Related papers: Efficient solver of relativistic hydrodynamics wit…
Exponential Runge--Kutta methods have shown to be competitive for the time integration of stiff semilinear parabolic PDEs. The current construction of stiffly accurate exponential Runge--Kutta methods, however, relies on a convergence…
In this paper we show how using a relativistic kinetic equation the ensuing expression for the heat flux can be casted in the form required by Classical Irreversible Thermodynamics. Indeed, it is linearly related to the temperature and…
This paper focuses on the strong convergence rate of both Runge--Kutta methods and simplified step-$N$ Euler schemes for stochastic differential equations driven by multi-dimensional fractional Brownian motions with $H\in(\frac12,1)$. Based…
Runge-Kutta methods are a popular class of numerical methods for solving ordinary differential equations. Every Runge-Kutta method is characterized by two basic parameters: its order, which measures the accuracy of the solution it produces,…
We derive conditional a priori error estimates of a wide class of finite volume and Runge-Kutta discontinuous Galerkin methods with abstract limiting for hyperbolic systems of conservation laws in 1D via the verification of weak consistency…
We present a robust and accurate numerical method to solve the modified Buckley-Leverett equation in two-phase porous media flow with dynamic capillary pressure effect. A symmetric interior penalty discontinuous Galerkin method is used to…
In this article, we present entropy stable discontinuous Galerkin numerical schemes for equations of special relativistic hydrodynamics with the ideal equation of state. The numerical schemes use the summation by parts (SBP) property of…
This article extends the theory of dual-consistent summation-by-parts (SBP) and generalized SBP (GSBP) time-marching methods by showing that they are implicit Runge-Kutta schemes. Through this connection, the accuracy theory for the…
We consider new implicit-explicit (IMEX) Runge-Kutta methods for hyperbolic systems of conservation laws with stiff relaxation terms. The explicit part is treated by a strong-stability-preserving (SSP) scheme, and the implicit part is…
We combine the recent relaxation approach with multiderivative Runge-Kutta methods to preserve conservation or dissipation of entropy functionals for ordinary and partial differential equations. Relaxation methods are minor modifications of…
In this paper we discuss the use of implicit Runge-Kutta schemes for the time discretization of optimal control problems with evolution equations. The specialty of the considered discretizations is that the discretizations schemes for the…
A practical and new Runge--Kutta numerical scheme for stochastic differential equations is explored. Numerical examples demonstrate the strong convergence of the method. The first order strong convergence is then proved using Ito integrals…
In this article, a family of two- and three-stage explicit multiquadric (MQ) and inverse multiquadric (IMQ) radial basis functions (RBFs) Runge-Kutta methods are introduced for solving ordinary differential equations. These methods are…
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…
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…
Structure constants of the $su(N)$ ($N$ odd) Lie algebras converge when N goes to infinity to the structure constants of the Lie algebra {\it sdiff}$(T^2)$ of the group of area-preserving diffeomorphisms of a 2D torus. Thus Zeitlin and…
A mixed accuracy framework for Runge--Kutta methods presented in Grant [JSC 2022] and applied to diagonally implicit Runge--Kutta (DIRK) methods can significantly speed up the computation by replacing the implicit solver by less expensive…
The paper proposes a scheme by combining the Runge-Kutta discontinuous Galerkin method with a {\delta}-mapping algorithm for solving hyperbolic conservation laws with discontinuous fluxes. This hybrid scheme is particularly applied to…
In recent years, the efficient numerical solution of Hamiltonian problems has led to the definition of a class of energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs). Such methods admit an interesting…
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…