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Exponential integrators are explicit methods for solving ordinary differential equations that treat linear behaviour exactly. The stiff-order conditions for exponential integrators derived in a Banach space framework by Hochbruck and…
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…
Purely dispersive partial differential equations as the Korteweg-de Vries equation, the nonlinear Schr\"odinger equation and higher dimensional generalizations thereof can have solutions which develop a zone of rapid modulated oscillations…
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…
In this paper, exponential Runge-Kutta methods of collocation type (ERKC) which were originally proposed in (Appl Numer Math 53:323-339, 2005) are extended to semilinear parabolic problems with time-dependent delay. Two classes of the ERKC…
We provide a preliminary comparison of the dispersion properties, specifically the time-amplification factor, the scaled group velocity and the error in the phase speed of four spatiotemporal discretization schemes utilized for solving the…
The Butcher theory provides a powerful tool for analyzing order conditions of Runge-Kutta schemes for ordinary differential equations (ODEs); however, such a theory has not yet been well established for backward stochastic differential…
In this paper, we focus on the finite difference approximation of nonlinear degenerate parabolic equations, a special class of parabolic equations where the viscous term vanishes in certain regions. This vanishing gives rise to additional…
The residual-based variational multiscale (VMS) formulation has achieved remarkable success in large-eddy simulation of turbulent flows. However, its temporal discretization has largely remained limited to second-order implicit schemes. The…
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.…
Numerical solution of reaction-diffusion equations in three dimensions is one of the most challenging applied mathematical problems. Since these simulations are very time consuming, any ideas and strategies aiming at the reduction of CPU…
Irksome is a library based on the Unified Form Language (UFL) that automates the application of Runge-Kutta time-stepping methods for finite element spatial discretizations of partial differential equations (PDEs). This paper describes…
In the present work, a high order finite element type residual distribution scheme is designed in the framework of multidimensional compressible Euler equations of gas dynamics. The strengths of the proposed approximation rely on the…
In this article we present a novel and general methodology for building second order finite volume implicit-explicit (IMEX) numerical schemes for solving two dimensional financial parabolic PDEs with mixed derivatives. In particular,…
The second-order extended stability Factorized Runge-Kutta-Chebyshev (FRKC2) class of explicit schemes for the integration of large systems of PDEs with diffusive terms is presented. FRKC2 schemes are straightforward to implement through…
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…
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…
For the one-stage third-order gas-kinetic scheme (GKS), success applications have been achieved for the three-dimensional compressible flow computations [33]. The high-order accuracy of the scheme is obtained directly by integrating a…
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…
We propose a new probabilistic scheme which combines deep learning techniques with high order schemes for backward stochastic differential equations belonging to the class of Runge-Kutta methods to solve high-dimensional semi-linear…