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In this paper, exponential Runge-Kutta methods of collocation type (ERKC) which were originally proposed in (Appl Numer Math 53:323-339, 2005) are extended to semilinear parabolic problems with time-dependent delay. Two classes of the ERKC…

Numerical Analysis · Mathematics 2025-12-30 Qiumei Huang , Alexander Ostermann , Gangfan Zhong

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…

Numerical Analysis · Mathematics 2016-06-14 Peer C. Kunstmann , Buyang Li , Christian Lubich

Recently a new class of nonlinearly partitioned Runge--Kutta (NPRK) methods was proposed for nonlinearly partitioned systems of autonomous ordinary differential equations, $y' = F(y,y)$. The target class of problems are ones in which…

Numerical Analysis · Mathematics 2025-04-10 Brian K. Tran , Ben S. Southworth , Tommaso Buvoli

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…

Numerical Analysis · Mathematics 2025-06-24 Robert C. Kirby , John D. Stephens

Exponential Runge-Kutta methods are a well-established tool for the numerical integration of parabolic evolution equations. However, these schemes are typically developed under the assumption of homogeneous boundary conditions. In this…

Numerical Analysis · Mathematics 2025-10-27 Carlos Arranz-Simón , Alexander Ostermann

Applied to the master equation, the usual numerical integration methods, such as Runge-Kutta, become inefficient when the rates associated with various transitions differ by several orders of magnitude. We introduce an integration scheme…

Statistical Mechanics · Physics 2009-11-07 Ronald Dickman

A wide range of physical phenomena exhibit auxiliary admissibility criteria, such as conservation of entropy or various energies, which arise implicitly under exact solution of their governing PDEs. However, standard temporal schemes, such…

Numerical Analysis · Mathematics 2025-03-27 Mohammad R. Najafian , Brian C. Vermeire

We analyze the preservation properties of a family of reversible splitting methods when they are applied to the numerical time integration of linear differential equations defined in the unitary group. The schemes involve complex…

Numerical Analysis · Mathematics 2023-06-01 Joackim Bernier , Sergio Blanes , Fernando Casas , Alejandro Escorihuela-Tomàs

Alternating Directions Implicit (ADI) integration is an operator splitting approach to solve parabolic and elliptic partial differential equations in multiple dimensions based on solving sequentially a set of related one-dimensional…

Numerical Analysis · Mathematics 2019-12-05 Arash Sarshar , Steven Roberts , Adrian Sandu

We combine the recent relaxation approach with multiderivative Runge-Kutta methods to preserve conservation or dissipation of entropy functionals for ordinary and partial differential equations. Relaxation methods are minor modifications of…

Numerical Analysis · Mathematics 2024-06-19 Hendrik Ranocha , Jochen Schütz

This paper introduces a new class of numerical methods for the time integration of evolution equations set as Cauchy problems of ODEs or PDEs. The systematic design of these methods mixes the Runge-Kutta collocation formalism with…

Analysis of PDEs · Mathematics 2021-11-19 Guillaume Dujardin , Ingrid Lacroix-Violet

There exist many Runge-Kutta methods (explicit or implicit), more or less adapted to specific problems. Some of them have interesting properties, such as stability for stiff problems or symplectic capability for problems with energy…

Numerical Analysis · Mathematics 2018-04-16 Julien Alexandre dit Sandretto

Generalized Additive Runge-Kutta schemes have shown to be a suitable tool for solving ordinary differential equations with additively partitioned right-hand sides. This work develops symplectic GARK schemes for additively partitioned…

Numerical Analysis · Mathematics 2023-12-14 Michael Günther , Adrian Sandu , Kevin Schäfers , Antonella Zanna

We consider semilinear evolution equations for which the linear part generates a strongly continuous semigroup and the nonlinear part is sufficiently smooth on a scale of Hilbert spaces. In this setting, we prove the existence of solutions…

Numerical Analysis · Mathematics 2015-10-22 Marcel Oliver , Claudia Wulff

We prove that Runge-Kutta (RK) methods for numerical integration of arbitrarily large systems of Ordinary Differential Equations are linearly stable. Standard stability arguments -- based on spectral analysis, resolvent condition or strong…

Numerical Analysis · Mathematics 2023-12-27 Eitan Tadmor

In general, high order splitting methods suffer from an order reduction phenomena when applied to the time integration of partial differential equations with non-periodic boundary conditions. In the last decade, there were introduced…

Numerical Analysis · Mathematics 2026-04-08 Ramona Häberli

The splitting method is a powerful method for solving partial differential equations. Various splitting methods have been designed to separate different physics, nonlinearities, and so on. Recently, a new splitting approach has been…

Numerical Analysis · Mathematics 2023-03-22 Yalchin Efendiev , Wing Tat Leung , Wenyuan Li , Zecheng Zhang

Given an $A$-stable rational approximation to $e^z$ of order $p$, numerical procedures are suggested to time integrate abstract, well-posed IBVPs, with time-dependent source term $f$ and boundary value $g$. These procedures exhibit the…

Numerical Analysis · Mathematics 2025-10-20 Carlos Arranz-Simón , Begoña Cano , César Palencia

Multirate integration is an increasingly relevant tool that enables scientists to simulate multiphysics systems. Existing multirate methods are designed for equations whose fast and slow variables can be linearly separated using additive or…

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

In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

Numerical Analysis · Mathematics 2014-07-22 Wolfgang Erb , Evgeniya V. Semenova