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相关论文: Explicit Runge-Kutta Methods with Multiquadric and…

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Implicit-explicit Runge-Kutta (IMEX-RK) schemes are popular methods to treat multiscale equations that contain a stiff part and a non-stiff part, where the stiff part is characterized by a small parameter $\varepsilon$. In this work, we…

数值分析 · 数学 2023-06-16 Jingwei Hu , Ruiwen Shu

Multirate integration is an increasingly relevant tool that enables scientists to simulate multiphysics systems. Existing multirate methods are designed for equations whose fast and slow variables can be linearly separated using additive or…

数值分析 · 数学 2025-04-07 Tommaso Buvoli , Brian K. Tran , Ben S. Southworth

The main theoretical obstacle to establish the original energy dissipation laws of Runge-Kutta methods for phase-field equations is to verify the maximum norm boundedness of the stage solutions without assuming global Lipschitz continuity…

数值分析 · 数学 2024-12-11 Xuping Wang , Xuan Zhao , Hong-lin Liao

This work introduces a new class of Runge-Kutta methods for solving nonlinearly partitioned initial value problems. These new methods, named nonlinearly partitioned Runge-Kutta (NPRK), generalize existing additive and component-partitioned…

数值分析 · 数学 2025-04-07 Tommaso Buvoli , Ben S. Southworth

We study the application of the generalized convolution quadrature (gCQ) based on Runge--Kutta methods to approximate the solution of an important class of sectorial problems. The gCQ generalizes Lubich's original convolution quadrature…

数值分析 · 数学 2025-06-27 Jing Guo , Maria Lopez-Fernandez

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

A practical and new Runge--Kutta numerical scheme for stochastic differential equations is explored. Numerical examples demonstrate the strong convergence of the method. The first order strong convergence is then proved using Ito integrals…

数值分析 · 数学 2012-10-04 A. J. Roberts

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…

量子物理 · 物理学 2026-02-03 David Dechant , Liubov Markovich , Vedran Dunjko , Jordi Tura

The class of stochastic Runge-Kutta methods for stochastic differential equations due to R\"o{\ss}ler is considered. Coefficient families of diagonally drift-implicit stochastic Runge-Kutta (DDISRK) methods of weak order one and two are…

数值分析 · 数学 2016-05-10 Kristian Debrabant , Andreas Rößler

Use of explicit methods for simulating electrical circuits, especially for power electronics applications, is described. Application of the forward Euler method to a half-wave rectifier is discussed, and the limitations of a fixed-step…

计算工程、金融与科学 · 计算机科学 2023-01-12 Mahesh B. Patil , V. V. S. Pavan Kumar Hari

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…

数值分析 · 数学 2020-11-26 Hendrik Ranocha , Lajos Lóczi , David I. Ketcheson

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

Meshfree methods based on radial basis function (RBF) approximation are of interest for numerical solution of partial differential equations (PDEs) because they are flexible with respect to the geometry of the computational domain, they can…

数值分析 · 数学 2017-05-17 Ali Safdari-Vaighani , Elisabeth Larsson , Alfa Heryudono

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…

This paper focuses on the strong convergence rate of both Runge--Kutta methods and simplified step-$N$ Euler schemes for stochastic differential equations driven by multi-dimensional fractional Brownian motions with $H\in(\frac12,1)$. Based…

数值分析 · 数学 2021-04-23 Jialin Hong , Chuying Huang , Xu Wang

We introduce a family of stochastic optimization methods based on the Runge-Kutta-Chebyshev (RKC) schemes. The RKC methods are explicit methods originally designed for solving stiff ordinary differential equations by ensuring that their…

最优化与控制 · 数学 2022-02-01 Tony Stillfjord , Måns Williamson

An error analysis of Runge-Kutta convolution quadrature based on Gauss methods applied to hyperbolic operators is given. The order of convergence relies heavily on the parity of the number of stages, a more favourable situation arising for…

数值分析 · 数学 2022-12-15 Lehel Banjai , Matteo Ferrari

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

The residual-based variational multiscale (VMS) formulation has achieved remarkable success in large-eddy simulation of turbulent flows. However, its temporal discretization has largely remained limited to second-order implicit schemes. The…

流体动力学 · 物理学 2025-12-09 Yujie Sun , Chi Ding , Ju Liu

This paper investigates, a new class of fractional order Runge-Kutta (FORK) methods for numerical approximation to the solution of fractional differential equations (FDEs). By using the Caputo generalizedTaylor formula and the total…

数值分析 · 数学 2023-03-06 F. Ghoreishi , R. Ghaffari