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Many important initial value problems have the property that energy is non-increasing in time. Energy stable methods, also referred to as strongly stable methods, guarantee the same property discretely. We investigate requirements for…

Numerical Analysis · Mathematics 2020-11-26 Hendrik Ranocha , David I. Ketcheson

We reconsider the variational derivation of symplectic partitioned Runge-Kutta schemes. Such type of variational integrators are of great importance since they integrate mechanical systems with high order accuracy while preserving the…

Numerical Analysis · Mathematics 2015-05-08 Cédric M. Campos

Gradient flows of unit vector fields arise in a wide range of physical models such as harmonic map heat flows, nematic liquid crystals, and magnetization dynamics. Designing numerical schemes that simultaneously preserve the unit length…

Numerical Analysis · Mathematics 2026-05-20 Jianan Li , Shuang Liu , Tao Tang , Jiang Yang

Explicit Runge-Kutta (RK) integration of hyperbolic initial-boundary value problems with time-dependent Dirichlet data often displays order reduction: the observed convergence order falls below the nominal order because the stage structure…

Numerical Analysis · Mathematics 2026-04-13 Giorgio Maria Cavallazzi , Miguel Pérez Cuadrado , Alfredo Pinelli

Solutions of boundary value problems for a diffusion equation of fractional and variable order in differential and difference settings are studied. It is shown that the method of energy inequalities is applicable to obtaining a priori…

Numerical Analysis · Mathematics 2012-11-22 A. A. Alikhanov

This paper presents the Runge-Kutta-Legendre finite difference scheme, allowing for an additional shift in its polynomial representation. A short presentation of the stability region, comparatively to the Runge-Kutta-Chebyshev scheme…

Computational Finance · Quantitative Finance 2021-06-24 Fabien Le Floc'h

A new approach for solving stiff boundary value problems for systems of ordinary differential equations is presented. Its idea essentially generalizes and extends that from arXiv:1601.04272v8. The approach can be viewed as a methodology…

Numerical Analysis · Mathematics 2021-11-30 Denys Dragunov

Continuous unitary transformations are a powerful tool to extract valuable information out of quantum many-body Hamiltonians, in which the so-called flow equation transforms the Hamiltonian to a diagonal or block-diagonal form in second…

Strongly Correlated Electrons · Physics 2017-03-23 S. Sahin , K. P. Schmidt , R. Orus

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

The aim of this paper is to construct and analyze exponential Runge-Kutta methods for the temporal discretization of a class of semilinear parabolic problems with arbitrary state-dependent delay. First, the well-posedness of the problem is…

Numerical Analysis · Mathematics 2025-09-12 Qiumei Huang , Alexander Ostermann , Gangfan Zhong

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…

Numerical Analysis · Mathematics 2019-12-04 Mahesh Narayanamurthi , Adrian Sandu

In this paper, we present a new methodology to develop arbitrary high-order structure-preserving methods for solving the quantum Zakharov system. The key ingredients of our method are: (i) the original Hamiltonian energy is reformulated…

Numerical Analysis · Mathematics 2023-05-23 Gengen Zhang , Chaolong Jiang

Stochastic variational integrators for constrained, stochastic mechanical systems are developed in this paper. The main results of the paper are twofold: an equivalence is established between a stochastic Hamilton-Pontryagin (HP) principle…

Numerical Analysis · Mathematics 2007-09-23 Nawaf Bou-Rabee , Houman Owhadi

The result after $N$ steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy $\epsilon$, by solving only $$O\Big(\log N \log \frac1\epsilon \Big) $$ linear…

Numerical Analysis · Mathematics 2011-11-10 María López-Fernández , Christian Lubich , Cesar Palencia , Achim Schädle

Classical and new numerical schemes are generated using evolutionary computing. Differential Evolution is used to find the coefficients of finite difference approximations of function derivatives, and of single and multi-step integration…

Neural and Evolutionary Computing · Computer Science 2014-01-02 C. D. Erdbrink , V. V. Krzhizhanovskaya , P. M. A. Sloot

Variational quantum algorithms are considered one of the most promising methods for obtaining near-term quantum advantages; however, most of these algorithms are only expressed in the conventional quantum circuit scheme. The roadblock to…

Quantum Physics · Physics 2024-07-30 Zheng Qin , Xiufan Li , Yang Zhou , Shikun Zhang , Rui Li , Chunxiao Du , Zhisong Xiao

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

This paper is concerned with a class of partial differential equations, which are the linear combinations, with constant coefficients, of the classical flows of the KdV hierarchy. A boundary value problem with inhomogeneous boundary…

Mathematical Physics · Physics 2015-06-18 Mikhail Yu. Ignatyev

We present a high order, robust, and stable shock-capturing technique for finite element approximations of ideal MHD. The method uses continuous Lagrange polynomials in space and explicit Runge-Kutta schemes in time. The shock-capturing…

Numerical Analysis · Mathematics 2021-12-17 Tuan Anh Dao , Murtazo Nazarov

In this paper, we present a novel class of high-order Runge--Kutta (RK) discontinuous Galerkin (DG) schemes for hyperbolic conservation laws. The new method extends beyond the traditional method of lines framework and utilizes…

Numerical Analysis · Mathematics 2024-02-26 Qifan Chen , Zheng Sun , Yulong Xing