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The effects of kinetic-energy preservation errors due to Runge-Kutta (RK) temporal integrators have been analyzed for the case of large-eddy simulations of incompressible turbulent channel flow. Simulations have been run using the…

Fluid Dynamics · Physics 2024-09-16 Marco Artiano , Carlo De Michele , Francesco Capuano , Gennaro Coppola

The demand for substantial increases in the spatial resolution of global weather- and climate- prediction models makes it necessary to use numerically efficient and highly scalable algorithms to solve the equations of large scale…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-16 Eike H. Mueller , Robert Scheichl

Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic…

Numerical Analysis · Mathematics 2022-08-10 Jialin Hong , Baohui Hou , Qiang Li , Liying Sun

We consider high order, implicit Runge-Kutta schemes to solve time-dependent stiff PDEs on dynamically adapted grids generated by multiresolution analysis for unsteady problems disclosing localized fronts. The multiresolution finite volume…

Numerical Analysis · Mathematics 2016-04-04 Max Duarte , Richard Dobbins , Mitchell Smooke

We present explicit methods for simulating diffusions whose generator is self-adjoint with respect to a known (but possibly not normalizable) density. These methods exploit this property and combine an optimized Runge-Kutta algorithm with a…

Numerical Analysis · Mathematics 2014-06-27 Nawaf Bou-Rabee , Aleksandar Donev , Eric Vanden-Eijnden

The existing discrete variational derivative method is only second-order accurate and fully implicit. In this paper, we propose a framework to construct an arbitrary high-order implicit (original) energy stable scheme and a second-order…

Numerical Analysis · Mathematics 2022-10-24 Jizu Huang

In the present paper, a class of stochastic Runge-Kutta methods containing the second order stochastic Runge-Kutta scheme due to E. Platen for the weak approximation of It\^o stochastic differential equation systems with a multi-dimensional…

Numerical Analysis · Mathematics 2013-03-20 Kristian Debrabant , Andreas Rößler

Solving partial differential equations for extremely large-scale systems within a feasible computation time serves in accelerating engineering developments. Quantum computing algorithms, particularly the Hamiltonian simulations, present a…

Quantum Physics · Physics 2024-09-10 Yuki Sato , Ruho Kondo , Ikko Hamamura , Tamiya Onodera , Naoki Yamamoto

A methodology that can generate the optimal coefficients of a numerical method with the use of an artificial neural network is presented in this work. The network can be designed to produce a finite difference algorithm that solves a…

Neural and Evolutionary Computing · Computer Science 2013-09-20 Angelos A. Anastassi

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

In this study, we introduce a tensor-train (TT) finite difference WENO method for solving compressible Euler equations. In a step-by-step manner, the tensorization of the governing equations is demonstrated. We also introduce…

Numerical Analysis · Mathematics 2024-05-22 Mustafa Engin Danis , Duc Truong , Ismael Boureima , Oleg Korobkin , Kim Rasmussen , Boian Alexandrov

In this work, we construct a fifth-order weighted essentially non-oscillatory (WENO) scheme with exponential approximation space for solving dispersive equations. A conservative third-order derivative formulation is developed directly using…

Numerical Analysis · Mathematics 2024-05-13 Lavanya V Salian , Samala Rathan

Modeling real-world problems with partial differential equations (PDEs) is a prominent topic in scientific machine learning. Classic solvers for this task continue to play a central role, e.g. to generate training data for deep learning…

Machine Learning · Computer Science 2024-06-10 Tim Weiland , Marvin Pförtner , Philipp Hennig

This work proposes and analyzes a new class of numerical integrators for computing low-rank approximations to solutions of matrix differential equation. We combine an explicit Runge-Kutta method with repeated randomized low-rank…

Numerical Analysis · Mathematics 2024-09-11 Hei Yin Lam , Gianluca Ceruti , Daniel Kressner

We consider a Lattice Boltzmann type discrete velocity model in the low Mach number scaling and develop a corresponding numerical scheme that remains uniformly valid across all regimes of the mean free path, from the kinetic to the…

Numerical Analysis · Mathematics 2025-12-24 Giacomo Dimarco , Axel Klar , Theresa Köfler , Lorenzo Pareschi

The quasistatic rate-independent damage combined with linearized plasticity with hardening at small strains is investigated. The fractional-step time discretisation is devised with the purpose to obtain a numerically efficient scheme…

Numerical Analysis · Mathematics 2015-06-05 Tomáš Roubíček , Jan Valdman

For time-dependent problems with high-contrast multiscale coefficients, the time step size for explicit methods is affected by the magnitude of the coefficient parameter. With a suitable construction of multiscale space, one can achieve a…

Numerical Analysis · Mathematics 2022-04-01 Wing Tat Leung , Yating Wang

This paper concerns the numerical procedure for solving hybrid optimal control problems with sliding modes. The proposed procedure has several features which distinguishes it from the other procedures for the problem. First of all a sliding…

Optimization and Control · Mathematics 2021-01-18 Radoslaw Pytlak , Damian Suski

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

Many claims of computational advantages have been made for quantum computing over classical, but they have not been demonstrated for practical problems. Here, we present algorithms for solving time-dependent PDEs, with particular reference…

Quantum Physics · Physics 2025-06-17 Sachin S. Bharadwaj , Katepalli R. Sreenivasan