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We further develop a simple modification of Runge--Kutta methods that guarantees conservation or stability with respect to any inner-product norm. The modified methods can be explicit and retain the accuracy and stability properties of the…

Numerical Analysis · Mathematics 2019-05-27 David I. Ketcheson

High order strong stability preserving (SSP) time discretizations are advantageous for use with spatial discretizations with nonlinear stability properties for the solution of hyperbolic PDEs. The search for high order strong stability…

Numerical Analysis · Mathematics 2016-03-24 Andrew J. Christieb , Sigal Gottlieb , Zachary J. Grant , David C. Seal

High-order adaptive time-stepping algorithms are of significant practical value and theoretical interest for accelerating long-time fluid-flow simulations and resolving complex dynamical behaviors. While several high-order implicit-explicit…

Numerical Analysis · Mathematics 2026-05-08 Hong-lin Liao , Xiaoming Wang , Xuping Wang , Cao Wen

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

An efficient multigrid framework is developed for the time marching of steady-state compressible flows with a spatially high-order ($p$-order polynomial) modal discontinuous Galerkin method. The core algorithm that based on a global…

Computational Physics · Physics 2018-07-04 Shu-Jie Li

We investigate the strong stability preserving (SSP) property of two-step Runge-Kutta (TSRK) methods. We prove that all SSP TSRK methods belong to a particularly simple subclass of TSRK methods, in which stages from the previous step are…

Numerical Analysis · Mathematics 2012-01-13 David I. Ketcheson , Sigal Gottlieb , Colin B. Macdonald

An important ingredient in numerical modelling of high temperature magnetised astrophysical plasmas is the anisotropic transport of heat along magnetic field lines from higher to lower temperatures.Magnetohydrodynamics (MHD) typically…

Instrumentation and Methods for Astrophysics · Physics 2017-10-11 Bhargav Vaidya , Deovrat Prasad , Andrea Mignone , Prateek Sharma , Luca Rickler

The result after $N$ steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy $\epsilon$, by solving only $$O\Big(\log N \log \frac1\epsilon \Big) $$ linear…

Numerical Analysis · Mathematics 2011-11-10 María López-Fernández , Christian Lubich , Cesar Palencia , Achim Schädle

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 introduce a general framework for enforcing local or global maximum principles in high-order space-time discretizations of a scalar hyperbolic conservation law. We begin with sufficient conditions for a space discretization to be bound…

Numerical Analysis · Mathematics 2021-06-14 Dmitri Kuzmin , Manuel Quezada de Luna , David I. Ketcheson , Johanna Grüll

We present second-order optimally stable Implicit-Explicit (IMEX) Runge-Kutta (RK) schemes with application to a modified set of shallow water equations that can be used to model the dynamics of lava flows. The schemes are optimally stable…

Numerical Analysis · Mathematics 2025-09-12 Federico Gatti , Giuseppe Orlando

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…

Numerical Analysis · Mathematics 2013-11-07 Dominique Küpper , Anne Kværnø , Andreas Rößler

Explicit integrating factor Runge-Kutta methods are attractive and popular in developing high-order maximum bound principle preserving time-stepping schemes for Allen-Cahn type gradient flows. However, they always suffer from the…

Numerical Analysis · Mathematics 2024-10-10 Hong-lin Liao , Xuping Wang , Cao Wen

In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…

Numerical Analysis · Mathematics 2020-06-17 Xianyi Zeng , Md Mahmudul Hasan

In this work we present a new class of Runge-Kutta (RK) methods for solving systems of hyperbolic equations with a particular structure, generalization of a wave-equation. The new methods are {\it partially implicit} in the sense that a…

Mathematical Physics · Physics 2016-11-10 Isabel Cordero-Carrión , Pablo Cerdá-Durán

In this paper, error analysis is established for Runge-Kutta discontinuous Galerkin (RKDG) methods to solve the Vlasov-Maxwell system. This nonlinear hyperbolic system describes the time evolution of collisionless plasma particles of a…

Numerical Analysis · Mathematics 2013-12-24 He Yang , Fengyan Li

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…

Numerical Analysis · Mathematics 2025-04-15 Lingyun Ding

We analyze the wave equation in mixed form, with periodic and/or Dirichlet homogeneous boundary conditions, and nonconstant coefficients that depend on the spatial variable. For the discretization, the weak form of the second equation is…

Numerical Analysis · Mathematics 2023-12-01 Andrea Bressan , Annalisa Buffa , Alen Kushova , Rafael Vázquez

In this paper we derive and analyze the properties of explicit singly diagonal implicit Runge-Kutta (ESDIRK) integration methods. We discuss the principles for construction of Runge-Kutta methods with embedded methods of different order for…

Numerical Analysis · Mathematics 2018-03-06 John Bagterp Jørgensen , Morten Rode Kristensen , Per Grove Thomsen

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