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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…

数值分析 · 数学 2026-04-13 Giorgio Maria Cavallazzi , Miguel Pérez Cuadrado , Alfredo Pinelli

The conditioning of implicit Runge-Kutta (RK) integration for linear finite element approximation of diffusion equations on general anisotropic meshes is investigated. Bounds are established for the condition number of the resulting linear…

数值分析 · 数学 2021-01-13 Weizhang Huang , Lennard Kamenski , Jens Lang

In this paper, we apply the Paired-Explicit Runge-Kutta (P-ERK) schemes by Vermeire et. al. (2019, 2022) to dynamically partitioned systems arising from adaptive mesh refinement. The P-ERK schemes enable multirate time-integration with no…

Cloud and precipitation microphysics packages in atmospheric general circulation models typically use first-order time integration methods with a large time step, requiring ad hoc limiters and substepping of the sedimentation scheme to…

大气与海洋物理 · 物理学 2026-03-13 Justin Dong , Sean P. Santos , Steven B. Roberts , Christopher J. Vogl , Carol S. Woodward

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…

数值分析 · 数学 2019-02-19 Benjamin Sanderse , Arthur E. P. Veldman

When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…

数值分析 · 数学 2017-08-02 Sidafa Conde , Sigal Gottlieb , Zachary J. Grant , John N. Shadid

Strong stability preserving (SSP) Runge-Kutta methods are often desired when evolving in time problems that have two components that have very different time scales. Where the SSP property is needed, it has been shown that implicit and…

数值分析 · 数学 2018-08-15 Sigal Gottlieb , Zachary J. Grant , Leah Isherwood

We present a dynamically load-balanced parallel $ p $-adaptive implicit high-order flux reconstruction method for under-resolved turbulence simulation. The high-order explicit first stage, singly diagonal implicit Runge-Kutta (ESDIRK)…

计算物理 · 物理学 2020-07-15 Lai Wang , Matthias K. Gobbert , Meilin Yu

The work deals with two major topics concerning the numerical analysis of Runge-Kutta-like (RK-like) methods, namely their stability and order of convergence. RK-like methods differ from additive RK methods in that their coefficients are…

数值分析 · 数学 2025-06-26 Thomas Izgin

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…

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…

数值分析 · 数学 2022-02-15 Steven Roberts , Adrian Sandu

High-order adaptive time-stepping algorithms are of significant practical value and theoretical interest for accelerating long-time fluid-flow simulations and resolving complex dynamical behaviors. While several high-order implicit-explicit…

数值分析 · 数学 2026-05-08 Hong-lin Liao , Xiaoming Wang , Xuping Wang , Cao Wen

We study the convergence of a class of Runge-Kutta type schemes for backward stochastic differential equations (BSDEs) in a Markovian framework. The schemes belonging to the class under consideration benefit from a certain stability…

概率论 · 数学 2014-03-24 Jean-François Chassagneux , Dan Crisan

Problems that feature significantly different time scales, where the stiff time-step restriction comes from a linear component, implicit-explicit (IMEX) methods alleviate this restriction if the concern is linear stability. However, where…

数值分析 · 数学 2019-04-16 Leah Isherwood , Zachary J. Grant , Sigal Gottlieb

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…

数值分析 · 数学 2023-07-18 Begoña Cano , María Jesús Moreta

Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the…

数值分析 · 数学 2021-10-07 Ben S. Southworth , Oliver Krzysik , Will Pazner

Classical convergence theory of Runge-Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic…

数值分析 · 数学 2026-05-05 Steven B. Roberts , David Shirokoff , Abhijit Biswas , Benjamin Seibold

We propose a model order reduction framework for incompressible fluid-structure interaction (FSI) problems based on high-order implicit Runge-Kutta (IRK) methods. We consider separate reduced spaces for fluid velocity, fluid pressure and…

数值分析 · 数学 2025-12-30 Tommaso Taddei , Xuejun Xu , Lei Zhang

Runge-Kutta (RK) methods may exhibit order reduction when applied to stiff problems. For linear problems with time-independent operators, order reduction can be avoided if the method satisfies certain weak stage order (WSO) conditions,…

数值分析 · 数学 2024-02-06 Abhijit Biswas , David Ketcheson , Benjamin Seibold , David Shirokoff

We present the formulation and optimization of a Runge-Kutta-type time-stepping scheme for solving the shallow water equations, aimed at substantially increasing the effective allowable time-step over that of comparable methods. This…

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