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The technique of continuous unitary transformations has recently been used to provide physical insight into a diverse array of quantum mechanical systems. However, the question of how to best numerically implement the flow equations has…

Disordered Systems and Neural Networks · Physics 2017-09-27 Samuel Savitz , Gil Refael

The structural flexibility of the exponential propagation iterative methods of Runge-Kutta type (EPIRK) enables construction of particularly efficient exponential time integrators. While the EPIRK methods have been shown to perform well on…

Numerical Analysis · Mathematics 2016-08-03 Greg Rainwater , Mayya Tokman

Runge-Kutta methods are affine equivariant: applying a method before or after an affine change of variables yields the same numerical trajectory. However, for some applications, one would like to perform numerical integration after a…

Numerical Analysis · Mathematics 2026-03-17 Ari Stern , Milo Viviani

In this paper we define an efficient implementation for the family of low-rank energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs), recently defined in the last years. The proposed implementation relies on…

Numerical Analysis · Mathematics 2014-03-05 Luigi Brugnano , Gianluca Frasca Caccia , Felice Iavernaro

Recently, an approach known as relaxation has been developed for preserving the correct evolution of a functional in the numerical solution of initial-value problems, using Runge-Kutta methods. We generalize this approach to multistep…

Numerical Analysis · Mathematics 2020-11-26 Hendrik Ranocha , Lajos Lóczi , David I. Ketcheson

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

In this paper, we consider the task of efficiently computing the numerical solution of evolutionary complex Ginzburg--Landau equations on Cartesian product domains with homogeneous Dirichlet/Neumann or periodic boundary conditions. To this…

Numerical Analysis · Mathematics 2024-06-19 Marco Caliari , Fabio Cassini

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…

General Relativity and Quantum Cosmology · Physics 2019-12-30 Shiyang Hu , Xin Wu , Guoqing Huang , Enwei Liang

This work considers multirate generalized-structure additively partitioned Runge-Kutta (MrGARK) methods for solving stiff systems of ordinary differential equations (ODEs) with multiple time scales. These methods treat different partitions…

Numerical Analysis · Mathematics 2022-01-19 Steven Roberts , John Loffeld , Arash Sarshar , Carol S. Woodward , Adrian Sandu

Among the family of fourth-order time integration schemes, the two-stage Gauss--Legendre method, which is an implicit Runge--Kutta method based on collocation, is the only superconvergent. The computational cost of this implicit scheme for…

Numerical Analysis · Mathematics 2016-06-20 Vu Thai Luan

The Runge--Kutta (RK) discontinuous Galerkin (DG) method is a mainstream numerical algorithm for solving hyperbolic equations. In this paper, we use the linear advection equation in one and two dimensions as a model problem to prove the…

Numerical Analysis · Mathematics 2024-10-02 Zheng Sun

We present a novel numerical routine (oscode) with a C++ and Python interface for the efficient solution of one-dimensional, second-order, ordinary differential equations with rapidly oscillating solutions. The method is based on a…

Computational Physics · Physics 2020-01-10 F. J. Agocs , W. J. Handley , A. N. Lasenby , M. P. Hobson

We introduce a class of exponential Runge-Kutta integration methods for kinetic equations. The methods are based on a decomposition of the collision operator into an equilibrium and a non equilibrium part and are exact for relaxation…

Numerical Analysis · Mathematics 2010-10-08 Giacomo Dimarco , Lorenzo Pareschi

We study stability, dispersion and dissipation properties of four numerical schemes (Iterative Crank-Nicolson, 3'rd and 4'th order Runge-Kutta and Courant-Fredrichs-Levy Non-linear). By use of a Von Neumann analysis we study the schemes…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Jakob Hansen , Alexei Khokhlov , Igor Novikov

A focus of recent research in quantum computing has been on developing quantum algorithms for differential equations solving using variational methods on near-term quantum devices. A promising approach involves variational algorithms, which…

Quantum Physics · Physics 2026-02-03 David Dechant , Liubov Markovich , Vedran Dunjko , Jordi Tura

In this paper, we present a comprehensive long-time stability analysis of a second-order explicit exponential Runge--Kutta (ERK2) method for the Cahn--Hilliard (CH) equation. By employing Fourier spectral collocation in space and a…

Numerical Analysis · Mathematics 2025-12-08 Jing Guo

Mixed-precision methods combine low and high precision arithmetics to exploit low precision computational speed and high precision accuracy. Large ODE systems that contain many heterogeneous interactions lead to a high computational cost…

Numerical Analysis · Mathematics 2026-05-25 Mouhamad Al-Sayed , Samuel Bernard , Arsène Marzorati , Jonathan Rouzaud-Cornabas

In this work we consider a mixed precision approach to accelerate the implemetation of multi-stage methods. We show that Runge-Kutta methods can be designed so that certain costly intermediate computations can be performed as a…

Numerical Analysis · Mathematics 2020-12-25 Zachary J. Grant

A semiclassical formula for the coherent-state propagator requires the determination of specific classical paths inhabiting a complex phase-space through a Hamiltonian flux. Such trajectories are constrained to special boundary conditions…

Quantum Physics · Physics 2017-02-01 A. L. Xavier

We explore higher-dimensional generalizations of the Runge-Kutta-Wentzel-Kramers-Brillouin method for integrating coupled systems of first-order ordinary differential equations with highly oscillatory solutions. Such methods could improve…

Computational Physics · Physics 2020-02-19 Jamie Bamber , Will Handley