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We deal with optimal approximation of solutions of ODEs under local Lipschitz condition and inexact discrete information about the right-hand side functions. We show that the randomized two-stage Runge-Kutta scheme is the optimal method…

Numerical Analysis · Mathematics 2021-03-23 Tomasz Bochacik , Maciej Goćwin , Paweł M. Morkisz , Paweł Przybyłowicz

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 introduce a numerical method to integrate the stochastic Landau-Lifshitz-Gilbert equation in spherical coordinates for generic discretization schemes. This method conserves the magnetization modulus and ensures the approach to…

Statistical Mechanics · Physics 2014-08-27 Federico Romá , Leticia F. Cugliandolo , Gustavo S. Lozano

We consider the numerical approximation of a continuum model of antiferromagnetic and ferrimagnetic materials. The state of the material is described in terms of two unit-length vector fields, which can be interpreted as the magnetizations…

Numerical Analysis · Mathematics 2023-12-11 Hywel Normington , Michele Ruggeri

A space-time fully adaptive multiresolution method for evolutionary non-linear partial differential equations is presented introducing an improved local time-stepping method. The space discretisation is based on classical finite volumes,…

Numerical Analysis · Mathematics 2019-05-22 Müller Moreira Lopes , Margarete Oliveira Domingues , Kai Schneider , Odim Mendes

Finite differences and Runge-Kutta time stepping schemes used in Computational AeroAcoustics simulations are often optimized for low dispersion and dissipation (e.g. DRP or LDDRK schemes) when applied to linear problems in order to…

Numerical Analysis · Mathematics 2019-12-02 Aldaïr Petronilia , Edward James Brambley

We consider the efficient numerical solution of coupled dynamical systems, consisting of a small nonlinear part and a large linear time invariant part, possibly stemming from spatial discretization of an underlying partial differential…

Numerical Analysis · Mathematics 2018-11-27 Herbert Egger , Vsevolod Shashkov , Kersten Schmidt

Magnetization dynamics in magnetic materials is modeled by the Landau-Lifshitz-Gilbert (LLG) equation. In the LLG equation, the length of magnetization is conserved and the system energy is dissipative. Implicit and semi-implicit schemes…

Computational Physics · Physics 2021-06-15 Yifei Sun , Jingrun Chen , Rui Du , Cheng Wang

A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…

Computational Physics · Physics 2024-01-02 Viktoriya Morozova , James G. Coder , Kevin Holst

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

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

Explicit Runge--Kutta (RK) methods are susceptible to a reduction in the observed order of convergence when applied to initial-boundary value problem with time-dependent boundary conditions. We study conditions on explicit RK methods that…

Numerical Analysis · Mathematics 2026-02-11 Abhijit Biswas , David I. Ketcheson , Steven Roberts , Benjamin Seibold , David Shirokoff

A coercivity property of temporal convolution operators is an essential tool in the analysis of time-dependent boundary integral equations and their space and time discretisations. It is known that this coercivity property is inherited by…

Numerical Analysis · Mathematics 2017-02-28 Lehel Banjai , Christian Lubich

There exist many Runge-Kutta methods (explicit or implicit), more or less adapted to specific problems. Some of them have interesting properties, such as stability for stiff problems or symplectic capability for problems with energy…

Numerical Analysis · Mathematics 2018-04-16 Julien Alexandre dit Sandretto

This article extends the theory of classical finite-difference summation-by-parts (FD-SBP) time-marching methods to the generalized summation-by-parts (GSBP) framework. Dual-consistent GSBP time-marching methods are shown to retain: A and…

Numerical Analysis · Mathematics 2016-01-26 Pieter D. Boom , David W. Zingg

This paper develops a new class of linearly implicit time integration schemes called Linearly-Implicit Runge-Kutta-W (LIRK-W) methods. These schemes are based on an implicit-explicit approach which does not require a splitting of the right…

Numerical Analysis · Mathematics 2016-11-22 Paul Tranquilli , Adrian Sandu , Hong Zhang

This paper investigates the time-optimal control problem for the Landau-Lifshitz-Bloch (LLB) equation, a macroscopic model that characterizes magnetization dynamics in ferromagnetic materials across a wide temperature range, including near…

Optimization and Control · Mathematics 2025-12-22 Sidhartha Patnaik , Kumarasamy Sakthivel

We consider a Runge--Kutta method for the numerical time integration of the nonstationary incompressible Navier--Stokes equations. This yields a sequence of nonlinear problems to be solved for the stages of the Runge--Kutta method. The…

Numerical Analysis · Mathematics 2025-06-06 Santolo Leveque , Yunhui He , Maxim Olshanskii

We present a method to approximately solve general instances of combinatorial optimization problems using the physical dynamics of 3d rotors obeying Landau-Lifshitz-Gilbert dynamics. Conventional techniques to solve discrete optimization…

Disordered Systems and Neural Networks · Physics 2025-04-29 Dairong Chen , Andrew D. Kent , Dries Sels , Flaviano Morone

Runge-Kutta methods have an irreplaceable position among numerical methods designed to solve ordinary differential equations. Especially, implicit ones are suitable for approximating solutions of stiff initial value problems. We propose a…

Numerical Analysis · Mathematics 2024-12-13 Hana Mizerová , Katarína Tvrdá

A unified theoretical framework is suggested to examine the energy dissipation properties at all stages of additive implicit-explicit Runge-Kutta (IERK) methods up to fourth-order accuracy for gradient flow problems. We construct some…

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