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Recently a new class of nonlinearly partitioned Runge--Kutta (NPRK) methods was proposed for nonlinearly partitioned systems of autonomous ordinary differential equations, $y' = F(y,y)$. The target class of problems are ones in which…

数值分析 · 数学 2025-04-10 Brian K. Tran , Ben S. Southworth , Tommaso Buvoli

Runge-Kutta methods are a popular class of numerical methods for solving ordinary differential equations. Every Runge-Kutta method is characterized by two basic parameters: its order, which measures the accuracy of the solution it produces,…

数值分析 · 数学 2019-11-04 David K. Zhang

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

In this paper stochastic partitioned Runge-Kutta (SPRK) methods are considered. A general order theory for SPRK methods based on stochastic B-series and multicolored, multishaped rooted trees is developed. The theory is applied to prove the…

数值分析 · 数学 2019-07-19 Sverre Anmarkrud , Kristian Debrabant , Anne Kværnø

A general class of stochastic Runge-Kutta methods for the weak approximation of It\^o and Stratonovich stochastic differential equations with a multi-dimensional Wiener process is introduced. Colored rooted trees are used to derive an…

数值分析 · 数学 2013-10-24 Andreas Rößler

Exponential Runge-Kutta methods constitute efficient integrators for semilinear stiff problems. So far, however, explicit exponential Runge-Kutta methods are available in the literature up to order 4 only. The aim of this paper is to…

经典分析与常微分方程 · 数学 2016-06-20 Vu Thai Luan , Alexander Ostermann

A simple and elementary proof of Butcher's theorem on the order conditions of Runge-Kutta methods is presented. It is based on a recursive definition of rooted trees and avoids combinatorial tools such as labelings and Faa di Bruno's…

数值分析 · 数学 2025-10-20 Folkmar Bornemann

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

In the paper explicit functional continuous Runge-Kutta and Runge-Kutta-Nystr\"om methods for retarded functional differential equations are considered. New methods for first order equations as well as for second order equations of the…

数值分析 · 数学 2018-06-25 Alexey S. Eremin

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

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…

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…

数值分析 · 数学 2020-09-29 Vu Thai Luan

High order spatial discretizations with monotonicity properties are often desirable for the solution of hyperbolic PDEs. These methods can advantageously be coupled with high order strong stability preserving time discretizations. The…

数值分析 · 数学 2014-03-27 Sigal Gottlieb , Zachary J. Grant , Daniel Higgs

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

This work constructs the first-ever sixth-order exponential Runge--Kutta (ExpRK) methods for the time integration of stiff parabolic PDEs. First, we leverage the exponential B-series theory to restate the stiff order conditions for ExpRK…

数值分析 · 数学 2024-02-28 Vu Thai Luan , Trky Alhsmy

Implicit-explicit (IMEX) Runge-Kutta methods play a major rule in the numerical treatment of differential systems governed by stiff and non-stiff terms. This paper discusses order conditions and symplecticity properties of a class of IMEX…

数值分析 · 数学 2012-02-07 Michael Herty , Lorenzo Pareschi , Sonja Steffensen

In the present paper, a class of stochastic Runge-Kutta methods containing the second order stochastic Runge-Kutta scheme due to E. Platen for the weak approximation of It\^o stochastic differential equation systems with a multi-dimensional…

数值分析 · 数学 2013-03-20 Kristian Debrabant , Andreas Rößler

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

We apply the concept of effective order to strong stability preserving (SSP) explicit Runge-Kutta methods. Relative to classical Runge-Kutta methods, methods with an effective order of accuracy are designed to satisfy a relaxed set of order…

Nonlinear parabolic equations are central to numerous applications in science and engineering, posing significant challenges for analytical solutions and necessitating efficient numerical methods. Exponential integrators have recently…

数值分析 · 数学 2024-12-24 Trung Hau Hoang
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