Related papers: Entropy production by implicit Runge-Kutta schemes
In this paper we give an overview of Implicit-Explicit Runge-Kutta schemes applied to hyperbolic systems with stiff relaxation. In particular, we focus on some recent results on the uniform accuracy for hyperbolic systems with stiff…
This paper develops the high-order accurate entropy stable finite difference schemes for one- and two-dimensional special relativistic hydrodynamic equations. The schemes are built on the entropy conservative flux and the weighted…
Complex dynamical networks appear in a wide range of physical, biological, and engineering systems. The coupling of subsystems with varying time scales often results in multirate behavior. During the simulation of highly integrated…
In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…
Explicit integrating factor Runge-Kutta methods are attractive and popular in developing high-order maximum bound principle preserving time-stepping schemes for Allen-Cahn type gradient flows. However, they always suffer from the…
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…
An error analysis is presented for explicit partitioned Runge-Kutta methods and multirate methods applied to conservation laws. The interfaces, across which different methods or time steps are used, lead to order reduction of the schemes.…
In this paper a new Runge-Kutta type scheme is introduced for nonlinear stochastic partial differential equations (SPDEs) with multiplicative trace class noise. The proposed scheme converges with respect to the computational effort with a…
The physics of driven-dissipative transitions is currently a topic of great interest, particularly in quantum optical systems. These transitions occur in systems kept out of equilibrium and are therefore characterized by a finite entropy…
In this work we present a new class of Runge-Kutta (RK) methods for solving systems of hyperbolic equations with a particular structure, generalization of a wave-equation. The new methods are {\it partially implicit} in the sense that a…
By using entropy and entropy production, we calculate the steady flux of some phenomena. The method we use is a competition method, $S_S/\tau+\sigma={\it maximum}$, where $S_S$ is system entropy, $\sigma$ is entropy production and $\tau$ is…
This work presents a new evolutionary optimization algorithm in theoretical mathematics with important applications in scientific computing. The use of the evolutionary algorithm is justified by the difficulty of the study of the…
Isospectral Runge-Kutta methods are well-suited for the numerical solution of isospectral systems such as the rigid body and the Toda lattice. More recently, these integrators have been applied to geophysical fluid models, where their…
We study the entropy production rate in systems described by linear Langevin equations, containing mixed even and odd variables under time reversal. Exact formulas are derived for several important quantities in terms only of the means and…
We propose a family of integrators, Flow-Composed Implicit Runge-Kutta (FCIRK) methods, for perturbations of nonlinear ordinary differential equations, consisting of the composition of flows of the unperturbed part alternated with one step…
We propose a new method that extends conservative explicit multirate methods to implicit explicit-multirate methods. We develop extensions of order one and two with different stability properties on the implicit side. The method is suitable…
In this paper, two novel classes of implicit exponential Runge-Kutta (ERK) methods are studied for solving highly oscillatory systems. First of all, we analyze the symplectic conditions of two kinds of exponential integrators, and present a…
We consider high order, implicit Runge-Kutta schemes to solve time-dependent stiff PDEs on dynamically adapted grids generated by multiresolution analysis for unsteady problems disclosing localized fronts. The multiresolution finite volume…
The residual-based variational multiscale (VMS) formulation has achieved remarkable success in large-eddy simulation of turbulent flows. However, its temporal discretization has largely remained limited to second-order implicit schemes. The…
We study the multiple definitions of the entropy production for discrete-time Markov processes in single systems and composite systems. These definitions have been studied in single systems, but less so in composite systems. With a clear…