Related papers: Runge-Kutta Random Feature Method for Solving Mult…
A general purpose, modular program package for the integration of large number of independent ordinary differential equation systems capable of using professional graphics cards is presented. The available numerical schemes are the explicit…
In this paper we discuss the use of implicit Runge-Kutta schemes for the time discretization of optimal control problems with evolution equations. The specialty of the considered discretizations is that the discretizations schemes for the…
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…
Many astrophysical processes involving magnetic fields and quasi-stationary processes are well described when assuming the fluid as a perfect conductor. For these systems, the ideal-magnetohydrodynamics (MHD) description captures the…
We have shown previously that functionally fitted Runge-Kutta (FRK) methods can be studied using a convenient collocation framework. Here, we extend that framework to functionally fitted Runge-Kutta-Nystr\"om (FRKN) methods, shedding…
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…
It is well known that symplectic Runge-Kutta and Partitioned Runge-Kutta methods exactly preserve {\em quadratic} first integrals (invariants of motion) of the system being integrated. While this property is often seen as a mere curiosity…
We show in this paper that third- and fourth-order low storage Runge-Kutta algorithms can be built specifically for quadratic nonlinear operators, at the expense of roughly doubling the time needed for evaluating the temporal derivatives.…
The generalized additive Runge-Kutta (GARK) framework provides a powerful approach for solving additively partitioned ordinary differential equations. This work combines the ideas of symplectic GARK schemes and multirate GARK schemes to…
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…
In this paper, three efficient ensemble algorithms are proposed for fast-solving the random fluid-fluid interaction model. Such a model can be simplified as coupling two heat equations with random diffusion coefficients and a friction…
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…
The effects of kinetic-energy preservation errors due to Runge-Kutta (RK) temporal integrators have been analyzed for the case of large-eddy simulations of incompressible turbulent channel flow. Simulations have been run using the…
In the present paper, a class of stochastic Runge-Kutta methods containing the second order stochastic Runge-Kutta scheme due to E. Platen for the weak approximation of It\^o stochastic differential equation systems with a multi-dimensional…
In this paper, we study symmetric integrators for solving second-order ordinary differential equations on the basis of the notion of continuous-stage Runge-Kutta-Nystrom methods. The construction of such methods heavily relies on the…
Within the Functional Renormalisation Group (FRG) approach, we present a fluid-dynamical approach to solving flow equations for models living in a multi-dimensional field space. To this end, the underlying exact flow equation of the…
Classical and new numerical schemes are generated using evolutionary computing. Differential Evolution is used to find the coefficients of finite difference approximations of function derivatives, and of single and multi-step integration…
We investigate fluid transport in random velocity fields with unsteady drift. First, we propose to quantify fluid transport between flow regimes of different characteristic motion, by escape probability and mean residence time. We then…
A fast and accurate computational scheme for simulating nonlinear dynamic systems is presented. The scheme assumes that the system can be represented by a combination of components of only two different types: first-order low-pass filters…
In this paper we investigate the existence, uniqueness and approximation of solutions of delay differential equations (DDEs) with the right-hand side functions $f=f(t,x,z)$ that are Lipschitz continuous with respect to $x$ but only H\"older…