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The context of this work is the development of first order total variation diminishing (TVD) implicit-explicit (IMEX) Runge-Kutta (RK) schemes as a basis of a Multidimensional Optimal Order detection (MOOD) approach to approximate the…

Numerical Analysis · Mathematics 2025-01-08 Victor Michel-Dansac , Andrea Thomann

For a particular class of Stratonovich SDE problems, here denoted as single integrand SDEs, we prove that by applying a deterministic Runge-Kutta method of order $p_d$ we obtain methods converging in the mean-square and weak sense with…

Numerical Analysis · Mathematics 2017-02-23 Kristian Debrabant , Anne Kværnø

Tree tensor networks (TTNs) provide a compact and structured representation of high-dimensional data, making them valuable in various areas of computational mathematics and physics. In this paper, we present a rigorous mathematical…

Numerical Analysis · Mathematics 2026-04-28 Junyuan He , Zhonghao Sun , Jizu Huang

Many problems in science and engineering require an efficient numerical approximation of integrals or solutions to differential equations. For systems with rapidly changing dynamics, an equidistant discretization is often inadvisable as it…

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

This manuscript introduces a fourth-order Runge-Kutta based implicit-explicit scheme in time along with compact fourth-order finite difference scheme in space for the solution of one-dimensional Kuramoto-Sivashinsky equation with periodic…

Numerical Analysis · Mathematics 2019-11-28 Harish Bhatt , Abhinandan Chowdhury

We put forward the use of total-variation-diminishing (or more generally, strong stability preserving) implicit-explicit Runge-Kutta methods for the time integration of the equations of motion associated with the semiconvection problem in…

Numerical Analysis · Mathematics 2012-03-09 Friedrich Kupka , Natalie Happenhofer , Inmaculada Higueras , Othmar Koch

We introduce a new class of Runge-Kutta type methods suitable for time stepping to propagate hyperbolic solutions within tent-shaped spacetime regions. Unlike standard Runge-Kutta methods, the new methods yield expected convergence…

Numerical Analysis · Mathematics 2020-02-28 Jay Gopalakrishnan , Joachim Schöberl , Christoph Wintersteiger

In \cite{ZH2019}, we developed a boundary treatment method for implicit-explicit (IMEX) Runge-Kutta (RK) methods for solving hyperbolic systems with source terms. Since IMEX RK methods include explicit ones as special cases, this boundary…

Numerical Analysis · Mathematics 2020-08-05 Weifeng Zhao , Juntao Huang , Steven J. Ruuth

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

In this paper stochastic partitioned Runge-Kutta (SPRK) methods are considered. A general order theory for SPRK methods based on stochastic B-series and multicolored, multishaped rooted trees is developed. The theory is applied to prove the…

Numerical Analysis · Mathematics 2019-07-19 Sverre Anmarkrud , Kristian Debrabant , Anne Kværnø

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

We propose a family of integrators, Flow-Composed Implicit Runge-Kutta (FCIRK) methods, for perturbations of nonlinear ordinary differential equations, consisting of the composition of flows of the unperturbed part alternated with one step…

Numerical Analysis · Mathematics 2017-11-17 Mikel Antoñana , Joseba Makazaga , Ander Murua

In this paper a new Runge-Kutta type scheme is introduced for nonlinear stochastic partial differential equations (SPDEs) with multiplicative trace class noise. The proposed scheme converges with respect to the computational effort with a…

Numerical Analysis · Mathematics 2012-04-03 Xiaojie Wang , Siqing Gan

In this paper we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for…

Numerical Analysis · Mathematics 2014-01-31 Tomasz M. Tyranowski , Mathieu Desbrun

This paper is devoted to examining the stability of Runge-Kutta methods for solving nonlinear Volterra delay-integro-differential-algebraic equations (DIDAEs) with constant delay. Hybrid numerical schemes combining Runge-Kutta methods and…

Numerical Analysis · Mathematics 2025-08-19 Gehao Wang , Yuexin Yu

An error analysis of Runge-Kutta convolution quadrature based on Gauss methods applied to hyperbolic operators is given. The order of convergence relies heavily on the parity of the number of stages, a more favourable situation arising for…

Numerical Analysis · Mathematics 2022-12-15 Lehel Banjai , Matteo Ferrari

A recently developed high-order implicit shock tracking (HOIST) framework for resolving discontinuous solutions of inviscid, steady conservation laws [41, 43] is extended to the unsteady case. Central to the framework is an optimization…

Numerical Analysis · Mathematics 2022-01-26 Andrew Shi , Per-Olof Persson , Matthew Zahr

We explore a novel way to numerically resolve the scaling behavior of finite-time singularities in solutions of nonlinear parabolic PDEs. The Runge--Kutta--Legendre (RKL) and Runge--Kutta--Gegenbauer (RKG) super-time-stepping methods were…

Numerical Analysis · Mathematics 2025-09-24 Zheng Tan , Tariq D. Aslam , Andrea L. Bertozzi

Runge--Kutta (RK) methods are widely used techniques for solving a class of initial value problems. In this article, we introduce an adaptive multiquadratic (MQ) radial basis function (RBF)-based method to develop enhanced explicit RK…

Numerical Analysis · Mathematics 2025-07-08 Rajesh Yadav , Deepak Kumar Yadav , Alpesh Kumar