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We propose a new convergent time semi-discrete scheme for the stochastic Landau-Lifshitz-Gilbert equation. The scheme is only linearly implicit and does not require the resolution of a nonlinear problem at each time step. Using a martingale…

Analysis of PDEs · Mathematics 2014-03-13 François Alouges , Anne De Bouard , Antoine Hocquet

We study Runge-Kutta methods for rough differential equations which can be used to calculate solutions to stochastic differential equations driven by processes that are rougher than a Brownian motion. We use a Taylor series representation…

Numerical Analysis · Mathematics 2020-03-31 Martin Redmann , Sebastian Riedel

The aim of this paper is to construct and analyze exponential Runge-Kutta methods for the temporal discretization of a class of semilinear parabolic problems with arbitrary state-dependent delay. First, the well-posedness of the problem is…

Numerical Analysis · Mathematics 2025-09-12 Qiumei Huang , Alexander Ostermann , Gangfan Zhong

The family of PDE-constrained LDDMM methods is emerging as a particularly interesting approach for physically meaningful diffeomorphic transformations. The original combination of Gauss--Newton--Krylov optimization and Runge--Kutta…

Numerical Analysis · Mathematics 2020-06-15 Monica Hernandez

We present a general finite element linearized Landau-Lifshitz-Gilbert equation (LLGE) solver for magnetic systems under weak time-harmonic excitation field. The linearized LLGE is obtained by assuming a small deviation around the…

Applied Physics · Physics 2022-10-27 Zhuonan Lin , Vitaliy Lomakin

We apply Runge-Kutta methods to linear partial differential-algebraic equations of the form $Au_t(t,x) + B(u_{xx}(t,x)+ru_x(t,x))+Cu(t,x) = f(t,x)$, where $A,B,C\in\R^{n,n}$ and the matrix $A$ is singular. We prove that under certain…

Numerical Analysis · Mathematics 2013-03-19 Kristian Debrabant , Karl Strehmel

The dynamics of magnetization in ferromagnetic materials are modeled by the Landau-Lifshitz equation, which presents significant challenges due to its inherent nonlinearity and non-convex constraint. These complexities necessitate efficient…

Numerical Analysis · Mathematics 2024-12-16 Panchi Li , Xiao-Ping Wang

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

When one wishes to numerically solve an initial value problem, it is customary to rewrite it as an equivalent first-order system to which a method, usually from the class of Runge-Kutta methods, is applied. Directly treating higher-order…

Numerical Analysis · Mathematics 2026-02-25 Loris Petronijevic

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. Unlike other recent work in this area, the proposed methods support mixed…

Numerical Analysis · Mathematics 2023-01-04 Rujeko Chinomona , Daniel R. Reynolds

The dynamics of magnetization near a stable equilibrium in ferromagnetic nanomagnets are examined within the Landau--Lifshitz--Gilbert (LLG) framework. For a small angle precession, the dependence of ferromagnetic resonance (FMR) frequency,…

In this paper, we develop new techniques for solving the large, coupled linear systems that arise from fully implicit Runge-Kutta methods. This method makes use of the iterative preconditioned GMRES algorithm for solving the linear systems,…

Numerical Analysis · Mathematics 2017-03-08 Will Pazner , Per-Olof Persson

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

In this work, we consider the construction of efficient surrogates for the stochastic version of the Landau-Lifshitz-Gilbert (LLG) equation using model order reduction techniques, in particular, the Reduced Basis (RB) method. The Stochastic…

Numerical Analysis · Mathematics 2025-10-01 Andrea Scaglioni , Michael Feischl , Fernando Henríquez

The Landau-Lifshitz equation describes the dynamics of magnetization in ferromagnetic materials. Due to the essential nonlinearity and nonconvex constraint, it is typically solved numerically. In this paper, we developed a finite volume…

Numerical Analysis · Mathematics 2026-05-18 Yunjie Gong , Jingrun Chen , Rui Du , Panchi Li

We present novel entropy-conservative and entropy-stable multirate Runge-Kutta methods based on Paired Explicit Runge-Kutta (P-ERK) schemes with relaxation for conservation laws and related systems of partial differential equations.…

Numerical Analysis · Mathematics 2025-07-09 Daniel Doehring , Hendrik Ranocha , Manuel Torrilhon

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…

Numerical Analysis · Mathematics 2019-04-16 Vu Thai Luan , Rujeko Chinomona , Daniel R. Reynolds

In this work we consider a mixed precision approach to accelerate the implemetation of multi-stage methods. We show that Runge-Kutta methods can be designed so that certain costly intermediate computations can be performed as a…

Numerical Analysis · Mathematics 2020-12-25 Zachary J. Grant

A keen interest towards technological implications of spin-orbit driven magnetization dynamics requests a proper theoretical description, especially in the context of a microscopic framework, to be developed. Indeed, magnetization dynamics…

Mesoscale and Nanoscale Physics · Physics 2018-11-22 Anastasiia A. Pervishko , Mikhail I. Baglai , Olle Eriksson , Dmitry Yudin

Isospectral Runge-Kutta methods are well-suited for the numerical solution of isospectral systems such as the rigid body and the Toda lattice. More recently, these integrators have been applied to geophysical fluid models, where their…

Numerical Analysis · Mathematics 2025-06-10 Clauson Carvalho da Silva , Christian Lessig , Carlos Tomei
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