Related papers: A new way of deriving implicit Runge-Kutta methods…
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…
This manuscript introduces a fourth-order Runge-Kutta based implicit-explicit scheme in time along with compact fourth-order finite difference scheme in space for the solution of one-dimensional Kuramoto-Sivashinsky equation with periodic…
A new class of third order Runge-Kutta methods for stochastic differential equations with additive noise is introduced. In contrast to Platen's method, which to the knowledge of the author has been up to now the only known third order…
A general class of stochastic Runge-Kutta methods for the weak approximation of It\^o and Stratonovich stochastic differential equations with a multi-dimensional Wiener process is introduced. Colored rooted trees are used to derive an…
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…
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…
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…
In this paper, we propose Galerkin-Legendre spectral method with implicit Runge-Kutta method for solving the unsteady two-dimensional Schrodinger equation with nonhomogeneous Dirichlet boundary conditions and initial condition. We apply a…
Low-storage explicit Runge-Kutta schemes are particularly popular for the numerical integration of time-dependent partial differential equations based on the method-of-lines due to their efficiency and their reduced memory requirements. We…
In this paper we discuss a framework for the polynomial approximation to the solution of initial value problems for differential equations. The framework, initially devised for the approximation of ordinary differential equations, is…
It is well known that symplectic Runge-Kutta and Partitioned Runge-Kutta methods exactly preserve {\em quadratic} first integrals (invariants of motion) of the system being integrated. While this property is often seen as a mere curiosity…
We study diagonally implicit Runge-Kutta (DIRK) schemes when applied to abstract evolution problems that fit into the Gelfand-triple framework. We introduce novel stability notions that are well-suited to this setting and provide simple,…
In this note we discuss the construction of high order asymptotic preserving numerical schemes for the Boltzmann equation. The methods are based on the use of Implicit-Explicit (IMEX) Runge-Kutta methods combined with a penalization…
Space discretization of some time-dependent partial differential equations gives rise to systems of ordinary differential equations in additive form whose terms have different stiffness properties. In these cases, implicit methods should be…
The integration of gyroscope measurements is an essential task for most navigation systems. Modern vehicles typically use strapdown systems, such that gyro integration requires coning compensation to account for the sensor's rotation during…
This work proposes and analyzes a new class of numerical integrators for computing low-rank approximations to solutions of matrix differential equation. We combine an explicit Runge-Kutta method with repeated randomized low-rank…
The Butcher group is a powerful tool to analyse integration methods for ordinary differential equations, in particular Runge--Kutta methods. In the present paper, we complement the algebraic treatment of the Butcher group with a natural…
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…
Explicit Runge-Kutta schemes with large stable step sizes are developed for integration of high order spectral difference spatial discretization on quadrilateral grids. The new schemes permit an effective time step that is substantially…
The 4-th order Runge-Kutta method in the complex plane is proposed for numerically advancing the solutions of a system of first order differential equations in one external invariant satisfied by the master integrals related to a Feynman…