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In this paper we derive and analyze the properties of explicit singly diagonal implicit Runge-Kutta (ESDIRK) integration methods. We discuss the principles for construction of Runge-Kutta methods with embedded methods of different order for…

Numerical Analysis · Mathematics 2018-03-06 John Bagterp Jørgensen , Morten Rode Kristensen , Per Grove Thomsen

The goal of this project is to compare the performance of exponential time integrators with traditional methods such as diagonally implicit Runge-Kutta methods in the context of solving the system of reduced magnetohydrodynamics (RMHD). In…

Numerical Analysis · Mathematics 2022-07-07 Valentin Dallerit , Mayya Tokman , Ilon Joseph

The numerical efficiency of different schemes for solving the Liouville-von Neumann equation within multilevel Redfield theory has been studied. Among the tested algorithms are the well-known Runge-Kutta scheme in two different…

Chemical Physics · Physics 2009-11-06 Ivan Kondov , Ulrich Kleinekathoefer , Michael Schreiber

In this survey, we provide an in-depth investigation of exponential Runge-Kutta methods for the numerical integration of initial-value problems. These methods offer a valuable synthesis between classical Runge-Kutta methods, introduced more…

Numerical Analysis · Mathematics 2026-04-27 Alessia andò , Nicolò Cangiotti , Mattia Sensi

We consider the efficient numerical solution of coupled dynamical systems, consisting of a small nonlinear part and a large linear time invariant part, possibly stemming from spatial discretization of an underlying partial differential…

Numerical Analysis · Mathematics 2018-11-27 Herbert Egger , Vsevolod Shashkov , Kersten Schmidt

In this paper, we develop a higher order symmetric partitioned Runge-Kutta method for a coupled system of differential equations on Lie groups. We start with a discussion on partitioned Runge-Kutta methods on Lie groups of arbitrary order.…

High Energy Physics - Lattice · Physics 2011-09-15 Michèle Wandelt , Michael Günther , Francesco Knechtli , Michael Striebel

No Runge-Kutta method can be energy preserving for all Hamiltonian systems. But for problems in which the Hamiltonian is a polynomial, the Averaged Vector Field (AVF) method can be interpreted as a Runge-Kutta method whose weights $b_i$ and…

Numerical Analysis · Mathematics 2012-03-16 Elena Celledoni , Brynjulf Owren , Yajuan Sun

In this paper, we are concerned with the construction and analysis of a new class of methods obtained as double jump compositions with complex coefficients and projection on the real axis. It is shown in particular that the new integrators…

Numerical Analysis · Mathematics 2020-05-27 Fernando Casas , Philippe Chartier , Alejandro Escorihuela-Tomas , Yong Zhang

In this paper we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for…

Numerical Analysis · Mathematics 2014-01-31 Tomasz M. Tyranowski , Mathieu Desbrun

The effects of kinetic-energy preservation errors due to Runge-Kutta (RK) temporal integrators have been analyzed for the case of large-eddy simulations of incompressible turbulent channel flow. Simulations have been run using the…

Fluid Dynamics · Physics 2024-09-16 Marco Artiano , Carlo De Michele , Francesco Capuano , Gennaro Coppola

In this paper, explicit stable integrators based on symplectic and contact geometries are proposed for a non-autonomous ordinarily differential equation (ODE) found in improving convergence rate of Nesterov's accelerated gradient method.…

Numerical Analysis · Mathematics 2021-06-15 Shin-itiro Goto , Hideitsu Hino

For Hamiltonian systems with non-canonical structure matrices, a new family of fourth-order energy-preserving integrators is presented. The integrators take a form of a combination of Runge--Kutta methods and continuous-stage Runge--Kutta…

Numerical Analysis · Mathematics 2024-03-21 Yuto Miyatake

Time-reversible symplectic methods, which are precisely compatible with Liouville's phase-volume-conservation theorem, are often recommended for computational simulations of Hamiltonian mechanics. Lack of energy drift is an apparent…

Chaotic Dynamics · Physics 2015-10-20 William Graham Hoover , Carol Griswold Hoover

We compare three approaches for structure preserving numerical integration of isospectral flows on quadratic Lie algebras. Such flows originate from Hamiltonian dynamics on the cotangent bundle of the Lie group. It is known, via discrete…

Numerical Analysis · Mathematics 2026-04-03 Paolo Cifani , Klas Modin , Cecilia Pagliantini , Milo Viviani

In a recent series of papers, the class of energy-conserving Runge-Kutta methods named Hamiltonian BVMs (HBVMs) has been defined and studied. Such methods have been further generalized for the efficient solution of general conservative…

Numerical Analysis · Mathematics 2014-03-05 Luigi Brugnano , Yajuan Sun

Exponential Runge-Kutta methods for semilinear ordinary differential equations can be extended to abstract differential equations, defined on Banach spaces. Thanks to the sun-star theory, both delay differential equations and renewal…

Numerical Analysis · Mathematics 2024-10-02 Alessia Ando' , Rossana Vermiglio

In recent publications, the construction of explicit symplectic integrators for Schwarzschild and Kerr type spacetimes is based on splitting and composition methods for numerical integrations of Hamiltonians or time-transformed Hamiltonians…

General Relativity and Quantum Cosmology · Physics 2022-03-30 Naying Zhou , Hongxing Zhang , Wenfang Liu , Xin Wu

Optimal Strong Stability Preserving (SSP) Runge--Kutta methods has been widely investegated in the last decade and many open conjectures have been formulated. The iterated implicit midpoint rule has been observed numerically optimal in…

Numerical Analysis · Mathematics 2014-10-01 Tihamér A. Kocsis , Adrián Németh

Explicit Runge-Kutta schemes with large stable step sizes are developed for integration of high order spectral difference spatial discretization on quadrilateral grids. The new schemes permit an effective time step that is substantially…

Numerical Analysis · Mathematics 2013-07-16 M. Parsani , D. I. Ketcheson , W. Deconinck

We prove that a class of A-stable symplectic Runge--Kutta time semidiscretizations (including the Gauss--Legendre methods) applied to a class of semilinear Hamiltonian PDEs which are well-posed on spaces of analytic functions with analytic…

Numerical Analysis · Mathematics 2015-02-10 Claudia Wulff , Marcel Oliver