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A mixed accuracy framework for Runge--Kutta methods presented in Grant [JSC 2022] and applied to diagonally implicit Runge--Kutta (DIRK) methods can significantly speed up the computation by replacing the implicit solver by less expensive…

New time integration methods are proposed for simulating incompressible multiphase flow in pipelines described by the one-dimensional two-fluid model. The methodology is based on 'half-explicit' Runge-Kutta methods, being explicit for the…

Numerical Analysis · Mathematics 2019-02-19 Benjamin Sanderse , Arthur E. P. Veldman

Additive Runge-Kutta methods designed for preserving highly accurate solutions in mixed-precision computation were proposed and analyzed in 4. These specially designed methods use reduced precision for the implicit computations and full…

Numerical Analysis · Mathematics 2022-12-23 Ben Burnett , Sigal Gottlieb , Zachary J. Grant

This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a generic family of particular solutions and some constants…

Probability · Mathematics 2025-11-11 E. Fernández-Saiz , J. de Lucas , X. Rivas , M. Zajac

This paper presents two kinds of strategies to construct structure-preserving algorithms with homogeneous Neumann boundary conditions for the sine-Gordon equation, while most existing structure-preserving algorithms are only valid for zero…

Numerical Analysis · Mathematics 2019-09-04 Wenjun Cai , Chaolong Jiang , Yushun Wang

This work is devoted to the establishment of a Poisson structure for a format of equations known as Generalized Lotka-Volterra systems. These equations, which include the classical Lotka-Volterra systems as a particular case, have been…

Mathematical Physics · Physics 2019-11-01 Benito Hernández-Bermejo , Victor Fairén

A new procedure for the global construction of the Casimir invariants and Darboux canonical form for finite-dimensional Poisson systems is developed. This approach is based on the concept of matrix congruence and can be applied without the…

Mathematical Physics · Physics 2019-10-22 Benito Hernández-Bermejo

In this paper, we present continuous-stage partitioned Runge-Kutta (csPRK) methods for energy-preserving integration of Hamiltonian systems. A sufficient condition for the energy preservation of the csPRK methods is derived. It is shown…

Numerical Analysis · Mathematics 2025-07-25 Wensheng Tang

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…

Mathematical Physics · Physics 2016-11-10 Isabel Cordero-Carrión , Pablo Cerdá-Durán

We show that Kahan's discretization of quadratic vector fields is equivalent to a Runge--Kutta method. When the vector field is Hamiltonian on either a symplectic vector space or a Poisson vector space with constant Poisson structure, the…

Numerical Analysis · Mathematics 2015-06-11 Elena Celledoni , Robert I McLachlan , Brynjulf Owren , G R W Quispel

In this paper, we are concerned with arbitrarily high-order momentum-preserving and energy-preserving schemes for solving the generalized Rosenau-type equation, respectively. The derivation of the momentum-preserving schemes is made within…

Numerical Analysis · Mathematics 2023-01-31 Chaolong Jiang , Xu Qian , Songhe Song , Chenxuan Zheng

This paper investigates in depth how stochastic perturbations affect the integrable structure of Hamiltonian systems and develops a KAM theory for stochastic Hamiltonian dynamics, in the sense of the most probable path. We first derive the…

Dynamical Systems · Mathematics 2026-05-20 Xinze Zhang , Yong Li

We put forward the use of total-variation-diminishing (or more generally, strong stability preserving) implicit-explicit Runge-Kutta methods for the time integration of the equations of motion associated with the semiconvection problem in…

Numerical Analysis · Mathematics 2012-03-09 Friedrich Kupka , Natalie Happenhofer , Inmaculada Higueras , Othmar Koch

We propose a new method to prove the partitioned Runge--Kutta methods with symplectic conditions for determinate and stochastic Hamiltonian systems are symplectic. We utilize Gr\"obner basis technology which is the one of symbolic…

Numerical Analysis · Mathematics 2025-09-16 Xiaojing Zhang

Accurate long-term predictions of large-scale flow features on planets are crucial for understanding global atmospheric and oceanic systems, necessitating the development of numerical methods that can preserve essential physical structures…

Fluid Dynamics · Physics 2024-09-10 Arnout Franken , Erwin Luesink , Sagy Ephrati , Bernard Geurts

We derive variational integrators for stochastic Hamiltonian systems on Lie groups using a discrete version of the stochastic Hamiltonian phase space principle. The structure-preserving properties of the resulting scheme, such as…

Numerical Analysis · Mathematics 2024-12-30 François Gay-Balmaz , Meng Wu

When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…

Numerical Analysis · Mathematics 2017-08-02 Sidafa Conde , Sigal Gottlieb , Zachary J. Grant , John N. Shadid

We propose and study conformal integrators for linearly damped stochastic Poisson systems. We analyse the qualitative and quantitative properties of these numerical integrators: preservation of dynamics of certain Casimir and Hamiltonian…

Numerical Analysis · Mathematics 2025-03-04 Charles-Edouard Bréhier , David Cohen , Yoshio Komori

We generalize the idea of relaxation time stepping methods in order to preserve multiple nonlinear conserved quantities of a dynamical system by projecting along directions defined by multiple time stepping algorithms. Similar to the…

Numerical Analysis · Mathematics 2023-02-13 Abhijit Biswas , David I. Ketcheson

An explicit numerical strategy that practically preserves invariants is derived for conservative systems by combining an explicit high-order Runge-Kutta (RK) scheme with a simple modification of the standard projection approach, which is…

Numerical Analysis · Mathematics 2020-09-16 Wenjun Cai , Yuezheng Gong , Yushun Wang