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The existing discrete variational derivative method is only second-order accurate and fully implicit. In this paper, we propose a framework to construct an arbitrary high-order implicit (original) energy stable scheme and a second-order…

Numerical Analysis · Mathematics 2022-10-24 Jizu Huang

A numerical search approach is used to design high-order diagonally implicit Runge-Kutta (DIRK) schemes equipped with embedded error estimators, some of which have identical diagonal elements (SDIRK) and explicit first stage (ESDIRK). In…

Numerical Analysis · Mathematics 2023-09-12 Yousef Alamri , David I. Ketcheson

Strong stability preserving (SSP) Runge-Kutta methods are often desired when evolving in time problems that have two components that have very different time scales. Where the SSP property is needed, it has been shown that implicit and…

Numerical Analysis · Mathematics 2018-08-15 Sigal Gottlieb , Zachary J. Grant , Leah Isherwood

When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…

Numerical Analysis · Mathematics 2017-08-02 Sidafa Conde , Sigal Gottlieb , Zachary J. Grant , John N. Shadid

The simulation of chemical kinetics involving multiple scales constitutes a modeling challenge (from ordinary differential equations to Markov chain) and a computational challenge (multiple scales, large dynamical systems, time step…

Numerical Analysis · Mathematics 2021-06-18 Assyr Abdulle , Lia Gander , Giacomo Rosilho de Souza

There exist many Runge-Kutta methods (explicit or implicit), more or less adapted to specific problems. Some of them have interesting properties, such as stability for stiff problems or symplectic capability for problems with energy…

Numerical Analysis · Mathematics 2018-04-16 Julien Alexandre dit Sandretto

In recent years, the efficient numerical solution of Hamiltonian problems has led to the definition of a class of energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs). Such methods admit an interesting…

Numerical Analysis · Mathematics 2022-04-22 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

Strong stability is a property of time integration schemes for ODEs that preserve temporal monotonicity of solutions in arbitrary (inner product) norms. It is proved that explicit Runge--Kutta schemes of order $p\in 4\mathbb{N}$ with $s=p$…

Numerical Analysis · Mathematics 2023-08-11 Franz Achleitner , Anton Arnold , Ansgar Jüngel

A new Chebyshev-type family of stabilized explicit methods for solving mildly stiff ODEs is presented. Besides conventional conditions of order and stability we impose an additional restriction on the methods: their stability function must…

Numerical Analysis · Mathematics 2025-04-02 Boris Faleichik , Andrew Moisa

This work constructs and analyzes new efficient high-order two-derivative diagonally implicit Runge--Kutta (TDDIRK) schemes with optimized phase errors. Specifically, we present a convergence result for TDDIRK methods and investigate their…

Numerical Analysis · Mathematics 2025-12-18 Julius Ehigie , Vu Thai Luan

Symplectic partitioned Runge--Kutta methods can be obtained from a variational formulation where all the terms in the discrete Lagrangian are treated with the same quadrature formula. We construct a family of symplectic methods allowing the…

Numerical Analysis · Mathematics 2019-09-25 Antonella Zanna

In this paper, we analyze any-order Runge-Kutta spectral volume schemes (RKSV(s,k)) for solving the one-dimensional scalar hyperbolic equation. The RKSV(s,k) was constructed by using the $s$-th explicit Runge-Kutta method in…

Numerical Analysis · Mathematics 2024-09-23 Ping Wei , Qing-Song Zou

We study the stability of explicit Runge-Kutta methods for high order Lagrangian finite element approximation of linear parabolic equations and establish bounds on the largest eigenvalue of the system matrix which determines the largest…

Numerical Analysis · Mathematics 2019-08-16 Weizhang Huang , Lennard Kamenski , Jens Lang

This work focuses on the numerical study of a recently published class of Runge-Kutta methods designed for mixed-precision arithmetic. We employ the methods in solving partial differential equations on modern hardware. In particular we…

Numerical Analysis · Mathematics 2024-12-24 Ivo Dravins , Marcel Koch , Victoria Griehl , Katharina Kormann

We study Runge-Kutta methods for rough differential equations which can be used to calculate solutions to stochastic differential equations driven by processes that are rougher than a Brownian motion. We use a Taylor series representation…

Numerical Analysis · Mathematics 2020-03-31 Martin Redmann , Sebastian Riedel

The theory of polar forms of polynomials is used to provide for sharp bounds on the radius of the largest possible disc (absolute stability radius), and on the length of the largest possible real interval (parabolic stability radius), to be…

Numerical Analysis · Mathematics 2018-04-27 Rachid Ait-Haddou

We present a high order, robust, and stable shock-capturing technique for finite element approximations of ideal MHD. The method uses continuous Lagrange polynomials in space and explicit Runge-Kutta schemes in time. The shock-capturing…

Numerical Analysis · Mathematics 2021-12-17 Tuan Anh Dao , Murtazo Nazarov

In this paper, we apply the Paired-Explicit Runge-Kutta (P-ERK) schemes by Vermeire et. al. (2019, 2022) to dynamically partitioned systems arising from adaptive mesh refinement. The P-ERK schemes enable multirate time-integration with no…

Numerical Analysis · Mathematics 2024-07-09 Daniel Doehring , Michael Schlottke-Lakemper , Gregor J. Gassner , Manuel Torrilhon

Extended Stability Runge-Kutta (ESRK) methods are crucial for solving large-scale computational problems in science and engineering, including weather forecasting, aerodynamic analysis, and complex biological modelling. However, balancing…

Machine Learning · Computer Science 2025-06-27 Gavin Lee Goodship , Luis Miralles-Pechuan , Stephen O'Sullivan

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…

Numerical Analysis · Mathematics 2020-11-26 Hendrik Ranocha , David I. Ketcheson
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