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Related papers: Stability analysis of Runge-Kutta methods for nonl…

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In this work, we develop a class of up to third-order energy-stable schemes for the Cahn--Hilliard equation. Building on Lawson's integrating factor Runge--Kutta method, which is widely used for stiff semilinear equations, we discuss its…

Numerical Analysis · Mathematics 2024-11-26 Haifeng Wang , Jingwei Sun , Hong Zhang , Xu Qian , Songhe Song

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

We consider quadrature formulas of high order in time based on Radau-type, L-stable implicit Runge-Kutta schemes to solve time dependent stiff PDEs. Instead of solving a large nonlinear system of equations, we develop a method that performs…

Numerical Analysis · Mathematics 2016-04-04 Max Duarte , Matthew Emmett

The parametric instability arising when ordinary differential equations (ODEs) are numerically integrated with Runge-Kutta-Nystr\"om (RKN) methods with varying step sizes is investigated. It is shown that when linear constant coefficient…

Numerical Analysis · Mathematics 2012-09-25 Robert Piché

Deriving analytical solutions of ordinary differential equations is usually restricted to a small subset of problems and numerical techniques are considered. Inevitably, a numerical simulation of a differential equation will then always be…

Numerical Analysis · Mathematics 2021-05-12 Said Ouala , Laurent Debreu , Ananda Pascual , Bertrand Chapron , Fabrice Collard , Lucile Gaultier , Ronan Fablet

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

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…

Numerical Analysis · Mathematics 2024-12-13 Hana Mizerová , Katarína Tvrdá

We present unconditionally energy stable Runge-Kutta (RK) discontinuous Galerkin (DG) schemes for solving a class of fourth order gradient flows. Our algorithm is geared toward arbitrarily high order approximations in both space and time,…

Numerical Analysis · Mathematics 2021-01-05 Hailiang Liu , Peimeng Yin

The paper proposes a scheme by combining the Runge-Kutta discontinuous Galerkin method with a {\delta}-mapping algorithm for solving hyperbolic conservation laws with discontinuous fluxes. This hybrid scheme is particularly applied to…

Numerical Analysis · Mathematics 2015-11-05 Dian-liang Qiao , Peng Zhang , Zhi-yang Lin , S. C. Wong , Keechoo Choi

In this paper, we present a comprehensive long-time stability analysis of a second-order explicit exponential Runge--Kutta (ERK2) method for the Cahn--Hilliard (CH) equation. By employing Fourier spectral collocation in space and a…

Numerical Analysis · Mathematics 2025-12-08 Jing Guo

A time discretization method is called strongly stable, if the norm of its numerical solution is nonincreasing. It is known that, even for linear semi-negative problems, many explicit Runge--Kutta (RK) methods fail to preserve this…

Numerical Analysis · Mathematics 2019-12-30 Zheng Sun , Chi-Wang Shu

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…

Numerical Analysis · Mathematics 2024-01-23 Fabio V. Difonzo , Paweł Przybyłowicz , Yue Wu , Xinheng Xie

A posteriori error estimates based on residuals can be used for reliable error control of numerical methods. Here, we consider them in the context of ordinary differential equations and Runge-Kutta methods. In particular, we take the…

Numerical Analysis · Mathematics 2024-09-25 Hendrik Ranocha , Jan Giesselmann

The main theoretical obstacle to establish the original energy dissipation laws of Runge-Kutta methods for phase-field equations is to verify the maximum norm boundedness of the stage solutions without assuming global Lipschitz continuity…

Numerical Analysis · Mathematics 2024-12-11 Xuping Wang , Xuan Zhao , Hong-lin Liao

In this paper the performance of a parallel iterated Runge-Kutta method is compared versus those of the serial fouth order Runge-Kutta and Dormand-Prince methods. It was found that, typically, the runtime for the parallel method is…

Numerical Analysis · Mathematics 2016-01-12 Alejandra Gaitán Montejo , Octavio A. Michel-Manzo , César A. Terrero-Escalante

In this manuscript, we present the development of implicit and implicit-explicit ADER and DeC methodologies within the DeC framework using the two-operators formulation, with a focus on their stability analysis both as solvers for ordinary…

Numerical Analysis · Mathematics 2025-05-14 Philipp Öffner , Louis Petri , Davide Torlo

High order spatial discretizations with monotonicity properties are often desirable for the solution of hyperbolic PDEs. These methods can advantageously be coupled with high order strong stability preserving time discretizations. The…

Numerical Analysis · Mathematics 2014-03-27 Sigal Gottlieb , Zachary J. Grant , Daniel Higgs

Many control, optimization, and learning algorithms rely on discretizations of continuous-time contracting systems, where preservation of contractivity under numerical integration is key for stability, robustness, and reliable fixed-point…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Yu Kawano , Francesco Bullo

In the present paper, we introduce a new family of $ \theta-$methods for solving delay differential equations. New methods are developed using a combination of decomposition technique viz. new iterative method proposed by Daftardar Gejji…

Numerical Analysis · Mathematics 2021-02-16 Yogita Mahatekar , Pallavi S. Scindia

The use of high order fully implicit Runge-Kutta methods is of significant importance in the context of the numerical solution of transient partial differential equations, in particular when solving large scale problems due to fine space…

Numerical Analysis · Mathematics 2023-02-27 Ivo Dravins , Stefano Serra-Capizzano , Maya Neytcheva