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We consider a Lagrangian system $L(q,\dot q) = \sum_{l=1}^{N}L^{\{l\}}(q,\dot q)$, where the $q$-variable is treated by a Generalized Additive Runge--Kutta (GARK) method. Applying the technique of discrete variations, we show how to…

Numerical Analysis · Mathematics 2020-08-05 Antonella Zanna

We show how Langevin diffusions can be interpreted in the context of stochastic Hamiltonian systems with structure-preserving noise and dissipation on reductive Lie groups. Reductive Lie groups provide the setting in which the Lie group…

Probability · Mathematics 2025-09-15 Erwin Luesink , Oliver D. Street

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

In this paper, a family of arbitrarily high-order structure-preserving exponential Runge-Kutta methods are developed for the nonlinear Schr\"odinger equation by combining the scalar auxiliary variable approach with the exponential…

Numerical Analysis · Mathematics 2020-09-15 Jin Cui , Zhuangzhi Xu , Yushun Wang , Chaolong Jiang

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

We present a quantitative comparison between two different Implicit-Explicit Runge-Kutta (IMEX-RK) approaches for the Euler equations of gas dynamics, specifically tailored for the low Mach limit. In this regime, a classical IMEX-RK…

Numerical Analysis · Mathematics 2025-10-23 Giuseppe Orlando , Sebastiano Boscarino , Giovanni Russo

This paper develops the theory of abelian Routh reduction for discrete mechanical systems and applies it to the variational integration of mechanical systems with abelian symmetry. The reduction of variational Runge-Kutta discretizations is…

Numerical Analysis · Mathematics 2007-05-23 Sameer M. Jalnapurkar , Melvin Leok , Jerrold E. Marsden , Matthew West

Explicit Runge-Kutta schemes with large stable step sizes are developed for integration of high order spectral difference spatial discretization on quadrilateral grids. The new schemes permit an effective time step that is substantially…

Numerical Analysis · Mathematics 2013-07-16 M. Parsani , D. I. Ketcheson , W. Deconinck

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

The anelastic and pseudo-incompressible equations are two well-known soundproof approximations of compressible flows useful for both theoretical and numerical analysis in meteorology, atmospheric science, and ocean studies. In this paper,…

Numerical Analysis · Mathematics 2019-02-05 Werner Bauer , François Gay-Balmaz

Based on reasonable testing model problems, we study the preservation by symplectic Runge-Kutta method (SRK) and symplectic partitioned Runge-Kutta method (SPRK) of structures for fixed points of linear Hamiltonian systems. The…

Numerical Analysis · Mathematics 2008-02-18 Xiaohua Ding , Hongyu Liu , Zaijiu Shang , Geng Sun , Lingshu Wang

We propose a new method to solve the relativistic hydrodynamic equations based on implicit Runge-Kutta methods with a locally optimized fixed-point iterative solver. For numerical demonstration, we implement our idea for ideal hydrodynamics…

Nuclear Theory · Physics 2024-04-16 Nathan Touroux , Masakiyo Kitazawa , Koichi Murase , Marlene Nahrgang

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

We study the conservation properties of the Hermite-discontinuous Galerkin (Hermite-DG) approximation of the Vlasov-Maxwell equations. In this semi-discrete formulation, the total mass is preserved independently for every plasma species.…

We combine the recent relaxation approach with multiderivative Runge-Kutta methods to preserve conservation or dissipation of entropy functionals for ordinary and partial differential equations. Relaxation methods are minor modifications of…

Numerical Analysis · Mathematics 2024-06-19 Hendrik Ranocha , Jochen Schütz

A class of high-order canonical symplectic structure-preserving geometric algorithms are developed for high-quality simulations of the quantized Dirac-Maxwell theory based strong-field quantum electrodynamics (SFQED) and relativistic…

Quantum Physics · Physics 2021-02-18 Qiang Chen , Jianyuan Xiao , Peifeng Fan

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

When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…

Numerical Analysis · Mathematics 2017-08-02 Sidafa Conde , Sigal Gottlieb , Zachary J. Grant , John N. Shadid

The non-differentiability of the singular nonlinearity (such as $f=\ln|u|^2$) at $u=0$ presents significant challenges in devising accurate and efficient numerical schemes for the logarithmic Schr\"{o}dinger equation (LogSE). To address…

Numerical Analysis · Mathematics 2024-11-14 Jingye Yan , Hong Zhang , Yabing Wei , Xu Qian

In this paper we consider reduction of the stochastic Hamilton-Pontryagin principle formulated on the Pontryagin bundle of a manifold $Q$. We prove that a stochastic action invariant under the free and proper action of a Lie group $G$ drops…

Mathematical Physics · Physics 2026-01-15 Archishman Saha
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