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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

We consider semilinear evolution equations for which the linear part generates a strongly continuous semigroup and the nonlinear part is sufficiently smooth on a scale of Hilbert spaces. In this setting, we prove the existence of solutions…

Numerical Analysis · Mathematics 2015-10-22 Marcel Oliver , Claudia Wulff

We consider a Lagrangian system $L(q,\dot q) = \sum_{l=1}^{N}L^{\{l\}}(q,\dot q)$, where the $q$-variable is treated by a Generalized Additive Runge--Kutta (GARK) method. Applying the technique of discrete variations, we show how to…

Numerical Analysis · Mathematics 2020-08-05 Antonella Zanna

A new format for commutator-free Lie group methods is proposed based on explicit classical Runge-Kutta schemes. In this format exponentials are reused at every stage and the storage is required only for two quantities: the right hand side…

Numerical Analysis · Mathematics 2025-06-12 Alexei Bazavov

It is well-known that a numerical method which is at the same time geometric structure-preserving and physical property-preserving cannot exist in general for Hamiltonian partial differential equations. In this paper, we present a novel…

Numerical Analysis · Mathematics 2019-07-25 Chuchu Chen , Jialin Hong , Chol Sim , Kwang Sonwu

Canards are a well-studied phenomenon in fast-slow ordinary differential equations implying the delayed loss of stability after the slow passage through a singularity. Recent studies have shown that the corresponding maps stemming from…

Dynamical Systems · Mathematics 2023-04-19 Maximilian Engel , Georg A. Gottwald

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

In this paper, using generalized metric projection, we propose a new extragradient method for finding a common element of the solutions set of a generalized equilibrium problem and a variational inequality for an $\alpha$-inverse-strongly…

Functional Analysis · Mathematics 2016-11-01 Zeynab Jouymandi , Fridoun Moradlou

In this paper, two novel classes of implicit exponential Runge-Kutta (ERK) methods are studied for solving highly oscillatory systems. First of all, we analyze the symplectic conditions of two kinds of exponential integrators, and present a…

Numerical Analysis · Mathematics 2023-12-05 Xianfa Hu , Wansheng Wang , Bin Wang , Yonglei Fang

Neural networks have proven to be efficient surrogate models for tackling partial differential equations (PDEs). However, their applicability is often confined to specific PDEs under certain constraints, in contrast to classical PDE solvers…

Machine Learning · Computer Science 2023-10-03 Hoyun Choi , Sungyeop Lee , B. Kahng , Junghyo Jo

The aim of this paper is to design the explicit radial basis function (RBF) Runge-Kutta methods for the initial value problem. We construct the two-, three- and four-stage RBF Runge-Kutta methods based on the Gaussian RBF Euler method with…

Numerical Analysis · Mathematics 2024-03-14 Jiaxi Gu , Xinjuan Chen , Jae-Hun Jung

Hamiltonian systems are one of the most important class of dynamical systems with a geometric structure called symplecticity and the numerical algorithms which can preserve such geometric structure are of interest. In this article we study…

Numerical Analysis · Mathematics 2015-10-16 Wensheng Tang , Guangming Lang , Xuqiong Luo

We introduce a high-order space-time approximation of the Shallow Water Equations with sources that is invariant-domain preserving (IDP) and well-balanced with respect to rest states. The employed time-stepping technique is a novel explicit…

Numerical Analysis · Mathematics 2025-09-09 Jean-Luc Guermond , Matthias Maier , Eric Tovar

The application of Runge-Kutta schemes designed to enjoy a large region of absolute stability can significantly increase the efficiency of numerical methods for PDEs based on a method of lines approach. In this work we investigate the…

Numerical Analysis · Mathematics 2007-05-23 Fausto Cavalli , Giovanni Naldi , Gabriella Puppo , Matteo Semplice

This paper focuses on the strong convergence rate of both Runge--Kutta methods and simplified step-$N$ Euler schemes for stochastic differential equations driven by multi-dimensional fractional Brownian motions with $H\in(\frac12,1)$. Based…

Numerical Analysis · Mathematics 2021-04-23 Jialin Hong , Chuying Huang , Xu Wang

We study the application of the generalized convolution quadrature (gCQ) based on Runge--Kutta methods to approximate the solution of an important class of sectorial problems. The gCQ generalizes Lubich's original convolution quadrature…

Numerical Analysis · Mathematics 2025-06-27 Jing Guo , Maria Lopez-Fernandez

This work considers multirate generalized-structure additively partitioned Runge-Kutta (MrGARK) methods for solving stiff systems of ordinary differential equations (ODEs) with multiple time scales. These methods treat different partitions…

Numerical Analysis · Mathematics 2022-01-19 Steven Roberts , John Loffeld , Arash Sarshar , Carol S. Woodward , Adrian Sandu

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

Many important differential equations model quantities whose value must remain positive or stay in some bounded interval. These bounds may not be preserved when the model is solved numerically. We propose to ensure positivity or other…

Numerical Analysis · Mathematics 2021-11-10 Stephan Nüßlein , Hendrik Ranocha , David I Ketcheson

Ordinary differential equations (ODEs) and ordinary difference systems (O$\Delta$Ss) invariant under the actions of the Lie groups $\mathrm{SL}_x(2)$, $\mathrm{SL}_y(2)$ and $\mathrm{SL}_x(2)\times\mathrm{SL}_y(2)$ of projective…

Mathematical Physics · Physics 2016-01-20 Rutwig Campoamor-Stursberg , Miguel A. Rodríguez , Pavel Winternitz