English
Related papers

Related papers: An Explicit Sixth Order Runge-Kutta Method for Sim…

200 papers

Linearly implicit Runge-Kutta methods with approximate matrix factorization can solve efficiently large systems of differential equations that have a stiff linear part, e.g. reaction-diffusion systems. However, the use of approximate…

Numerical Analysis · Computer Science 2014-08-19 Hong Zhang , Adrian Sandu , Paul Tranquilli

Exponential Runge-Kutta methods constitute efficient integrators for semilinear stiff problems. So far, however, explicit exponential Runge-Kutta methods are available in the literature up to order 4 only. The aim of this paper is to…

Classical Analysis and ODEs · Mathematics 2016-06-20 Vu Thai Luan , Alexander Ostermann

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…

Numerical Analysis · Mathematics 2025-04-15 Lingyun Ding

When applied to stiff, linear differential equations with time-dependent forcing, Runge-Kutta methods can exhibit convergence rates lower than predicted by the classical order condition theory. Commonly, this order reduction phenomenon is…

Numerical Analysis · Mathematics 2022-02-15 Steven Roberts , Adrian Sandu

In this paper, the fourth-order explicit Runge-Kutta method (RK4) is used to make a Deferred Correction (DC) on the explicit midpoint rule, resulting in an explicit one-step method of order six of accuracy, denoted DC6RK2/4. Convergence and…

Numerical Analysis · Mathematics 2025-12-23 Saint Cyr E. R. Koyaguerebo-Imé

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…

Numerical Analysis · Mathematics 2017-03-23 Mikel Antoñana , Joseba Makazaga , Ander Murua

In this paper we consider an approach to improve the performance of exponential Runge--Kutta integrators and Lawson schemes} in cases where the solution of a related, but usually much simpler, problem can be computed efficiently. While for…

Numerical Analysis · Mathematics 2023-10-20 Marco Caliari , Fabio Cassini , Lukas Einkemmer , Alexander Ostermann

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

A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, the solution of…

Numerical Analysis · Mathematics 2012-08-24 H. de la Cruz , R. J. Biscay , J. C. Jimenez , F. Carbonell

In this work, we develop a class of up to third-order energy-stable schemes for the Cahn--Hilliard equation. Building on Lawson's integrating factor Runge--Kutta method, which is widely used for stiff semilinear equations, we discuss its…

Numerical Analysis · Mathematics 2024-11-26 Haifeng Wang , Jingwei Sun , Hong Zhang , Xu Qian , Songhe Song

It is well known that Lawson methods suffer from a severe order reduction when integrating initial boundary value problems where the solutions are not periodic in space or do not satisfy enough conditions of annihilation on the boundary.…

Numerical Analysis · Mathematics 2019-09-30 Begoña Cano , Nuria Reguera

This work constructs the first-ever sixth-order exponential Runge--Kutta (ExpRK) methods for the time integration of stiff parabolic PDEs. First, we leverage the exponential B-series theory to restate the stiff order conditions for ExpRK…

Numerical Analysis · Mathematics 2024-02-28 Vu Thai Luan , Trky Alhsmy

In this paper, we propose a class of high-order and energy-stable implicit-explicit relaxation Runge-Kutta (IMEX RRK) schemes for solving the phase-field gradient flow models. By incorporating the scalar auxiliary variable (SAV) method, the…

Numerical Analysis · Mathematics 2025-03-26 Yuxiu Cheng , Kun Wang , Kai Yang

Runge-Kutta methods have an irreplaceable position among numerical methods designed to solve ordinary differential equations. Especially, implicit ones are suitable for approximating solutions of stiff initial value problems. We propose a…

Numerical Analysis · Mathematics 2024-12-13 Hana Mizerová , Katarína Tvrdá

In this work we present a new class of Runge-Kutta (RK) methods for solving systems of hyperbolic equations with a particular structure, generalization of a wave-equation. The new methods are {\it partially implicit} in the sense that a…

Mathematical Physics · Physics 2016-11-10 Isabel Cordero-Carrión , Pablo Cerdá-Durán

Many HPC applications that solve differential equations rely on the Runge-Kutta family of methods for time integration. Among these methods, the fourth-order accurate RK4 scheme is especially popular. This time integration scheme requires…

General Relativity and Quantum Cosmology · Physics 2026-03-09 Lucas Timotheo Sanches , Steven Robert Brandt , Jay Kalinani , Liwei Ji , Erik Schnetter

Implicit Runge--Kutta (IRK) methods are highly effective for solving stiff ordinary differential equations (ODEs) but can be computationally expensive for large-scale problems due to the need of solving coupled algebraic equations at each…

Numerical Analysis · Mathematics 2025-09-18 Fabio Durastante , Mariarosa Mazza

Implicit-explicit Runge-Kutta (IMEX-RK) schemes are popular methods to treat multiscale equations that contain a stiff part and a non-stiff part, where the stiff part is characterized by a small parameter $\varepsilon$. In this work, we…

Numerical Analysis · Mathematics 2023-06-16 Jingwei Hu , Ruiwen Shu

Explicit Runge--Kutta (RK) methods are susceptible to a reduction in the observed order of convergence when applied to initial-boundary value problem with time-dependent boundary conditions. We study conditions on explicit RK methods that…

Numerical Analysis · Mathematics 2026-02-11 Abhijit Biswas , David I. Ketcheson , Steven Roberts , Benjamin Seibold , David Shirokoff

We consider Implicit-Explicit (IMEX) Runge-Kutta (R-K) schemes for hyperbolic systems with stiff relaxation in the so-called diffusion limit. In such regime the system relaxes towards a convection-diffusion equation. The first objective of…

Numerical Analysis · Mathematics 2015-05-30 S. Boscarino , L. Pareschi , G. Russo
‹ Prev 1 2 3 10 Next ›