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The recently-introduced relaxation approach for Runge-Kutta methods can be used to enforce conservation of energy in the integration of Hamiltonian systems. We study the behavior of implicit and explicit relaxation Runge-Kutta methods in…

Numerical Analysis · Mathematics 2020-07-13 Hendrik Ranocha , David I. Ketcheson

High-order spatial discretizations with strong stability properties (such as monotonicity) are desirable for the solution of hyperbolic PDEs. Methods may be compared in terms of the strong stability preserving (SSP) time-step. We prove an…

Numerical Analysis · Mathematics 2014-01-30 Christopher Bresten , Sigal Gottlieb , Zachary Grant , Daniel Higgs , David I. Ketcheson , Adrian Németh

We introduce a new class of Runge-Kutta type methods suitable for time stepping to propagate hyperbolic solutions within tent-shaped spacetime regions. Unlike standard Runge-Kutta methods, the new methods yield expected convergence…

Numerical Analysis · Mathematics 2020-02-28 Jay Gopalakrishnan , Joachim Schöberl , Christoph Wintersteiger

Many practical problems can be described by second-order system $\ddot{q}=-M\nabla U(q)$, in which people give special emphasis to some invariants with explicit physical meaning, such as energy, momentum, angular momentum, etc. However,…

Numerical Analysis · Mathematics 2025-07-25 Wensheng Tang

We generalize the idea of relaxation time stepping methods in order to preserve multiple nonlinear conserved quantities of a dynamical system by projecting along directions defined by multiple time stepping algorithms. Similar to the…

Numerical Analysis · Mathematics 2023-02-13 Abhijit Biswas , David I. Ketcheson

High order energy-preserving methods for Hamiltonian systems are presented. For this aim, an energy-preserving condition of continuous stage Runge--Kutta methods is proved. Order conditions are simplified and parallelizable conditions are…

Numerical Analysis · Mathematics 2016-11-08 Yuto Miyatake , John C. Butcher

Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the…

Numerical Analysis · Mathematics 2021-10-07 Ben S. Southworth , Oliver Krzysik , Will Pazner

Stabilized Runge-Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For semi-discrete parabolic problems, for instance, stabilized…

Numerical Analysis · Mathematics 2022-04-05 Assyr Abdulle , Marcus J. Grote , Giacomo Rosilho de Souza

This paper establishes a unified framework for the space-time convergence analysis of the energy-stable third-order accurate exponential time differencing Runge-Kutta schemes. By employing Fourier pseudo-spectral discretization in space and…

Numerical Analysis · Mathematics 2025-02-24 Jingwei Sun , Haifeng Wang , Hong Zhang , Xu Qian , Songhe Song

This paper investigates the performance of a subclass of exponential integrators, specifically explicit exponential Runge--Kutta methods. It is well known that third-order methods can suffer from order reduction when applied to linearized…

Numerical Analysis · Mathematics 2024-12-30 Thi Tam Dang , Trung Hau Hoang

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 Runge--Kutta (RK) discontinuous Galerkin (DG) method is a mainstream numerical algorithm for solving hyperbolic equations. In this paper, we use the linear advection equation in one and two dimensions as a model problem to prove the…

Numerical Analysis · Mathematics 2024-10-02 Zheng Sun

This paper introduces a novel paradigm for constructing linearly implicit and high-order unconditionally energy-stable schemes for general gradient flows, utilizing the scalar auxiliary variable (SAV) approach and the additive Runge-Kutta…

Numerical Analysis · Mathematics 2023-07-11 Xuelong Gu , Wenjun Cai , Yushun Wang

In this paper, two novel classes of implicit exponential Runge-Kutta (ERK) methods are studied for solving highly oscillatory systems. First of all, we analyze the symplectic conditions of two kinds of exponential integrators, and present a…

Numerical Analysis · Mathematics 2023-12-05 Xianfa Hu , Wansheng Wang , Bin Wang , Yonglei Fang

A novel class of high-order linearly implicit energy-preserving integrating factor Runge-Kutta methods are proposed for the nonlinear Schr\"odinger equation. Based on the idea of the scalar auxiliary variable approach, the original equation…

Numerical Analysis · Mathematics 2021-12-07 Chaolong Jiang , Jin Cui , Xu Qian , Songhe Song

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 present a novel class of high-order Runge--Kutta (RK) discontinuous Galerkin (DG) schemes for hyperbolic conservation laws. The new method extends beyond the traditional method of lines framework and utilizes…

Numerical Analysis · Mathematics 2024-02-26 Qifan Chen , Zheng Sun , Yulong Xing

Many control, optimization, and learning algorithms rely on discretizations of continuous-time contracting systems, where preservation of contractivity under numerical integration is key for stability, robustness, and reliable fixed-point…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Yu Kawano , Francesco Bullo

Explicit Runge-Kutta methods are classical and widespread techniques in the numerical solution of ordinary differential equations (ODEs). Considering partial differential equations, spatial semidiscretisations can be used to obtain systems…

Numerical Analysis · Mathematics 2020-04-08 Hendrik Ranocha

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