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In this paper we propose a numerical scheme for partitioned systems of index 2 DAEs, such as those arising from nonholonomic mechanical problems and prove the order of a certain class of Runge-Kutta methods we call of Lobatto-type. The…

数值分析 · 数学 2019-01-30 Rodrigo Takuro Sato Martín de Almagro

In this note we discuss the construction of high order asymptotic preserving numerical schemes for the Boltzmann equation. The methods are based on the use of Implicit-Explicit (IMEX) Runge-Kutta methods combined with a penalization…

数值分析 · 数学 2012-02-24 Giacomo Dimarco , Lorenzo Pareschi

The quantum simulation of quantum chemistry is a promising application of quantum computers. However, for N molecular orbitals, the $\mathcal{O}(N^4)$ gate complexity of performing Hamiltonian and unitary Coupled Cluster Trotter steps makes…

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

In this note, we connect two different topics from linear algebra and numerical analysis: hypocoercivity of semi-dissipative matrices and strong stability for explicit Runge--Kutta schemes. Linear autonomous ODE systems with a non-coercive…

数值分析 · 数学 2023-10-31 Franz Achleitner , Anton Arnold , Ansgar Jüngel

A mixed accuracy framework for Runge--Kutta methods presented in Grant [JSC 2022] and applied to diagonally implicit Runge--Kutta (DIRK) methods can significantly speed up the computation by replacing the implicit solver by less expensive…

Some properties of numerical time integration methods using summation by parts operators and simultaneous approximation terms are studied. These schemes can be interpreted as implicit Runge-Kutta methods with desirable stability properties…

数值分析 · 数学 2024-12-20 Hendrik Ranocha

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

We show that Kahan's discretization of quadratic vector fields is equivalent to a Runge--Kutta method. When the vector field is Hamiltonian on either a symplectic vector space or a Poisson vector space with constant Poisson structure, the…

数值分析 · 数学 2015-06-11 Elena Celledoni , Robert I McLachlan , Brynjulf Owren , G R W Quispel

We study the local discretization error of Patankar-type Runge-Kutta methods applied to semi-discrete PDEs. For a known two-stage Patankar-type scheme the local error in PDE sense for linear advection or diffusion is shown to be of the…

数值分析 · 数学 2017-08-02 Sigrun Ortleb , Willem Hundsdorfer

Recent years have seen an increasing amount of research devoted to the development of so-called resonance-based methods for dispersive nonlinear partial differential equations. In many situations, this new class of methods allows for…

数值分析 · 数学 2024-07-22 Georg Maierhofer , Katharina Schratz

We randomize the implicit two-stage Runge-Kutta scheme in order to improve the rate of convergence (with respect to a deterministic scheme) and stability of the approximate solution (with respect to the solution generated by the explicit…

数值分析 · 数学 2025-01-17 Tomasz Bochacik , Paweł Przybyłowicz

We propose an extended framework for continuous-stage Runge-Kutta methods which enables us to treat more complicated cases especially for the case weighting on infinite intervals. By doing this, various types of weighted orthogonal…

数值分析 · 数学 2025-07-23 Wensheng Tang

We consider Hamiltonian systems driven by multi-dimensional Gaussian processes in rough path sense, which include fractional Brownian motions with Hurst parameter $H\in(1/4,1/2]$. We indicate that the phase flow preserves the symplectic…

数值分析 · 数学 2018-03-20 Jialin Hong , Chuying Huang , Xu Wang

At low temperatures and strong friction the time evolution of the density distribution in position follows a quantum Smoluchowski equation. Recently, also higher-order contributions of quantum fluctuations to drift and diffusion…

统计力学 · 物理学 2015-03-17 Stefan A. Maier , Joachim Ankerhold

The dimensional reduction, in a form of transition from four to two dimensions, was used in the 90s in a context of HE Regge scattering. Recently, it got a new impetus in quantum gravity where it opens the way to renormalizability and…

高能物理 - 理论 · 物理学 2010-11-26 D. V. Shirkov

We investigate the strong stability preserving (SSP) property of two-step Runge-Kutta (TSRK) methods. We prove that all SSP TSRK methods belong to a particularly simple subclass of TSRK methods, in which stages from the previous step are…

数值分析 · 数学 2012-01-13 David I. Ketcheson , Sigal Gottlieb , Colin B. Macdonald

High dimensional integrals are abundant in many fields of research including quantum physics. The aim of this paper is to develop efficient recursive strategies to tackle a class of high dimensional integrals having a special product…

数值分析 · 数学 2021-07-28 Tobias Hartung , Karl Jansen , Frances Y. Kuo , Hernan Leövey , Dirk Nuyens , Ian H. Sloan

In this paper, we develop a higher order symmetric partitioned Runge-Kutta method for a coupled system of differential equations on Lie groups. We start with a discussion on partitioned Runge-Kutta methods on Lie groups of arbitrary order.…

高能物理 - 格点 · 物理学 2011-09-15 Michèle Wandelt , Michael Günther , Francesco Knechtli , Michael Striebel

Considering the use of dynamical systems in practical applications, often only limited regions in the time or frequency domain are of interest. Therefor, it usually pays off to compute local approximations of the used dynamical systems in…

最优化与控制 · 数学 2021-05-17 Peter Benner , Steffen W. R. Werner