Related papers: Entropy production by implicit Runge-Kutta schemes

In finite-dimensional quantum systems, temperature cannot be uniquely defined. This, in turn, implies that there are several ways to define entropy production in finite-dimensional quantum systems, because the classical entropy production…

In this paper a technique is given to recover the classical order of the method when explicit exponential Runge-Kutta methods integrate reaction-diffusion problems. Although methods of high stiff order for problems with vanishing boundary…

Efficient high order numerical methods for evolving the solution of an ordinary differential equation are widely used. The popular Runge--Kutta methods, linear multi-step methods, and more broadly general linear methods, all have a global…

This paper introduces a new class of numerical methods for the time integration of evolution equations set as Cauchy problems of ODEs or PDEs. The systematic design of these methods mixes the Runge-Kutta collocation formalism with…

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…

The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…

In light of the dynamical-systems approach to entropy production in repeated quantum measurements, proposed and illustrated in Commun. Math. Phys. 357, 77-123 (2018) [arXiv:1607.00162] and J. Stat. Phys. 182, 44 (2021) [arXiv:2012.03885],…

In a previous paper, a technique was suggested to avoid order reduction with any explicit exponential Runge-Kutta method when integrating initial boundary value nonlinear problems with time-dependent boundary conditions. In this paper, we…

We propose an implementation of symplectic implicit Runge-Kutta schemes for highly accurate numerical integration of non-stiff Hamiltonian systems based on fixed point iteration. Provided that the computations are done in a given floating…

Implicit-explicit (IMEX) Runge-Kutta methods play a major rule in the numerical treatment of differential systems governed by stiff and non-stiff terms. This paper discusses order conditions and symplecticity properties of a class of IMEX…

Entropy production and the detailed fluctuation theorem are of fundamental importance for thermodynamic processes. In this paper, we study the multiple entropy production for multitime quantum processes in a unified framework. For closed…

An explicit numerical strategy that practically preserves invariants is derived for conservative systems by combining an explicit high-order Runge-Kutta (RK) scheme with a simple modification of the standard projection approach, which is…

We consider Implicit-Explicit (IMEX) Runge-Kutta (R-K) schemes for hyperbolic systems with stiff relaxation in the so-called diffusion limit. In such regime the system relaxes towards a convection-diffusion equation. The first objective of…

Many control, optimization, and learning algorithms rely on discretizations of continuous-time contracting systems, where preservation of contractivity under numerical integration is key for stability, robustness, and reliable fixed-point…

In this paper we consider time-dependent PDEs discretized by a special class of Physics Informed Neural Networks whose design is based on the framework of Runge--Kutta and related time-Galerkin discretizations. The primary motivation for…

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…

In this paper, we extend the Paired-Explicit Runge-Kutta schemes by Vermeire et. al. to fourth-order of consistency. Based on the order conditions for partitioned Runge-Kutta methods we motivate a specific form of the Butcher arrays which…

We consider an open quantum system for which only a subset of all possible transitions are accessible, while the remaining ones are hidden from direct observation. Using a modification of the notion of quantum jump trajectories we introduce…

Many important initial value problems have the property that energy is non-increasing in time. Energy stable methods, also referred to as strongly stable methods, guarantee the same property discretely. We investigate requirements for…

Entropy production quantifies the breaking of time-reversal symmetry in non-equilibrium systems. Here, we develop a direct method to obtain closed, tractable expressions for entropy production in a broad class of dynamical density…