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A novel class of high-order linearly implicit energy-preserving integrating factor Runge-Kutta methods are proposed for the nonlinear Schr\"odinger equation. Based on the idea of the scalar auxiliary variable approach, the original equation…

数值分析 · 数学 2021-12-07 Chaolong Jiang , Jin Cui , Xu Qian , Songhe Song

Explicit Runge-Kutta methods are classical and widespread techniques in the numerical solution of ordinary differential equations (ODEs). Considering partial differential equations, spatial semidiscretisations can be used to obtain systems…

数值分析 · 数学 2020-04-08 Hendrik Ranocha

Runge-Kutta methods have an irreplaceable position among numerical methods designed to solve ordinary differential equations. Especially, implicit ones are suitable for approximating solutions of stiff initial value problems. We propose a…

数值分析 · 数学 2024-12-13 Hana Mizerová , Katarína Tvrdá

In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…

数值分析 · 数学 2017-07-17 Willem Hundsdorfer

In this paper, we propose linearly implicit and arbitrary high-order conservative numerical schemes for ordinary differential equations with a quadratic invariant. Many differential equations have invariants, and numerical schemes for…

数值分析 · 数学 2022-03-03 Shun Sato , Yuto Miyatake , John C. Butcher

Low-storage explicit Runge-Kutta schemes are particularly popular for the numerical integration of time-dependent partial differential equations based on the method-of-lines due to their efficiency and their reduced memory requirements. We…

数值分析 · 数学 2026-04-07 Sergio Blanes , Alejandro Escorihuela-Tomàs

It is well known that symplectic Runge-Kutta and Partitioned Runge-Kutta methods exactly preserve {\em quadratic} first integrals (invariants of motion) of the system being integrated. While this property is often seen as a mere curiosity…

数值分析 · 数学 2015-06-22 J. M. Sanz-Serna

We prove that Runge-Kutta (RK) methods for numerical integration of arbitrarily large systems of Ordinary Differential Equations are linearly stable. Standard stability arguments -- based on spectral analysis, resolvent condition or strong…

数值分析 · 数学 2023-12-27 Eitan Tadmor

This paper is devoted to examining the stability of Runge-Kutta methods for solving nonlinear Volterra delay-integro-differential-algebraic equations (DIDAEs) with constant delay. Hybrid numerical schemes combining Runge-Kutta methods and…

数值分析 · 数学 2025-08-19 Gehao Wang , Yuexin Yu

A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, the solution of…

数值分析 · 数学 2012-08-24 H. de la Cruz , R. J. Biscay , J. C. Jimenez , F. Carbonell

Optimal Strong Stability Preserving (SSP) Runge--Kutta methods has been widely investegated in the last decade and many open conjectures have been formulated. The iterated implicit midpoint rule has been observed numerically optimal in…

数值分析 · 数学 2014-10-01 Tihamér A. Kocsis , Adrián Németh

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…

数值分析 · 数学 2025-04-15 Lingyun Ding

We consider systems of ordinary differential equations with known first integrals. The notion of a discrete tangent space is introduced as the orthogonal complement of an arbitrary set of discrete gradients. Integrators which exactly…

数值分析 · 数学 2015-05-20 Morten Dahlby , Brynjulf Owren , Takaharu Yaguchi

Lagrangian systems subject to fractional damping can be incorporated into a variational formalism. The construction can be made by doubling the state variables and introducing fractional derivatives \cite{JiOb2}. The main objective of this…

数值分析 · 数学 2025-10-14 Khaled Hariz , Sina Ober-Blöbaum , Fernando Jimenez

This paper investigates the performance of a subclass of exponential integrators, specifically explicit exponential Runge--Kutta methods. It is well known that third-order methods can suffer from order reduction when applied to linearized…

数值分析 · 数学 2024-12-30 Thi Tam Dang , Trung Hau Hoang

This paper contains an error analysis of two randomized explicit Runge-Kutta schemes for ordinary differential equations (ODEs) with time-irregular coefficient functions. In particular, the methods are applicable to ODEs of Carath\'eodory…

数值分析 · 数学 2017-07-13 Raphael Kruse , Yue Wu

We show that some hard to detect properties of quadratic ODEs (eg certain preserved integrals and measures) can be deduced more or less algorithmically from their Kahan discretization, using Darboux Polynomials (DPs). Somewhat similar…

经典分析与常微分方程 · 数学 2021-04-14 G. R. W. Quispel , D. I. McLaren , C. Evripidou

When one wishes to numerically solve an initial value problem, it is customary to rewrite it as an equivalent first-order system to which a method, usually from the class of Runge-Kutta methods, is applied. Directly treating higher-order…

数值分析 · 数学 2026-02-25 Loris Petronijevic

Explicit integrating factor Runge-Kutta methods are attractive and popular in developing high-order maximum bound principle preserving time-stepping schemes for Allen-Cahn type gradient flows. However, they always suffer from the…

数值分析 · 数学 2024-10-10 Hong-lin Liao , Xuping Wang , Cao Wen

We develop continuous-stage Runge-Kutta methods based on weighted orthogonal polynomials in this paper. There are two main highlighted merits for developing such methods: Firstly, we do not need to study the tedious solution of…

数值分析 · 数学 2025-07-23 Wensheng Tang
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