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In this paper the performance of a parallel iterated Runge-Kutta method is compared versus those of the serial fouth order Runge-Kutta and Dormand-Prince methods. It was found that, typically, the runtime for the parallel method is…

Numerical Analysis · Mathematics 2016-01-12 Alejandra Gaitán Montejo , Octavio A. Michel-Manzo , César A. Terrero-Escalante

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…

Numerical Analysis · Mathematics 2025-04-15 Lingyun Ding

The use of high order fully implicit Runge-Kutta methods is of significant importance in the context of the numerical solution of transient partial differential equations, in particular when solving large scale problems due to fine space…

Numerical Analysis · Mathematics 2023-02-27 Ivo Dravins , Stefano Serra-Capizzano , Maya Neytcheva

Segregated Runge-Kutta (SRK) schemes are time integration methods for the incompressible Navier-Stokes equations. In this approach, convection and diffusion can be independently treated either explicitly or implicitly, which in particular…

Numerical Analysis · Mathematics 2025-06-12 Pavel Bakhvalov

In order to solve continuous-time optimal control problems, direct methods transcribe the infinite-dimensional problem to a nonlinear program (NLP) using numerical integration methods. In cases where the integration error can be manipulated…

Optimization and Control · Mathematics 2025-03-18 Jakob Harzer , Jochem De Schutter , Moritz Diehl

Problems that feature significantly different time scales, where the stiff time-step restriction comes from a linear component, implicit-explicit (IMEX) methods alleviate this restriction if the concern is linear stability. However, where…

Numerical Analysis · Mathematics 2019-04-16 Leah Isherwood , Zachary J. Grant , Sigal Gottlieb

In this paper we discuss the use of implicit Runge-Kutta schemes for the time discretization of optimal control problems with evolution equations. The specialty of the considered discretizations is that the discretizations schemes for the…

Numerical Analysis · Mathematics 2013-11-05 Thomas G. Flaig

One of main obstacles in verifying the energy dissipation laws of implicit-explicit Runge-Kutta (IERK) methods for phase field equations is to establish the uniform boundedness of stage solutions without the global Lipschitz continuity…

Numerical Analysis · Mathematics 2024-12-11 Hong-lin Liao , Tao Tang , Xuping Wang , Tao Zhou

In this paper, we study the uniform accuracy of implicit-explicit (IMEX) Runge-Kutta (RK) schemes for general linear hyperbolic relaxation systems satisfying the structural stability condition proposed in \cite{yong_singular_1999}. We…

Numerical Analysis · Mathematics 2025-06-27 Zhiting Ma , Juntao Huang

Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…

Numerical Analysis · Mathematics 2025-06-24 Robert C. Kirby , John D. Stephens

For a large class of fully nonlinear parabolic equations, which include gradient flows for energy functionals that depend on the solution gradient, the semidiscretization in time by implicit Runge-Kutta methods such as the Radau IIA methods…

Numerical Analysis · Mathematics 2016-06-14 Peer C. Kunstmann , Buyang Li , Christian Lubich

This paper investigates the energy conservation properties of explicit Runge--Kutta (RK) time discretizations for autonomous skew-symmetric systems. For linear problems, we present a general framework for constructing RK methods in which…

Numerical Analysis · Mathematics 2026-05-12 Jinjie Liu , Moysey Brio

A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, the solution of…

Numerical Analysis · Mathematics 2012-08-24 H. de la Cruz , R. J. Biscay , J. C. Jimenez , F. Carbonell

Explicit Runge-Kutta methods are classical and widespread techniques in the numerical solution of ordinary differential equations (ODEs). Considering partial differential equations, spatial semidiscretisations can be used to obtain systems…

Numerical Analysis · Mathematics 2020-04-08 Hendrik Ranocha

This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. The proposed methods are based on a specific subset of explicit one-step…

Numerical Analysis · Mathematics 2019-04-16 Vu Thai Luan , Rujeko Chinomona , Daniel R. Reynolds

We develop a general framework for designing conservative numerical methods based on summation by parts operators and split forms in space, combined with relaxation Runge-Kutta methods in time. We apply this framework to create new classes…

Numerical Analysis · Mathematics 2021-03-09 Hendrik Ranocha , Dimitrios Mitsotakis , David I. Ketcheson

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

It is shown that for a parabolic problem with maximal $L^p$-regularity (for $1<p<\infty$), the time discretization by a linear multistep method or Runge--Kutta method has maximal $\ell^p$-regularity uniformly in the stepsize if the method…

Numerical Analysis · Mathematics 2016-08-06 Balázs Kovács , Buyang Li , Christian Lubich

Implicit Runge--Kutta (IRK) methods are highly effective for solving stiff ordinary differential equations (ODEs) but can be computationally expensive for large-scale problems due to the need of solving coupled algebraic equations at each…

Numerical Analysis · Mathematics 2025-09-18 Fabio Durastante , Mariarosa Mazza

Spectral Deferred Correction (SDC) is an iterative method for the numerical solution of ordinary differential equations. It works by refining the numerical solution for an initial value problem by approximately solving differential…

Numerical Analysis · Mathematics 2025-09-09 Thomas Saupe , Sebastian Götschel , Thibaut Lunet , Daniel Ruprecht , Robert Speck
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