Related papers: Many-Stage Optimal Stabilized Runge-Kutta Methods …
We show in this paper that third- and fourth-order low storage Runge-Kutta algorithms can be built specifically for quadratic nonlinear operators, at the expense of roughly doubling the time needed for evaluating the temporal derivatives.…
Multiderivative time integrators have a long history of development for ordinary differential equations, and yet to date, only a small subset of these methods have been explored as a tool for solving partial differential equations (PDEs).…
Applied to the master equation, the usual numerical integration methods, such as Runge-Kutta, become inefficient when the rates associated with various transitions differ by several orders of magnitude. We introduce an integration scheme…
First-order systems of hyperbolic partial differential equations (PDEs) occur ubiquitously throughout computational physics, commonly used in simulations of fluid turbulence, shock waves, electromagnetic interactions, and even general…
In this paper we consider stabilised finite element methods for hyperbolic transport equations without coercivity. Abstract conditions for the convergence of the methods are introduced and these conditions are shown to hold for three…
We propose entropy-preserving and entropy-stable partitioned Runge--Kutta (RK) methods. In particular, we extend the explicit relaxation Runge--Kutta methods to IMEX--RK methods and a class of explicit second-order multirate methods for…
A mixed accuracy framework for Runge--Kutta methods presented in [Grant, JSC 2022] has been shown to speed up the computation in diagonally implicit Runge--Kutta (DIRK) methods by using less expensive low accuracy approaches for the…
Finite differences and Runge-Kutta time stepping schemes used in Computational AeroAcoustics simulations are often optimized for low dispersion and dissipation (e.g. DRP or LDDRK schemes) when applied to linear problems in order to…
This article extends the theory of dual-consistent summation-by-parts (SBP) and generalized SBP (GSBP) time-marching methods by showing that they are implicit Runge-Kutta schemes. Through this connection, the accuracy theory for the…
New time integration methods are proposed for simulating incompressible multiphase flow in pipelines described by the one-dimensional two-fluid model. The methodology is based on 'half-explicit' Runge-Kutta methods, being explicit for the…
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…
Next-generation exascale machines with extreme levels of parallelism will provide massive computing resources for large scale numerical simulations of complex physical systems at unprecedented parameter ranges. However, novel numerical…
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…
We present a new method for developing time step controllers based on a technique from the field of machine learning. This method is applicable to stable time integrators that have an embedded scheme, i.e., that have local error estimation…
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…
We analyze the stability and accuracy (up to third order) of a new family of implicit-explicit Runge-Kutta (IMEX RK) methods. This analysis expedites development of methods with various balances in the number of explicit stages and implicit…
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…
Recently, an approach known as relaxation has been developed for preserving the correct evolution of a functional in the numerical solution of initial-value problems, using Runge-Kutta methods. We generalize this approach to multistep…
A novel class of explicit high-order energy-preserving methods are proposed for general Hamiltonian partial differential equations with non-canonical structure matrix. When the energy is not quadratic, it is firstly done that the original…
We study spatially partitioned embedded Runge--Kutta (SPERK) schemes for partial differential equations (PDEs), in which each of the component schemes is applied over a different part of the spatial domain. Such methods may be convenient…