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A fourth-order exponential time differencing (ETD) Runge-Kutta scheme with dimensional splitting is developed to solve multidimensional non-linear systems of reaction-diffusion equations (RDE). By approximating the matrix exponential in the…

Numerical Analysis · Mathematics 2024-03-25 E. O. Asante-Asamani , A. Kleefeld , B. A. Wade

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

We present a computational framework for obtaining multidimensional phase-space solutions of systems of non-linear coupled differential equations, using high-order implicit Runge-Kutta Physics- Informed Neural Networks (IRK-PINNs) schemes.…

Machine Learning · Computer Science 2024-09-26 Álvaro Fernández Corral , Nicolás Mendoza , Armin Iske , Andrey Yachmenev , Jochen Küpper

In the present paper, a class of stochastic Runge-Kutta methods containing the second order stochastic Runge-Kutta scheme due to E. Platen for the weak approximation of It\^o stochastic differential equation systems with a multi-dimensional…

Numerical Analysis · Mathematics 2013-03-20 Kristian Debrabant , Andreas Rößler

This paper aims at reviewing nonlinear methods for model order reduction of structures with geometric nonlinearity, with a special emphasis on the techniques based on invariant manifold theory. Nonlinear methods differ from linear based…

Numerical Analysis · Mathematics 2022-05-26 Cyril Touzé , Alessandra Vizzaccaro , Olivier Thomas

We consider a Runge--Kutta method for the numerical time integration of the nonstationary incompressible Navier--Stokes equations. This yields a sequence of nonlinear problems to be solved for the stages of the Runge--Kutta method. The…

Numerical Analysis · Mathematics 2025-06-06 Santolo Leveque , Yunhui He , Maxim Olshanskii

This paper is devoted to examining the stability of Runge-Kutta methods for solving nonlinear Volterra delay-integro-differential-algebraic equations (DIDAEs) with constant delay. Hybrid numerical schemes combining Runge-Kutta methods and…

Numerical Analysis · Mathematics 2025-08-19 Gehao Wang , Yuexin Yu

Constructing explicit Runge--Kutta (ERK) methods with as few stages as possible for a given order is a classical problem in numerical analysis. In this work, we introduce a $Q$/$D$-space framework of sufficient order conditions for ERK…

Numerical Analysis · Mathematics 2026-05-19 Junyuan He , Jizu Huang

The non-differentiability of the singular nonlinearity (such as $f=\ln|u|^2$) at $u=0$ presents significant challenges in devising accurate and efficient numerical schemes for the logarithmic Schr\"{o}dinger equation (LogSE). To address…

Numerical Analysis · Mathematics 2024-11-14 Jingye Yan , Hong Zhang , Yabing Wei , Xu Qian

The problem of solving stochastic differential-algebraic equations (SDAEs) of index one with a scalar driving Brownian motion is considered. Recently, the authors proposed a class of stiffly accurate stochastic Runge-Kutta (SRK) methods…

Numerical Analysis · Mathematics 2013-11-07 Dominique Küpper , Anne Kværnø , Andreas Rößler

We study gradient-based optimization methods obtained by directly discretizing a second-order ordinary differential equation (ODE) related to the continuous limit of Nesterov's accelerated gradient method. When the function is smooth…

Optimization and Control · Mathematics 2018-11-29 Jingzhao Zhang , Aryan Mokhtari , Suvrit Sra , Ali Jadbabaie

In this paper, we construct explicit nonstandard Runge-Kutta (ENRK) methods which have higher accuracy order and preserve two important properties of autonomous dynamical systems, namely, the positivity and linear stability. These methods…

Numerical Analysis · Mathematics 2017-10-05 Quang A Dang , Manh Tuan Hoang

In this paper, we study nonconvex constrained optimization problems with both equality and inequality constraints, covering deterministic and stochastic settings. We propose a novel first-order algorithm framework that employs a…

Optimization and Control · Mathematics 2025-11-10 Qiankun Shi , Xiao Wang

Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper, we derive explicit stabilized integrators of orders one and…

Numerical Analysis · Mathematics 2023-06-09 Ibrahim Almuslimani , Gilles Vilmart

We propose a new method to prove the partitioned Runge--Kutta methods with symplectic conditions for determinate and stochastic Hamiltonian systems are symplectic. We utilize Gr\"obner basis technology which is the one of symbolic…

Numerical Analysis · Mathematics 2025-09-16 Xiaojing Zhang

We develop fast and scalable methods for computing reduced-order nonlinear solutions (RONS). RONS was recently proposed as a framework for reduced-order modeling of time-dependent partial differential equations (PDEs), where the modes…

Dynamical Systems · Mathematics 2023-03-03 William Anderson , Mohammad Farazmand

We develop a nonperturbative dynamical theory (NDT) to calculate the retarded Green's function under nonequilibrium conditions. The NDT is particularly useful for treating nonequilibrium transport problems in systems with strong…

Mesoscale and Nanoscale Physics · Physics 2009-10-06 Jongbae Hong , Kyungchul Seo

Traditional reduced order modeling techniques such as the reduced basis (RB) method (relying, e.g., on proper orthogonal decomposition (POD)) suffer from severe limitations when dealing with nonlinear time-dependent parametrized PDEs,…

Numerical Analysis · Mathematics 2020-01-14 Stefania Fresca , Luca Dede , Andrea Manzoni

Partitioned methods allow one to build a simulation capability for coupled problems by reusing existing single-component codes. In so doing, partitioned methods can shorten code development and validation times for multiphysics and…

Numerical Analysis · Mathematics 2022-06-13 Amy de Castro , Paul Kuberry , Irina Tezaur , Pavel Bochev

Incorporating domain-specific constraints into machine learning models is essential for generating predictions that are both accurate and feasible in real-world applications. This paper introduces new methods for training Output-Constrained…

Machine Learning · Computer Science 2026-04-06 Hüseyin Tunç , Doğanay Özese , Ş. İlker Birbil , Donato Maragno , Marco Caserta , Mustafa Baydoğan