Related papers: Second order stabilized two-step Runge-Kutta metho…
This paper studies multistep methods for the integration of reversible dynamical systems, with particular emphasis on the planar Kepler problem. It has previously been shown by Cano & Sanz-Serna that reversible linear multisteps for…
With the increasing industrial demands, two families of high-order numerical schemes are widely used within the computational fluid dynamics community. One is the method of line, which relies on Runge-Kutta (RK) time-stepping applied to a…
For a large class of fully nonlinear parabolic equations, which include gradient flows for energy functionals that depend on the solution gradient, the semidiscretization in time by implicit Runge-Kutta methods such as the Radau IIA methods…
We present a novel and general methodology for building second-order finite volume implicit-explicit Runge-Kutta numerical schemes for solving two-dimensional financial parabolic PDEs with mixed derivatives. The methods achieve second-order…
The analysis of strong-stability-preserving (SSP) linear multistep methods is extended to semi-discretized problems for which different terms on the right-hand side satisfy different forward Euler (or circle) conditions. Optimal additive…
In this paper we define an efficient implementation of Runge-Kutta methods of Radau IIA type, which are commonly used when solving stiff ODE-IVPs problems. The proposed implementation relies on an alternative low-rank formulation of the…
The fully developed turbulence with weak anisotropy is investigated by means of renormalization group approach (RG) and double expansion regularization for dimensions $d\ge 2$. Some modification of the standard minimal substraction scheme…
We study gradient-based optimization methods obtained by directly discretizing a second-order ordinary differential equation (ODE) related to the continuous limit of Nesterov's accelerated gradient method. When the function is smooth…
We consider ultraweak variational formulations for (parametrized) linear first order transport equations in time and/or space. Computationally feasible pairs of optimally stable trial and test spaces are presented, starting with a suitable…
Many important differential equations model quantities whose value must remain positive or stay in some bounded interval. These bounds may not be preserved when the model is solved numerically. We propose to ensure positivity or other…
The Barzilai-Borwein (BB) method is a popular and efficient tool for solving large-scale unconstrained optimization problems. Its search direction is the same as for the steepest descent (Cauchy) method, but its stepsize rule is different.…
In this manuscript we propose and analyze an implicit two-point type method (or inertial method) for obtaining stable approximate solutions to linear ill-posed operator equations. The method is based on the iterated Tikhonov (iT) scheme. We…
In this paper, two new families of fourth-order explicit exponential Runge--Kutta (ERK) methods with four stages are studied for solving first-order differential systems $y'(t)+My(t)=f(y(t))$. By comparing the Taylor series of the exact…
We prove the existence of explicit linear multistep methods of any order with positive coefficients. Our approach is based on formulating a linear programming problem and establishing infeasibility of the dual problem. This yields a number…
Space discretization of some time-dependent partial differential equations gives rise to systems of ordinary differential equations in additive form whose terms have different stiffness properties. In these cases, implicit methods should be…
Low-storage explicit Runge-Kutta schemes are particularly popular for the numerical integration of time-dependent partial differential equations based on the method-of-lines due to their efficiency and their reduced memory requirements. We…
Many practical problems can be described by second-order system $\ddot{q}=-M\nabla U(q)$, in which people give special emphasis to some invariants with explicit physical meaning, such as energy, momentum, angular momentum, etc. However,…
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…
In this note we consider splitting methods based on linear multistep methods and stabilizing corrections. To enhance the stability of the methods, we employ an idea of Bruno & Cubillos (2016) who combine a high-order extrapolation formula…
A novel reduced-order model (ROM) formulation for incompressible flows is presented with the key property that it exhibits non-linearly stability, independent of the mesh (of the full order model), the time step, the viscosity, and the…