Related papers: Exploring Exponential Runge-Kutta Methods: A Surve…
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…
In this paper, we discuss numerical methods for solving large-scale continuous-time algebraic Riccati equations. These methods have been the focus of intensive research in recent years, and significant progress has been made in both the…
Perturbed Runge--Kutta methods (also referred to as downwind Runge--Kutta methods) can guarantee monotonicity preservation under larger step sizes relative to their traditional Runge--Kutta counterparts. In this paper we study, the question…
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…
Rational methods are intended to time integrate linear homogeneous problems. However, their scope can be extended so as to cover linear nonhomogeneous problems. In this paper the integration of semilinear problems is considered. The…
Fractional-step methods are a popular and powerful divide-and-conquer approach for the numerical solution of differential equations. When the integrators of the fractional steps are Runge--Kutta methods, such methods can be written as…
The differential equation in the external invariant p^2 satisfied by the master integral of the general massive 2-loop 4-denominator self-mass diagram is exploited and the expansion of the master integral at p^2=0 is obtained analytically.…
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…
One of main obstacles in verifying the energy dissipation laws of implicit-explicit Runge-Kutta (IERK) methods for phase field equations is to establish the uniform boundedness of stage solutions without the global Lipschitz continuity…
We consider systems of ordinary differential equations with known first integrals. The notion of a discrete tangent space is introduced as the orthogonal complement of an arbitrary set of discrete gradients. Integrators which exactly…
Many practical problems can be described by second-order system $\ddot{q}=-M\nabla U(q)$, in which people give special emphasis to some invariants with explicit physical meaning, such as energy, momentum, angular momentum, etc. However,…
Exponential integrators are special time discretization methods where the traditional linear system solves used by implicit schemes are replaced with computing the action of matrix exponential-like functions on a vector. A very general…
Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…
This survey provides an overview of state-of-the art multirate schemes, which exploit the different time scales in the dynamics of a differential equation model by adapting the computational costs to different activity levels of the system.…
While implicit Runge--Kutta methods possess high order accuracy and important stability properties, implementation difficulties and the high expense of solving the coupled algebraic system at each time step are frequently cited as…
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…
We present a new method for developing time step controllers based on a technique from the field of machine learning. This method is applicable to stable time integrators that have an embedded scheme, i.e., that have local error estimation…
This paper investigates, a new class of fractional order Runge-Kutta (FORK) methods for numerical approximation to the solution of fractional differential equations (FDEs). By using the Caputo generalizedTaylor formula and the total…
The residual-based variational multiscale (VMS) formulation has achieved remarkable success in large-eddy simulation of turbulent flows. However, its temporal discretization has largely remained limited to second-order implicit schemes. The…
We are concerned with the efficient implementation of symplectic implicit Runge-Kutta (IRK) methods applied to systems of (non-necessarily Hamiltonian) ordinary differential equations by means of Newton-like iterations. We pay particular…