notions that are well-suited to this setting and provide simple,…
High order strong stability preserving (SSP) time discretizations are advantageous for use with spatial discretizations with nonlinear stability properties for the solution of hyperbolic PDEs. The search for high order strong stability…
Multiphysics systems are driven by multiple processes acting simultaneously, and their simulation leads to partitioned systems of differential equations. This paper studies the solution of partitioned systems of differential equations using…
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…