Related papers: Explicit and Effectively Symmetric Runge-Kutta Met…
In the present paper, a class of stochastic Runge-Kutta methods containing the second order stochastic Runge-Kutta scheme due to E. Platen for the weak approximation of It\^o stochastic differential equation systems with a multi-dimensional…
This study investigates numerical methods to solve nonlinear transport problems characterized by various sorption isotherms with a focus on the Freundlich type of isotherms. We describe and compare second order accurate numerical schemes,…
In this paper, we intend to study the geometric meaning of the discrete logarithm problem defined over an Elliptic Curve. The key idea is to reduce the Elliptic Curve Discrete Logarithm Problem (EC-DLP) into a system of equations. These…
We study symplectic numerical integration of mechanical systems with a Hamiltonian specified in non-canonical coordinates and its application to guiding-center motion of charged plasma particles in magnetic confinement devices. The…
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…
Stiff systems of ordinary differential equations (ODEs) arise in a wide range of scientific and engineering disciplines and are traditionally solved using implicit integration methods due to their stability and efficiency. However, these…
In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…
The recently-introduced relaxation approach for Runge-Kutta methods can be used to enforce conservation of energy in the integration of Hamiltonian systems. We study the behavior of implicit and explicit relaxation Runge-Kutta methods in…
In a previous paper, a technique was suggested to avoid order reduction with any explicit exponential Runge-Kutta method when integrating initial boundary value nonlinear problems with time-dependent boundary conditions. In this paper, we…
Among the family of fourth-order time integration schemes, the two-stage Gauss--Legendre method, which is an implicit Runge--Kutta method based on collocation, is the only superconvergent. The computational cost of this implicit scheme for…
We investigate the interplay between algebraic and categorical notions of non-invertible symmetries. In particular, a fusion categorical symmetry $\mathcal{C}$ is shown to induce an algebraic symmetry encoded in a weak Hopf algebra $H$…
The main goal of this paper is to investigate the order reduction phenomenon that appears in the integral deferred correction (InDC) methods based on implicit-explicit (IMEX) Runge-Kutta (R-K) schemes when applied to a class of stiff…
Extended Stability Runge-Kutta (ESRK) methods are crucial for solving large-scale computational problems in science and engineering, including weather forecasting, aerodynamic analysis, and complex biological modelling. However, balancing…
Explicit Runge-Kutta schemes become impractical when a stiff linear operator is present in the dynamics. This failure mode is quite common in numerical simulations of fluids and plasmas. Lawson proposed Generalized Runge-Kutta Processes for…
Convenient, easy to implement stochastic integration methods are developed on the basis of abstract one-step deterministic order $p$ integration techniques. The abstraction as an arbitrary one step map allows the inspection of easy to…
Often the regression function is specified by a system of ordinary differential equations (ODEs) involving some unknown parameters. Typically analytical solution of the ODEs is not available, and hence likelihood evaluation at many…
It is common in classical mechanics to encounter systems whose Hamiltonian $H$ is the sum of an often exactly integrable Hamiltonian $H_0$ and a small perturbation $\epsilon H_1$ with $\epsilon\ll1$. Such near-integrability can be exploited…
In this study, we introduce a refined method for ascertaining error estimations in numerical simulations of dynamical systems via an innovative application of composition techniques. Our approach involves a dual application of a basic…
We introduce the Gaussian Ensemble Topology (GET) method, a new explicit and manufacture-ready framework for topology optimization in which design geometries are represented as superpositions of anisotropic Gaussian functions. By combining…
A high-order convergent numerical method for solving linear and non-linear parabolic PDEs is presented. The time-stepping is done via an explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method of order 4 or 5, and for the implicit…