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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

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…

Numerical Analysis · Mathematics 2007-05-23 Fausto Cavalli , Giovanni Naldi , Gabriella Puppo , Matteo Semplice

Numerical integrators could be used to form interpolation conditions when training neural networks to approximate the vector field of an ordinary differential equation (ODE) from data. When numerical one-step schemes such as the Runge-Kutta…

Numerical Analysis · Mathematics 2023-03-08 Håkon Noren

In this paper the performance of a parallel iterated Runge-Kutta method is compared versus those of the serial fouth order Runge-Kutta and Dormand-Prince methods. It was found that, typically, the runtime for the parallel method is…

Numerical Analysis · Mathematics 2016-01-12 Alejandra Gaitán Montejo , Octavio A. Michel-Manzo , César A. Terrero-Escalante

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

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…

Numerical Analysis · Mathematics 2013-07-16 M. Parsani , D. I. Ketcheson , W. Deconinck

Dynamic systems have a fundamental relevance in the description of physical phenomena. The search for more accurate and faster numerical integration methods for the resolution of such systems is, therefore, an important topic of research.…

Computational Physics · Physics 2025-10-10 J. Avellar , L. G. S. Duarte , L. A. C. P. da Mota , L. O. Pereira

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

We investigate the computational performance of various numerical methods for the integration of the equations of motion and the variational equations for some typical classical many-body models of condensed matter physics: the…

Computational Physics · Physics 2019-05-07 Carlo Danieli , Bertin Many Manda , Mithun Thudiyangal , Charalampos Skokos

We present a C++ implementation of a fifth order semi-implicit Runge-Kutta algorithm for solving Ordinary Differential Equations. This algorithm can be used for studying many different problems and in particular it can be applied for…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 P. Aliani , V. Antonelli , M. Picariello , Emilio Torrente-Lujan

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

We consider the efficient numerical solution of coupled dynamical systems, consisting of a small nonlinear part and a large linear time invariant part, possibly stemming from spatial discretization of an underlying partial differential…

Numerical Analysis · Mathematics 2018-11-27 Herbert Egger , Vsevolod Shashkov , Kersten Schmidt

In this paper we define an efficient implementation of Runge-Kutta methods of Radau IIA type, which are commonly used when solving stiff ODE-IVPs problems. The proposed implementation relies on an alternative low-rank formulation of the…

Numerical Analysis · Mathematics 2024-07-18 L. Brugnano , F. Iavernaro , C. Magherini

Complex dynamical networks appear in a wide range of physical, biological, and engineering systems. The coupling of subsystems with varying time scales often results in multirate behavior. During the simulation of highly integrated…

Numerical Analysis · Mathematics 2015-04-27 Stefan Klus

In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…

Numerical Analysis · Mathematics 2023-06-13 Ibrahim Almuslimani , Nicolas Crouseilles

Obtaining exact solutions to the Schr\"odinger equation in complex quantum systems poses significant challenges. In this context, numerical methods emerge as valuable tools for analyzing such systems. This article proposes a numerical…

We propose an implementation of symplectic implicit Runge-Kutta schemes for highly accurate numerical integration of non-stiff Hamiltonian systems based on fixed point iteration. Provided that the computations are done in a given floating…

Numerical Analysis · Mathematics 2017-02-14 Mikel Antoñana , Joseba Makazaga , Ander Murua

Computer simulations in QCD are based on the discretization of the theory on a Euclidean lattice. To compute the mean value of an observable, usually the Hybrid Monte Carlo method is applied. Here equations of motion, derived from an…

High Energy Physics - Lattice · Physics 2011-12-20 Michael Striebel , Michael Günther , Francesco Knechtli , Michèle Wandelt

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

The evolution of many astrophysical systems is dominated by the interaction between matter and radiation such as photons or neutrinos. The dynamics can be described by the evolution equations of radiation hydrodynamics in which reactions…

High Energy Astrophysical Phenomena · Physics 2026-05-07 Samuel Santos-Pérez , Martin Obergaulinger , Isabel Cordero-Carrión
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