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Related papers: Entropy production by implicit Runge-Kutta schemes

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We put forward the use of total-variation-diminishing (or more generally, strong stability preserving) implicit-explicit Runge-Kutta methods for the time integration of the equations of motion associated with the semiconvection problem in…

Numerical Analysis · Mathematics 2012-03-09 Friedrich Kupka , Natalie Happenhofer , Inmaculada Higueras , Othmar Koch

We explore the notion of generated entropy in open quantum systems. We focus on the study of the discrete-time quantum walk on the line, from the entropy production perspective. We argue that the evolution of the coin can be modeled as an…

Quantum Physics · Physics 2020-04-13 Andrés Vallejo , Alejandro Romanelli , Raúl Donangelo , Renato Portugal

In this work we consider a mixed precision approach to accelerate the implemetation of multi-stage methods. We show that Runge-Kutta methods can be designed so that certain costly intermediate computations can be performed as a…

Numerical Analysis · Mathematics 2020-12-25 Zachary J. Grant

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

We propose entropy-preserving and entropy-stable partitioned Runge--Kutta (RK) methods. In particular, we extend the explicit relaxation Runge--Kutta methods to IMEX--RK methods and a class of explicit second-order multirate methods for…

Numerical Analysis · Mathematics 2022-07-21 Shinhoo Kang , Emil M. Constantinescu

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…

Numerical Analysis · Mathematics 2016-01-26 Pieter D. Boom , David W. Zingg

We study diagonally implicit Runge-Kutta (DIRK) schemes when applied to abstract evolution problems that fit into the Gelfand-triple framework. We introduce novel stability notions that are well-suited to this setting and provide simple,…

Numerical Analysis · Mathematics 2022-05-27 Abner J. Salgado , Ignacio Tomas

Classical and new numerical schemes are generated using evolutionary computing. Differential Evolution is used to find the coefficients of finite difference approximations of function derivatives, and of single and multi-step integration…

Neural and Evolutionary Computing · Computer Science 2014-01-02 C. D. Erdbrink , V. V. Krzhizhanovskaya , P. M. A. Sloot

The entropy production rate is a key quantity in non-equilibrium thermodynamics of both classical and quantum processes. No universal theory of entropy production is available to date, which hinders progress towards its full grasping. By…

Quantum Physics · Physics 2020-12-18 Alessio Belenchia , Luca Mancino , Gabriel T. Landi , Mauro Paternostro

A wide range of physical phenomena exhibit auxiliary admissibility criteria, such as conservation of entropy or various energies, which arise implicitly under the exact solution of their governing PDEs. However, standard temporal schemes,…

Numerical Analysis · Mathematics 2024-01-29 Mohammad R. Najafian , Brian C. Vermeire

Conservation properties of iterative methods applied to implicit finite volume discretizations of nonlinear conservation laws are analyzed. It is shown that any consistent multistep or Runge-Kutta method is globally conservative. Further,…

Numerical Analysis · Mathematics 2021-06-21 Philipp Birken , Viktor Linders

Entropy production is a key quantity in any finite-time thermodynamic process. It is intimately tied with the fundamental laws of thermodynamics, embodying a tool to extend thermodynamic considerations all the way to non-equilibrium…

Quantum Physics · Physics 2022-02-08 Gabriel T. Landi , Mauro Paternostro

In this work modified Patankar-Runge-Kutta (MPRK) schemes up to order four are considered and equipped with a dense output formula of appropriate accuracy. Since these time integrators are conservative and positivity preserving for any time…

Numerical Analysis · Mathematics 2025-01-24 Thomas Izgin

In current research, we analyse dissipation and dispersion characteristics of most accurate two and three stage Gauss-Legendre implicit Runge-Kutta (R-K) methods. These methods, known for their $A$-stability and immense accuracy, are…

Numerical Analysis · Mathematics 2019-06-25 Subhajit Giri , Shuvam Sen

Applied to the master equation, the usual numerical integration methods, such as Runge-Kutta, become inefficient when the rates associated with various transitions differ by several orders of magnitude. We introduce an integration scheme…

Statistical Mechanics · Physics 2009-11-07 Ronald Dickman

Finite element discretization of time dependent problems also require effective time-stepping schemes. While implicit Runge-Kutta methods provide favorable accuracy and stability problems, they give rise to large and complicated systems of…

Numerical Analysis · Mathematics 2023-05-01 Robert C. Kirby

For stochastic non-equilibrium dynamics like a Langevin equation for a colloidal particle or a master equation for discrete states, entropy production along a single trajectory is studied. It involves both genuine particle entropy and…

Statistical Mechanics · Physics 2012-05-21 Udo Seifert

The paper aims at developing low-storage implicit Runge-Kutta methods which are easy to implement and achieve higher-order of convergence for both the velocity and pressure in the finite volume formulation of the incompressible…

Numerical Analysis · Mathematics 2019-07-08 Jiawei Wan , Ahsan Kareem , Haili Liao , Yunzhu Cai

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

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