Related papers: Symplectic Isospectral Runge--Kutta Methods as Lie…

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…

Variational integrators have traditionally been constructed from the perspective of Lagrangian mechanics, but there have been recent efforts to adopt discrete variational approaches to the symplectic discretization of Hamiltonian mechanics…

Recently, J. Streets and G. Tian introduced a natural way to evolve an almost-K\"ahler manifold called the symplectic curvature flow, in which the metric, the symplectic structure and the almost-complex structure are all evolving. We study…

For the approximation of solutions for It\^o and Stratonovich stochastic differential equations (SDEs)a new class of efficient stochastic Runge-Kutta (SRK) methods is developed. As the main novelty only two stages are necessary for the…

Finite differences and Runge-Kutta time stepping schemes used in Computational AeroAcoustics simulations are often optimized for low dispersion and dissipation (e.g. DRP or LDDRK schemes) when applied to linear problems in order to…

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…

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…

Using simplifying assumptions that are related to the time reversal symmetry, a 1-dimensional family of 8-stage pseudo-symplectic Runge-Kutta methods of order (4, 8), i.e., methods of order 4 that preserve symplectic structure up to order…

Fully implicit timestepping methods have several potential advantages for atmosphere/ocean simulation. First, being unconditionally stable, they degrade more gracefully as the Courant number increases, typically requiring more solver…

When the quotient of a symplectic vector space by the action of a finite subgroup of symplectic automorphisms admits as a crepant projective resolution of singularities the Hilbert scheme of regular orbits of Nakamura, then there is a…

For the approximation of solutions for stochastic partial differential equations, numerical methods that obtain a high order of convergence and at the same time involve reasonable computational cost are of particular interest. We therefore…

A coarse graining operation of spatially homogeneous quantum states based on an SU(1,1) Lie group structure has recently been proposed in [1] and used in [2] to compute an explicit renormalisation group flow in the context of loop quantum…

We prove that any coadjoint orbit with real eigenvalues of a complex semisimple Lie group, equipped with the real part of the canonical holomorphic symplectic form, is symplectomorphic to the cotangent bundle of a (partial) flag manifold.…

We design a novel, exactly energy-conserving implicit non-symplectic integration method for an eight-dimensional Hamiltonian system with four degrees of freedom. In our algorithm, each partial derivative of the Hamiltonian with respect to…

We put forward the use of total-variation-diminishing (or more generally, strong stability preserving) implicit-explicit Runge-Kutta methods for the time integration of the equations of motion associated with the semiconvection problem in…

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…

Simulation-based techniques such as variants of stochastic Runge-Kutta are the de facto approach for inference with stochastic differential equations (SDEs) in machine learning. These methods are general-purpose and used with parametric and…

The theory of isospectral flows comprises a large class of continuous dynamical systems, particularly integrable systems and Lie--Poisson systems. Their discretization is a classical problem in numerical analysis. Preserving the spectra in…

We consider a Lattice Boltzmann type discrete velocity model in the low Mach number scaling and develop a corresponding numerical scheme that remains uniformly valid across all regimes of the mean free path, from the kinetic to the…

We present a novel and general methodology for building second-order finite volume implicit-explicit Runge-Kutta numerical schemes for solving two-dimensional financial parabolic PDEs with mixed derivatives. The methods achieve second-order…