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A general procedure for constructing conservative numerical integrators for time dependent partial differential equations is presented. In particular, linearly implicit methods preserving a time discretised version of the invariant is…

Numerical Analysis · Mathematics 2011-05-05 Morten Dahlby , Brynjulf Owren

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…

Numerical Analysis · Mathematics 2024-06-19 Hendrik Ranocha , Jochen Schütz

We develop a general framework for numerically solving differential equations while preserving invariants. As in standard projection methods, we project an arbitrary base integrator onto an invariant-preserving manifold, however, our method…

Numerical Analysis · Mathematics 2025-11-05 Benjamin Kwanen Tapley

Multiderivative time integrators have a long history of development for ordinary differential equations, and yet to date, only a small subset of these methods have been explored as a tool for solving partial differential equations (PDEs).…

Numerical Analysis · Mathematics 2013-10-01 David C. Seal , Yaman Güçlü , Andrew J. Christlieb

Discrete gradient methods are a class of numerical integrators producing solutions with exact preservation of first integrals of ordinary differential equations. In this paper, we apply order theory combined with the symmetrized Itoh--Abe…

Numerical Analysis · Mathematics 2026-01-13 Håkon Noren Myhr , Sølve Eidnes

Many differential equations with physical backgrounds are described as gradient systems, which are evolution equations driven by the gradient of some functionals, and such problems have energy conservation or dissipation properties. For…

Numerical Analysis · Mathematics 2023-08-07 Tomoya Kemmochi

Numerical integration methods are central to the study of self-gravitating systems, particularly those comprised of many bodies or otherwise beyond the reach of analytical methods. Predictor-corrector schemes, both multi-step methods and…

Instrumentation and Methods for Astrophysics · Physics 2025-01-24 Alexander J. Dittmann

We analyze composition methods with complex coefficients exhibiting the so-called ``symmetry-conjugate'' pattern in their distribution. In particular, we study their behavior with respect to preservation of qualitative properties when…

Numerical Analysis · Mathematics 2021-01-12 Sergio Blanes , Fernando Casas , Philippe Chartier , Alejandro Escorihuela-Tomàs

We present a class of non-standard numerical schemes which are modifications of the discrete gradient method. They preserve the energy integral exactly (up to the round-off error). The considered class contains locally exact discrete…

Numerical Analysis · Computer Science 2013-08-08 Jan L. Cieśliński , Bogusław Ratkiewicz

A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…

Numerical Analysis · Mathematics 2025-05-13 Peng Ding , Zhiping Mao

We show how to increase the order of one-dimensional discrete gradient numerical integrator without losing its advantages, such as exceptional stability, exact conservation of the energy integral and exact preservation of the trajectories…

Computational Physics · Physics 2010-08-24 Jan L. Cieśliński , Bogusław Ratkiewicz

In this work, we present a novel class of parallelizable high-order time integration schemes for the approximate solution of additive ODEs. The methods achieve high order through a combination of a suitable quadrature formula involving…

Numerical Analysis · Mathematics 2021-01-21 Jochen Schütz , David C. Seal , Jonas Zeifang

This paper presents a sequence of deferred correction (DC) schemes built recursively from the implicit midpoint scheme for the numerical solution of general first order ordinary differential equations (ODEs). It is proven that each scheme…

Numerical Analysis · Mathematics 2021-04-06 Saint-Cyr E. R. Koyaguerebo-Ime , Yves Bourgault

In this paper we design high-order positivity-preserving approximation schemes for an integro-differential model describing photochemical reactions. Specifically, we introduce and analyze three classes of dynamically consistent methods,…

Numerical Analysis · Mathematics 2025-07-31 Mario Pezzella

We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…

Numerical Analysis · Mathematics 2018-07-24 Giacomo Albi , Michael Herty , Lorenzo Pareschi

In this paper, a class of high-order compact finite difference Hermite scheme is presented for the simulation of double-diffusive convection. To maintain linear stability, the convective fluxes are split into positive and negative parts,…

Numerical Analysis · Mathematics 2025-06-25 Jianqing Yang , Jianxian Qiu

The aim of this paper is the derivation of structure preserving schemes for the solution of the EPDiff equation, with particular emphasis on the two dimensional case. We develop three different schemes based on the Discrete Variational…

Analysis of PDEs · Mathematics 2016-04-26 Stig Larsson , Takayasu Matsuo , Klas Modin , Matteo Molteni

In this work, we construct novel discretizations for the unsteady convection-diffusion equation. Our discretization relies on multiderivative time integrators together with a novel discretization that reduces the total number of unknowns…

Numerical Analysis · Mathematics 2017-02-10 Jochen Schütz , David C. Seal , Alexander Jaust

Partial differential equations (PDEs) describing thermodynamically isolated systems typically possess conserved quantities (like mass, momentum, and energy) and dissipated quantities (like entropy). Preserving these conservation and…

Numerical Analysis · Mathematics 2025-12-01 Boris D. Andrews , Patrick E. Farrell

The paper studies numerical methods that preserve a Lyapunov function of a dynamical system, i.e. numerical approximations whose energy decreases, just like in the original differential equation. With this aim, a discrete gradient method is…

Numerical Analysis · Mathematics 2022-04-26 Yadira Hernández-Solano , Miguel Atencia
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