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

We apply Runge-Kutta methods to linear partial differential-algebraic equations of the form $Au_t(t,x) + B(u_{xx}(t,x)+ru_x(t,x))+Cu(t,x) = f(t,x)$, where $A,B,C\in\R^{n,n}$ and the matrix $A$ is singular. We prove that under certain…

In this paper a new Runge-Kutta type scheme is introduced for nonlinear stochastic partial differential equations (SPDEs) with multiplicative trace class noise. The proposed scheme converges with respect to the computational effort with a…

A numerical search approach is used to design high-order diagonally implicit Runge-Kutta (DIRK) schemes equipped with embedded error estimators, some of which have identical diagonal elements (SDIRK) and explicit first stage (ESDIRK). In…

This work focuses on the numerical study of a recently published class of Runge-Kutta methods designed for mixed-precision arithmetic. We employ the methods in solving partial differential equations on modern hardware. In particular we…

For a large class of fully nonlinear parabolic equations, which include gradient flows for energy functionals that depend on the solution gradient, the semidiscretization in time by implicit Runge-Kutta methods such as the Radau IIA methods…

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…

This paper introduces a novel framework for the solution of (large-scale) Lyapunov and Sylvester equations derived from numerical integration methods. Suitable systems of ordinary differential equations are introduced. Low-rank…

In this paper we propose a numerical scheme for partitioned systems of index 2 DAEs, such as those arising from nonholonomic mechanical problems and prove the order of a certain class of Runge-Kutta methods we call of Lobatto-type. The…

In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…

Relaxation Runge-Kutta methods reproduce a fully discrete dissipation (or conservation) of entropy for entropy stable semi-discretizations of nonlinear conservation laws. In this paper, we derive the discrete adjoint of relaxation…

In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…

This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stability, contractivity and asymptotic contractivity in mean…

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…

In this paper we consider time-dependent PDEs discretized by a special class of Physics Informed Neural Networks whose design is based on the framework of Runge--Kutta and related time-Galerkin discretizations. The primary motivation for…

In this paper, we examine the Hyers-Ulam and Hyers-Ulam-Rassias stability of solutions of a general class of nonlinear Volterra integral equations. By using a fixed point alternative and improving a technique commonly used in similar…

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…

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…

The framework of inner product norm preserving relaxation Runge-Kutta methods (David I. Ketcheson, \emph{Relaxation Runge-Kutta Methods: Conservation and Stability for Inner-Product Norms}, SIAM Journal on Numerical Analysis, 2019) is…

Strong Stability Preserving (SSP) time integration schemes maintain stability of the forward Euler method for any initial value problem. However, only a small subset of Runge-Kutta (RK) methods are SSP, and many efficient high-order time…

Finite element discretization of time dependent problems also require effective time-stepping schemes. While implicit Runge-Kutta methods provide favorable accuracy and stability problems, they give rise to large and complicated systems of…