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Mixed-precision algorithms combine low- and high-precision computations in order to benefit from the performance gains of reduced-precision without sacrificing accuracy. In this work, we design mixed-precision Runge-Kutta-Chebyshev (RKC)…

Numerical Analysis · Mathematics 2023-01-10 Matteo Croci , Giacomo Rosilho de Souza

This paper extends the high-order entropy stable (ES) adaptive moving mesh finite difference schemes developed in [14] to the two- and three-dimensional (multi-component) compressible Euler equations with the stiffened equation of state.…

Numerical Analysis · Mathematics 2022-08-10 Shangting Li , Junming Duan , Huazhong Tang

Magnetic quadrupoles are essential components of particle accelerators like the Large Hadron Collider. In order to study numerically the stability of the particle beam crossing a quadrupole, a large number of particle revolutions in the…

Computational Engineering, Finance, and Science · Computer Science 2019-06-26 Abele Simona , Luca Bonaventura , Thomas Pugnat , Barbara Dalena

Convenient, easy to implement stochastic integration methods are developed on the basis of abstract one-step deterministic order $p$ integration techniques. The abstraction as an arbitrary one step map allows the inspection of easy to…

Numerical Analysis · Mathematics 2025-10-15 J. Woodfield , A. Lobbe

Runge-Kutta time-stepping methods in general suffer from order reduction: the observed order of convergence may be less than the formal order when applied to certain stiff problems. Order reduction can be avoided by using methods with high…

Numerical Analysis · Mathematics 2023-08-17 David Ketcheson , Benjamin Seibold , David Shirokoff , Dong Zhou

This research explores the development and application of the High-Order Dynamic Integration Method for solving integro-differential equations, with a specific focus on turbulent fluid dynamics. Traditional numerical methods, such as the…

We apply the concept of effective order to strong stability preserving (SSP) explicit Runge-Kutta methods. Relative to classical Runge-Kutta methods, methods with an effective order of accuracy are designed to satisfy a relaxed set of order…

Numerical Analysis · Mathematics 2014-01-09 Yiannis Hadjimichael , Colin B. Macdonald , David I. Ketcheson , James H. Verner

A class of explicit pseudo two-step Runge-Kutta-Nystr\"{o}m (GEPTRKN) methods for solving second-order initial value problems $y'' = f(t,y,y')$, $y(t_0) = y_0$, $y'(t_0)=y'_0$ has been studied. This new class of methods can be considered a…

Numerical Analysis · Mathematics 2022-07-19 Nguyen S. Hoang

Higher-order tensor methods were recently proposed for minimizing smooth convex and nonconvex functions. Higher-order algorithms accelerate the convergence of the classical first-order methods thanks to the higher-order derivatives used in…

Optimization and Control · Mathematics 2024-01-11 Ion Necoara

Second-order Newton-type algorithms that leverage the exact Hessian or its approximation are central to solve nonlinear optimization problems. However, their applications in solving large-scale nonconvex problems are hindered by three…

Optimization and Control · Mathematics 2026-04-08 Krishan Kumar , Ashutosh Sharma , Gauransh Dingwani , Nikhil Gupta , Vaishnavi Gupta , Ishan Bajaj

Problems that feature significantly different time scales, where the stiff time-step restriction comes from a linear component, implicit-explicit (IMEX) methods alleviate this restriction if the concern is linear stability. However, where…

Numerical Analysis · Mathematics 2019-04-16 Leah Isherwood , Zachary J. Grant , Sigal Gottlieb

We consider a class of relaxation problems mixing slow and fast variations which can describe population dynamics models or hyperbolic systems, with varying stiffness (from non-stiff to strongly dissipative), and develop a multi-scale…

Analysis of PDEs · Mathematics 2020-05-27 Philippe Chartier , Mohammed Lemou , Léopold Trémant

A high-order convergent numerical method for solving linear and non-linear parabolic PDEs is presented. The time-stepping is done via an explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method of order 4 or 5, and for the implicit…

Numerical Analysis · Mathematics 2018-11-13 Tracy Babb , Per-Gunnar Martinsson , Daniel Appelo

This paper investigates the energy conservation properties of explicit Runge--Kutta (RK) time discretizations for autonomous skew-symmetric systems. For linear problems, we present a general framework for constructing RK methods in which…

Numerical Analysis · Mathematics 2026-05-12 Jinjie Liu , Moysey Brio

Nonlinear parabolic equations are central to numerous applications in science and engineering, posing significant challenges for analytical solutions and necessitating efficient numerical methods. Exponential integrators have recently…

Numerical Analysis · Mathematics 2024-12-24 Trung Hau Hoang

Strong stability preserving (SSP) integrators for initial value ODEs preserve temporal monotonicity solution properties in arbitrary norms. All existing SSP methods, including implicit methods, either require small step sizes or achieve…

Numerical Analysis · Mathematics 2012-03-27 David I. Ketcheson

Hydrodynamical numerical methods that converge with high-order hold particular promise for astrophysical studies, as they can in principle reach prescribed accuracy goals with higher computational efficiency than standard second- or…

Instrumentation and Methods for Astrophysics · Physics 2023-05-05 Miha Cernetic , Volker Springel , Thomas Guillet , Rüdiger Pakmor

An approach is proposed to improve the efficiency of fourth-order algorithms for numerical integration of the equations of motion in molecular dynamics simulations. The approach is based on an extension of the decomposition scheme by…

Statistical Mechanics · Physics 2009-11-07 Igor Omelyan , Ihor Mryglod , Reinhard Folk

Explicit integrating factor Runge-Kutta methods are attractive and popular in developing high-order maximum bound principle preserving time-stepping schemes for Allen-Cahn type gradient flows. However, they always suffer from the…

Numerical Analysis · Mathematics 2024-10-10 Hong-lin Liao , Xuping Wang , Cao Wen

Classical convergence theory of Runge-Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic…

Numerical Analysis · Mathematics 2026-05-05 Steven B. Roberts , David Shirokoff , Abhijit Biswas , Benjamin Seibold