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This work introduces a new class of Runge-Kutta methods for solving nonlinearly partitioned initial value problems. These new methods, named nonlinearly partitioned Runge-Kutta (NPRK), generalize existing additive and component-partitioned…

Numerical Analysis · Mathematics 2025-04-07 Tommaso Buvoli , Ben S. Southworth

Explicit integrating factor Runge-Kutta methods are attractive and popular in developing high-order maximum bound principle preserving time-stepping schemes for Allen-Cahn type gradient flows. However, they always suffer from the…

Numerical Analysis · Mathematics 2024-10-10 Hong-lin Liao , Xuping Wang , Cao Wen

New criteria for energy stability of multi-step, multi-stage, and mixed schemes are introduced in the context of evolution equations that arise as gradient flow with respect to a metric. These criteria are used to exhibit second and third…

Numerical Analysis · Mathematics 2023-10-09 Saem Han , Selim Esedoglu , Krishna Garikipati

In current research, we analyse dissipation and dispersion characteristics of most accurate two and three stage Gauss-Legendre implicit Runge-Kutta (R-K) methods. These methods, known for their $A$-stability and immense accuracy, are…

Numerical Analysis · Mathematics 2019-06-25 Subhajit Giri , Shuvam Sen

We further develop a simple modification of Runge--Kutta methods that guarantees conservation or stability with respect to any inner-product norm. The modified methods can be explicit and retain the accuracy and stability properties of the…

Numerical Analysis · Mathematics 2019-05-27 David I. Ketcheson

The 4-th order Runge-Kutta method in the complex plane is proposed for numerically advancing the solutions of a system of first order differential equations in one external invariant satisfied by the master integrals related to a Feynman…

High Energy Physics - Phenomenology · Physics 2009-11-07 M. Caffo , H. Czyz , E. Remiddi

We present an efficient second-order finite difference scheme for solving the 2D sine-Gordon equation, which can inherit the discrete energy conservation for the undamped model theoretically. Due to the semi-implicit treatment for the…

Numerical Analysis · Mathematics 2017-06-28 Xiaorong Kang , Wenqiang Feng , Kelong Cheng , Chunxiang Guo

We present and analyze a series of conservative diagonally implicit Runge--Kutta schemes for the nonlinear Schr\"odiner equation. With the application of the newly developed invariant energy quadratization approach, these schemes possess…

Numerical Analysis · Mathematics 2019-10-31 Ziyuan Liu , Hong Zhang , Xu Qian , Songhe Song

This work constructs a new class of multirate schemes based on the recently developed generalized additive Runge-Kutta (GARK) methods (Sandu and Guenther, 2013). Multirate schemes use different step sizes for different components and for…

Numerical Analysis · Computer Science 2013-10-24 Michael Guenther , Adrian Sandu

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

Earth system models are complex integrated models of atmosphere, ocean, sea ice, and land surface. Coupling the components can be a significant challenge due to the difference in physics, temporal, and spatial scales. This study explores…

Numerical Analysis · Mathematics 2023-04-12 Shinhoo Kang , Alp Dener , Aidan Hamilton , Hong Zhang , Emil M. Constantinescu , Robert L. Jacob

In ordinary turbulence research it has been a long standing tradition to solve the equations in spectral space giving the best possible accuracy. This is indeed a natural choice for incompressible problems with periodic boundaries, but it…

Astrophysics · Physics 2009-11-07 A. Brandenburg , W. Dobler

In this paper a technique is given to recover the classical order of the method when explicit exponential Runge-Kutta methods integrate reaction-diffusion problems. Although methods of high stiff order for problems with vanishing boundary…

Numerical Analysis · Mathematics 2022-11-22 Begoña Cano , Marí a Jesús Moreta

We deal with optimal approximation of solutions of ODEs under local Lipschitz condition and inexact discrete information about the right-hand side functions. We show that the randomized two-stage Runge-Kutta scheme is the optimal method…

Numerical Analysis · Mathematics 2021-03-23 Tomasz Bochacik , Maciej Goćwin , Paweł M. Morkisz , Paweł Przybyłowicz

Instanton theory is an established method to calculate rate constants of chemical reactions including atom tunneling. Technical and methodological improvements increased its applicability. Still, a large number of energy and gradient…

Chemical Physics · Physics 2020-09-10 Jan Meisner , Johannes Kästner

We explore two classes of exponential integrators in this letter to design nonlinear Fourier transform (NFT) algorithms with a desired accuracy-complexity trade-off and a convergence order of $4$ on an equispaced grid. The integrating…

Numerical Analysis · Computer Science 2019-07-22 Vishal Vaibhav

Non-local systems of conservation laws play a crucial role in modeling flow mechanisms across various scenarios. The well-posedness of such problems is typically established by demonstrating the convergence of robust first-order schemes.…

Numerical Analysis · Mathematics 2025-01-07 Nikhil Manoj , G. D. Veerappa Gowda , Sudarshan Kumar K

A Newton-type active set algorithm for large-scale minimization subject to polyhedral constraints is proposed. The algorithm consists of a gradient projection step, a second-order Newton-type step in the null space of the constraint matrix,…

Optimization and Control · Mathematics 2021-01-12 William W. Hager , Davoud Ataee Tarzanagh

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…

Numerical Analysis · Mathematics 2014-10-17 N. S. Hoang , R. B. Sidje

This work proposes and analyzes a new class of numerical integrators for computing low-rank approximations to solutions of matrix differential equation. We combine an explicit Runge-Kutta method with repeated randomized low-rank…

Numerical Analysis · Mathematics 2024-09-11 Hei Yin Lam , Gianluca Ceruti , Daniel Kressner
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