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A wide range of physical phenomena exhibit auxiliary admissibility criteria, such as conservation of entropy or various energies, which arise implicitly under the exact solution of their governing PDEs. However, standard temporal schemes,…

Numerical Analysis · Mathematics 2024-01-29 Mohammad R. Najafian , Brian C. Vermeire

Implicit-explicit (IMEX) time stepping methods can efficiently solve differential equa- tions with both stiff and nonstiff components. IMEX Runge-Kutta methods and IMEX linear multistep methods have been studied in the literature. In this…

Numerical Analysis · Mathematics 2013-03-26 Hong Zhang , Adrian Sandu

The solar atmosphere is a complex environment with diverse species and varying ionization states, especially in the chromosphere, where significant ionization variations occur. This region transitions from highly collisional to weakly…

Solar and Stellar Astrophysics · Physics 2025-03-26 Q. M. Wargnier , G. Vilmart , J. Martínez-Sykora , V. H. Hansteen , B. De Pontieu

The residual-based variational multiscale (VMS) formulation has achieved remarkable success in large-eddy simulation of turbulent flows. However, its temporal discretization has largely remained limited to second-order implicit schemes. The…

Fluid Dynamics · Physics 2025-12-09 Yujie Sun , Chi Ding , Ju Liu

Implicit time-stepping for advection is applied locally in space and time where Courant numbers are large, but standard explicit time-stepping is used for the remaining solution which is typically the majority. This adaptively implicit…

Fluid Dynamics · Physics 2024-06-14 Hilary Weller , Christian Kuehnlein , Piotr K. Smolarkiewicz

Finite differences and Runge-Kutta time stepping schemes used in Computational AeroAcoustics simulations are often optimized for low dispersion and dissipation (e.g. DRP or LDDRK schemes) when applied to linear problems in order to…

Numerical Analysis · Mathematics 2019-12-02 Aldaïr Petronilia , Edward James Brambley

Many HPC applications that solve differential equations rely on the Runge-Kutta family of methods for time integration. Among these methods, the fourth-order accurate RK4 scheme is especially popular. This time integration scheme requires…

General Relativity and Quantum Cosmology · Physics 2026-03-09 Lucas Timotheo Sanches , Steven Robert Brandt , Jay Kalinani , Liwei Ji , Erik Schnetter

We introduce a high-order space-time approximation of the Shallow Water Equations with sources that is invariant-domain preserving (IDP) and well-balanced with respect to rest states. The employed time-stepping technique is a novel explicit…

Numerical Analysis · Mathematics 2025-09-09 Jean-Luc Guermond , Matthias Maier , Eric Tovar

Isospectral Runge-Kutta methods are well-suited for the numerical solution of isospectral systems such as the rigid body and the Toda lattice. More recently, these integrators have been applied to geophysical fluid models, where their…

Numerical Analysis · Mathematics 2025-06-10 Clauson Carvalho da Silva , Christian Lessig , Carlos Tomei

Implicit methods for the numerical solution of initial-value problems may admit multiple solutions at any given time step. Accordingly, their nonlinear solvers may converge to any of these solutions. Below a critical timestep, exactly one…

Numerical Analysis · Mathematics 2019-12-20 K. R. Green , G. W. Patrick , R. J. Spiteri

Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…

Numerical Analysis · Mathematics 2020-11-24 Ross Glandon , Mahesh Narayanamurthi , Adrian Sandu

For the approximation of solutions for It\^o and Stratonovich stochastic differential equations (SDEs)a new class of efficient stochastic Runge-Kutta (SRK) methods is developed. As the main novelty only two stages are necessary for the…

Numerical Analysis · Mathematics 2025-07-01 Andreas Rößler

Large-scale multiphysics simulations are computationally challenging due to the coupling of multiple processes with widely disparate time scales. The advent of exascale computing systems exacerbates these challenges, since these enable ever…

Numerical Analysis · Mathematics 2024-03-07 John J. Loffeld , Andy Nonaka , Daniel R. Reynolds , David J. Gardner , Carol S. Woodward

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

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

Like many numerical methods, solvers for initial value problems (IVPs) on ordinary differential equations estimate an analytically intractable quantity, using the results of tractable computations as inputs. This structure is closely…

Numerical Analysis · Mathematics 2017-08-14 Michael Schober , Simo Särkkä , Philipp Hennig

In this paper, we propose a class of high-order and energy-stable implicit-explicit relaxation Runge-Kutta (IMEX RRK) schemes for solving the phase-field gradient flow models. By incorporating the scalar auxiliary variable (SAV) method, the…

Numerical Analysis · Mathematics 2025-03-26 Yuxiu Cheng , Kun Wang , Kai Yang

An additive Runge-Kutta method is used for the time stepping, which integrates the linear stiff terms by an explicit singly diagonally implicit Runge-Kutta (ESDIRK) method and the nonlinear terms by an explicit Runge-Kutta (ERK) method. In…

Numerical Analysis · Mathematics 2024-05-08 Ke Chen , Daniel Appelö , Tracy Babb , Per-Gunnar Martinsson

In this paper, we further develop a family of parallel time integrators known as Revisionist Integral Deferred Correction methods (RIDC) to allow for the semi-implicit solution of time dependent PDEs. Additionally, we show that our…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-20 Benjamin Ong , Andrew Melfi , Andrew Christlieb

Traditional numerical techniques for solving time-dependent partial-differential-equation (PDE) initial-value problems (IVPs) store a truncated representation of the function values and some number of their time derivatives at each time…

Numerical Analysis · Mathematics 2011-09-08 Hal Finkel
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