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The cubic spline interpolation method, the Runge--Kutta method, and the Newton-Raphson method are extended to dual versions (developed in the context of dual numbers). This extension allows the calculation of the derivatives of complicated…

Computational Engineering, Finance, and Science · Computer Science 2017-01-12 F. Penunuri , O. Carvente , M. A. Zambrano-Arjona , Carlos A. Cruz-Villar

A standard approach to solve ordinary differential equations, when they describe dynamical systems, is to adopt a Runge-Kutta or related scheme. Such schemes, however, are not applicable to the large class of equations which do not…

Fluid Dynamics · Physics 2024-04-11 Divya Jaganathan , Rama Govindarajan , Vishal Vasan

In this paper we describe a new method of calculation of master integrals based on the solution of systems of difference equations in one variable. An explicit example is given, and the generalization to arbitrary diagrams is described. As…

High Energy Physics - Phenomenology · Physics 2009-11-07 S. Laporta

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…

Numerical Analysis · Mathematics 2020-07-13 Hendrik Ranocha , David I. Ketcheson

The result after $N$ steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy $\epsilon$, by solving only $$O\Big(\log N \log \frac1\epsilon \Big) $$ linear…

Numerical Analysis · Mathematics 2011-11-10 María López-Fernández , Christian Lubich , Cesar Palencia , Achim Schädle

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…

Numerical Analysis · Mathematics 2024-12-12 Claudine von Hallern , Ricarda Mißfeldt , Andreas Rößler

Cell collective migration plays a crucial role in a variety of physiological processes. In this work, we propose the Runge-Kutta random feature method to solve the nonlinear and strongly coupled multiphase flow problems of cells, in which…

Numerical Analysis · Mathematics 2024-12-10 Yangtao Deng , Qiaolin He

Runge-Kutta formulas are some of the workhorses of numerical solving of differential equations. However, they are extremely difficult to generate; the algebra involved can be very complicated indeed. It is now standard, following the work…

Numerical Analysis · Mathematics 2014-02-18 Alasdair McAndrew

An improved method is presented for the numerical evaluation of multi-loop integrals in dimensional regularization. The technique is based on Mellin-Barnes representations, which have been used earlier to develop algorithms for the…

High Energy Physics - Phenomenology · Physics 2014-11-20 Ayres Freitas , Yi-Cheng Huang

Finite Feynman integrals have been advocated as the optimal components for constructing a basis of master integrals in multiloop calculations, due to their improved analytic and numerical properties. In this paper, we show how the Loop-Tree…

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…

Numerical Analysis · Mathematics 2023-01-25 Raymond J. Spiteri , Siqi Wei

We evaluate analytically all previously unknown nonplanar master integrals for massless five-particle scattering at two loops, using the differential equations method. A canonical form of the differential equations is obtained by…

High Energy Physics - Phenomenology · Physics 2020-09-23 D. Chicherin , T. Gehrmann , J. M. Henn , P. Wasser , Y. Zhang , S. Zoia

Recently, a new class of second order Runge-Kutta methods for It\^o stochastic differential equations with a multidimensional Wiener process was introduced by R\"o{\ss}ler. In contrast to second order methods earlier proposed by other…

Numerical Analysis · Mathematics 2013-03-22 Kristian Debrabant , Andreas Rößler

In this paper we continue the work begun in 2002 on the identification of the analytical expressions of Feynman integrals which require the evaluation of multiple elliptic integrals. We rewrite and simplify the analytical expression of the…

High Energy Physics - Phenomenology · Physics 2009-02-11 S. Laporta

We discuss the analytical solution of the two-loop sunrise graph with arbitrary non-zero masses in two space-time dimensions. The analytical result is obtained by solving a second-order differential equation. The solution involves elliptic…

High Energy Physics - Phenomenology · Physics 2015-06-15 Luise Adams , Christian Bogner , Stefan Weinzierl

Feynman integrals whose associated geometries extend beyond the Riemann sphere, such as elliptic curves and Calabi-Yau varieties, are increasingly relevant in modern precision calculations. They arise not only in collider cross-section…

High Energy Physics - Theory · Physics 2026-02-05 Claude Duhr , Sara Maggio , Christoph Nega , Benjamin Sauer , Lorenzo Tancredi , Fabian J. Wagner

In this paper we investigate the existence, uniqueness and approximation of solutions of delay differential equations (DDEs) with the right-hand side functions $f=f(t,x,z)$ that are Lipschitz continuous with respect to $x$ but only H\"older…

Numerical Analysis · Mathematics 2024-01-23 Fabio V. Difonzo , Paweł Przybyłowicz , Yue Wu , Xinheng Xie

A fully numerical method to calculate loop integrals, a numerical contour-integration method, is proposed. Loop integrals can be interpreted as a contour integral in a complex plane for an integrand with multi-poles in the plane. Stable and…

High Energy Physics - Phenomenology · Physics 2009-11-11 Y. Kurihara , T. Kaneko

Differential equations arising in many practical applications are characterized by multiple time scales. Multirate time integration seeks to solve them efficiently by discretizing each scale with a different, appropriate time step, while…

Numerical Analysis · Computer Science 2022-02-03 Adrian Sandu

We study the construction and convergence of semi-explicit and iterative decoupling schemes for an elliptic-parabolic problem using higher-order Runge-Kutta methods. For the semi-explicit schemes, which are constructed using a nearby delay…

Numerical Analysis · Mathematics 2026-05-22 Robert Altmann , Abdullah Mujahid , Benjamin Unger