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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…

Numerical Analysis · Mathematics 2025-06-12 Pavel Bakhvalov

Differential equations arising in many practical applications are characterized by multiple time scales. Multirate time integration seeks to solve them efficiently by discretizing each scale with a different, appropriate time step, while…

Numerical Analysis · Computer Science 2022-02-03 Adrian Sandu

Exponential Runge-Kutta methods constitute efficient integrators for semilinear stiff problems. So far, however, explicit exponential Runge-Kutta methods are available in the literature up to order 4 only. The aim of this paper is to…

Classical Analysis and ODEs · Mathematics 2016-06-20 Vu Thai Luan , Alexander Ostermann

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…

Numerical Analysis · Mathematics 2015-10-02 Inmaculada Higueras , Teo Roldán

As a result of the application of a technique of multistep processes stochastic models construction the range of models, implemented as a self-consistent differential equations, was obtained. These are partial differential equations (master…

Computational Physics · Physics 2016-06-22 M. N. Gevorkyan , T. R. Velieva , A. V. Korolkova , D. S. Kulyabov , L. A. Sevastyanov

In this paper, we develop a higher order symmetric partitioned Runge-Kutta method for a coupled system of differential equations on Lie groups. We start with a discussion on partitioned Runge-Kutta methods on Lie groups of arbitrary order.…

High Energy Physics - Lattice · Physics 2011-09-15 Michèle Wandelt , Michael Günther , Francesco Knechtli , Michael Striebel

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

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

Nonlinear parabolic equations are central to numerous applications in science and engineering, posing significant challenges for analytical solutions and necessitating efficient numerical methods. Exponential integrators have recently…

Numerical Analysis · Mathematics 2024-12-24 Trung Hau Hoang

A practical and new Runge--Kutta numerical scheme for stochastic differential equations is explored. Numerical examples demonstrate the strong convergence of the method. The first order strong convergence is then proved using Ito integrals…

Numerical Analysis · Mathematics 2012-10-04 A. J. Roberts

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…

Numerical Analysis · Mathematics 2019-11-28 Harish Bhatt , Abhinandan Chowdhury

The Runge-Kutta 4th Order (RK4) technique is extensively employed in the numerical solution of differential equations for airbrake control system design. However, its computational efficacy may encounter restrictions when dealing with…

Optimization and Control · Mathematics 2023-07-25 Tanvi Agrawal , Utkarsh Anand

The aim of this paper is to construct and analyze explicit exponential Runge-Kutta methods for the temporal discretization of linear and semilinear integro-differential equations. By expanding the errors of the numerical method in terms of…

Numerical Analysis · Mathematics 2023-01-24 Alexander Ostermann , Fardin Saedpanah , Nasrin Vaisi

We apply the concept of effective order to strong stability preserving (SSP) explicit Runge-Kutta methods. Relative to classical Runge-Kutta methods, methods with an effective order of accuracy are designed to satisfy a relaxed set of order…

Numerical Analysis · Mathematics 2014-01-09 Yiannis Hadjimichael , Colin B. Macdonald , David I. Ketcheson , James H. Verner

Linearly implicit Runge-Kutta methods with approximate matrix factorization can solve efficiently large systems of differential equations that have a stiff linear part, e.g. reaction-diffusion systems. However, the use of approximate…

Numerical Analysis · Computer Science 2014-08-19 Hong Zhang , Adrian Sandu , Paul Tranquilli

Cell collective migration plays a crucial role in a variety of physiological processes. In this work, we propose the Runge-Kutta random feature method to solve the nonlinear and strongly coupled multiphase flow problems of cells, in which…

Numerical Analysis · Mathematics 2024-12-10 Yangtao Deng , Qiaolin He

A novel optimization procedure for the generation of stability polynomials of stabilized explicit Runge-Kutta methods is devised. Intended for semidiscretizations of hyperbolic partial differential equations, the herein developed approach…

Numerical Analysis · Mathematics 2024-03-19 Daniel Doehring , Gregor J. Gassner , Manuel Torrilhon

A methodology that can generate the optimal coefficients of a numerical method with the use of an artificial neural network is presented in this work. The network can be designed to produce a finite difference algorithm that solves a…

Neural and Evolutionary Computing · Computer Science 2013-09-20 Angelos A. Anastassi

In this paper, we present a framework to construct general stochastic Runge-Kutta Lawson schemes. We prove that the schemes inherit the consistency and convergence properties of the underlying Runge-Kutta scheme, and confirm this in some…

Numerical Analysis · Mathematics 2021-05-14 Kristian Debrabant , Anne Kværnø , Nicky Cordua Mattsson

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
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