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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 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

In this paper, exponential Runge-Kutta methods of collocation type (ERKC) which were originally proposed in (Appl Numer Math 53:323-339, 2005) are extended to semilinear parabolic problems with time-dependent delay. Two classes of the ERKC…

Numerical Analysis · Mathematics 2025-12-30 Qiumei Huang , Alexander Ostermann , Gangfan Zhong

Using dual perturbation theory in a non-sun-reflexive context, we establish a correspondence between 1. a class of nonlinear abstract delay differential equations (DDEs) with unbounded linear part and an unknown taking values in an…

Dynamical Systems · Mathematics 2019-02-01 Sebastiaan G. Janssens

Gamma distributed delay differential equations (DDEs) arise naturally in many modelling applications. However, appropriate numerical methods for generic Gamma distributed DDEs are not currently available. Accordingly, modellers often resort…

Numerical Analysis · Mathematics 2021-04-09 Tyler Cassidy , Peter Gillich , Antony R. Humphries , Christiaan H. van Dorp

The 4-th order Runge-Kutta method in the complex plane is proposed for numerically advancing the solutions of a system of first order differential equations in one external invariant satisfied by the master integrals related to a Feynman…

High Energy Physics - Phenomenology · Physics 2009-11-07 M. Caffo , H. Czyz , E. Remiddi

We are studying Runge-Kutta methods along complex paths of integration from a geometric point of view. Thereby we derive special complex time grids, which applied to the problem of integrating a linear autonomous system of ordinary…

Numerical Analysis · Mathematics 2009-03-10 Thorsten Orendt , Jürgen Richter-Gebert , Michael Schmid

This paper is devoted to examining the stability of Runge-Kutta methods for solving nonlinear Volterra delay-integro-differential-algebraic equations (DIDAEs) with constant delay. Hybrid numerical schemes combining Runge-Kutta methods and…

Numerical Analysis · Mathematics 2025-08-19 Gehao Wang , Yuexin Yu

Explicit Runge-Kutta schemes with large stable step sizes are developed for integration of high order spectral difference spatial discretization on quadrilateral grids. The new schemes permit an effective time step that is substantially…

Numerical Analysis · Mathematics 2013-07-16 M. Parsani , D. I. Ketcheson , W. Deconinck

We introduce a class of exponential Runge-Kutta integration methods for kinetic equations. The methods are based on a decomposition of the collision operator into an equilibrium and a non equilibrium part and are exact for relaxation…

Numerical Analysis · Mathematics 2010-10-08 Giacomo Dimarco , Lorenzo Pareschi

We study the construction and convergence of semi-explicit and iterative decoupling schemes for an elliptic-parabolic problem using higher-order Runge-Kutta methods. For the semi-explicit schemes, which are constructed using a nearby delay…

Numerical Analysis · Mathematics 2026-05-22 Robert Altmann , Abdullah Mujahid , Benjamin Unger

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

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

This article extends the theory of dual-consistent summation-by-parts (SBP) and generalized SBP (GSBP) time-marching methods by showing that they are implicit Runge-Kutta schemes. Through this connection, the accuracy theory for the…

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

This work deals with two groups of spectral analysis results for matrices arising in fully implicit Runge-Kutta methods used for linear time-dependent partial differential equations. These were applied for different formulations of the same…

Numerical Analysis · Mathematics 2025-10-27 Michal Outrata

The system of 4 differential equations in the external invariant satisfied by the 4 master integrals of the general massive 2-loop sunrise self-mass diagram is solved by the Runge-Kutta method in the complex plane. The method, whose…

High Energy Physics - Phenomenology · Physics 2009-11-07 M. Caffo , H. Czyz , E. Remiddi

We develop continuous-stage Runge-Kutta methods based on weighted orthogonal polynomials in this paper. There are two main highlighted merits for developing such methods: Firstly, we do not need to study the tedious solution of…

Numerical Analysis · Mathematics 2025-07-23 Wensheng Tang

Semi-discrete Runge-Kutta schemes for nonlinear diffusion equations of parabolic type are analyzed. Conditions are determined under which the schemes dissipate the discrete entropy locally. The dissipation property is a consequence of the…

Numerical Analysis · Mathematics 2015-06-24 Ansgar Jüngel , Stefan Schuchnigg

Exponential integrators are explicit methods for solving ordinary differential equations that treat linear behaviour exactly. The stiff-order conditions for exponential integrators derived in a Banach space framework by Hochbruck and…

Computational Physics · Physics 2023-03-28 Thoma Zoto , John C. Bowman

In this paper a set of previous general results for the development of B--series for a broad class of stochastic differential equations has been collected. The applicability of these results is demonstrated by the derivation of B--series…

Numerical Analysis · Mathematics 2025-01-08 Alemayehu Adugna Arara , Kristian Debrabant , Anne Kværnø
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