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Isospectral flows appear in a variety of applications, e.g. the Toda lattice in solid state physics or in discrete models for two-dimensional hydrodynamics, with the isospectral property often corresponding to mathematically or physically…

Numerical Analysis · Mathematics 2021-12-28 Clauson Carvalho da Silva , Christian Lessig

In this paper, we present a comprehensive long-time stability analysis of a second-order explicit exponential Runge--Kutta (ERK2) method for the Cahn--Hilliard (CH) equation. By employing Fourier spectral collocation in space and a…

Numerical Analysis · Mathematics 2025-12-08 Jing Guo

Multirate integration is an increasingly relevant tool that enables scientists to simulate multiphysics systems. Existing multirate methods are designed for equations whose fast and slow variables can be linearly separated using additive or…

Numerical Analysis · Mathematics 2025-04-07 Tommaso Buvoli , Brian K. Tran , Ben S. Southworth

A convolutional neural network can be constructed using numerical methods for solving dynamical systems, since the forward pass of the network can be regarded as a trajectory of a dynamical system. However, existing models based on…

Computer Vision and Pattern Recognition · Computer Science 2022-10-18 Mai Zhu , Bo Chang , Chong Fu

The class of stochastic Runge-Kutta methods for stochastic differential equations due to R\"o{\ss}ler is considered. Coefficient families of diagonally drift-implicit stochastic Runge-Kutta (DDISRK) methods of weak order one and two are…

Numerical Analysis · Mathematics 2016-05-10 Kristian Debrabant , Andreas Rößler

High order energy-preserving methods for Hamiltonian systems are presented. For this aim, an energy-preserving condition of continuous stage Runge--Kutta methods is proved. Order conditions are simplified and parallelizable conditions are…

Numerical Analysis · Mathematics 2016-11-08 Yuto Miyatake , John C. Butcher

We apply exponential Runge Kutta time discretizations to semilinear evolution equations $\frac { {\rm d} U}{{\rm d} t}=AU+B(U)$ posed on a Hilbert space ${\mathcal Y}$. Here $A$ is normal and generates a strongly continuous semigroup, and…

Numerical Analysis · Mathematics 2019-11-15 Claudia Wulff

Runge-Kutta methods are the classic family of solvers for ordinary differential equations (ODEs), and the basis for the state of the art. Like most numerical methods, they return point estimates. We construct a family of probabilistic…

Machine Learning · Statistics 2014-10-27 Michael Schober , David Duvenaud , Philipp Hennig

Spatiotemporal prediction is important in solving natural problems and processing video frames, especially in weather forecasting and human action recognition. Recent advances attempt to incorporate prior physical knowledge into the deep…

Computer Vision and Pattern Recognition · Computer Science 2026-02-24 Xuanle Zhao , Yue Sun , Ziyi Wang , Bo Xu , Tielin Zhang

Some properties of numerical time integration methods using summation by parts operators and simultaneous approximation terms are studied. These schemes can be interpreted as implicit Runge-Kutta methods with desirable stability properties…

Numerical Analysis · Mathematics 2024-12-20 Hendrik Ranocha

Mixed precision Runge--Kutta methods have been recently developed and used for the time-evolution of partial differential equations. Two-derivative Runge--Kutta schemes may offer enhanced stability and accuracy properties compared to…

Numerical Analysis · Mathematics 2026-02-17 Sigal Gottlieb , Zachary J. Grant , Cesar Herrera

This work introduces a general framework for constructing high-order, linearly stable, partitioned solvers for multiphysics problems from a monolithic implicit-explicit Runge-Kutta (IMEX-RK) discretization of the semi-discrete equations.…

Numerical Analysis · Mathematics 2019-02-20 Daniel Z. Huang , Per-Olof Persson , Matthew J. Zahr

In this paper a technique is given to recover the classical order of the method when explicit exponential Runge-Kutta methods integrate reaction-diffusion problems. Although methods of high stiff order for problems with vanishing boundary…

Numerical Analysis · Mathematics 2022-11-22 Begoña Cano , Marí a Jesús Moreta

Recently a new class of nonlinearly partitioned Runge--Kutta (NPRK) methods was proposed for nonlinearly partitioned systems of autonomous ordinary differential equations, $y' = F(y,y)$. The target class of problems are ones in which…

Numerical Analysis · Mathematics 2025-04-10 Brian K. Tran , Ben S. Southworth , Tommaso Buvoli

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

The minimization of the loss function is of paramount importance in deep neural networks. On the other hand, many popular optimization algorithms have been shown to correspond to some evolution equation of gradient flow type. Inspired by…

Machine Learning · Computer Science 2020-02-24 Imen Ayadi , Gabriel Turinici

In this paper, we present a novel numerical scheme for solving a class of nonlinear degenerate parabolic equations with non-smooth solutions. The proposed method relies on a special kernel based formulation of the solutions found in our…

Numerical Analysis · Mathematics 2018-01-31 Andrew Christlieb , Wei Guo , Yan Jiang

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

We present novel entropy-conservative and entropy-stable multirate Runge-Kutta methods based on Paired Explicit Runge-Kutta (P-ERK) schemes with relaxation for conservation laws and related systems of partial differential equations.…

Numerical Analysis · Mathematics 2025-07-09 Daniel Doehring , Hendrik Ranocha , Manuel Torrilhon

We investigate a high-order, fully explicit, asymptotic-preserving scheme for a kinetic equation with linear relaxation, both in the hydrodynamic and diffusive scalings in which a hyperbolic, resp. parabolic, limiting equation exists. The…

Numerical Analysis · Mathematics 2014-05-21 Pauline Lafitte , Annelies Lejon , Giovanni Samaey