Related papers: Increasing efficiency through optimal RK time inte…
In this article, we propose novel boundary treatment algorithms to avoid order reduction when implicit-explicit Runge-Kutta time discretization is used for solving convection-diffusion-reaction problems with time-dependent Di\-richlet…
We consider quadrature formulas of high order in time based on Radau-type, L-stable implicit Runge-Kutta schemes to solve time dependent stiff PDEs. Instead of solving a large nonlinear system of equations, we develop a method that performs…
This paper presents a class of Crank-Nicolson (CN) type schemes enhanced by radial basis function (RBF) interpolation for the time integration of linear parabolic partial differential equations (PDEs). The resulting RBF-CN schemes preserve…
Super-time-stepping (STS) methods provide an attractive approach for enabling explicit time integration of parabolic operators, particularly in large-scale, higher-dimensional kinetic simulations where fully implicit schemes are…
We introduce a new class of Runge-Kutta type methods suitable for time stepping to propagate hyperbolic solutions within tent-shaped spacetime regions. Unlike standard Runge-Kutta methods, the new methods yield expected convergence…
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…
In this paper a technique is given to recover the classical order of the method when explicit exponential Runge-Kutta methods integrate reaction-diffusion problems. Although methods of high stiff order for problems with vanishing boundary…
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…
The family of PDE-constrained LDDMM methods is emerging as a particularly interesting approach for physically meaningful diffeomorphic transformations. The original combination of Gauss--Newton--Krylov optimization and Runge--Kutta…
New time integration methods are proposed for simulating incompressible multiphase flow in pipelines described by the one-dimensional two-fluid model. The methodology is based on 'half-explicit' Runge-Kutta methods, being explicit for the…
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…
We introduce a family of stochastic optimization methods based on the Runge-Kutta-Chebyshev (RKC) schemes. The RKC methods are explicit methods originally designed for solving stiff ordinary differential equations by ensuring that their…
We study the stability of explicit Runge-Kutta methods for high order Lagrangian finite element approximation of linear parabolic equations and establish bounds on the largest eigenvalue of the system matrix which determines the largest…
Additive Runge-Kutta methods designed for preserving highly accurate solutions in mixed-precision computation were proposed and analyzed in 4. These specially designed methods use reduced precision for the implicit computations and full…
Exponential Runge--Kutta methods have shown to be competitive for the time integration of stiff semilinear parabolic PDEs. The current construction of stiffly accurate exponential Runge--Kutta methods, however, relies on a convergence…
In this paper, we develop a higher order symmetric partitioned Runge-Kutta method for a coupled system of differential equations on Lie groups. We start with a discussion on partitioned Runge-Kutta methods on Lie groups of arbitrary order.…
We present a computational framework for obtaining multidimensional phase-space solutions of systems of non-linear coupled differential equations, using high-order implicit Runge-Kutta Physics- Informed Neural Networks (IRK-PINNs) schemes.…
The goal of this paper is to develop 2nd order Implicit-Explicit Runge-Kutta (IMEX-RK) finite volume (FV) schemes for solving 1d parabolic PDEs for option pricing, with possible nonlinearities in the source and advection terms. The spatial…
Explicit Runge-Kutta (RK) integration of hyperbolic initial-boundary value problems with time-dependent Dirichlet data often displays order reduction: the observed convergence order falls below the nominal order because the stage structure…
Next-generation exascale machines with extreme levels of parallelism will provide massive computing resources for large scale numerical simulations of complex physical systems at unprecedented parameter ranges. However, novel numerical…