Multi-step Runge-Kutta methods
Multi-step Runge-Kutta methods using method of quadratures
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Multi-step Runge-Kutta methods using method of quadratures
We introduce stage-local partitioned two-step Runge-Kutta methods are an extension of standard two-step Runge-Kutta methods, which are an alternative to the standard additive two-step Runge-Kutta methods currently existing in the literature. Furthermore, these new schemes are designed with an eye towards truly N-partitioned systems and leverage local stage approximations to make several computationally interesting approximations viable. Specifically, the focus on local stage approximations makes possible the construction of truly asynchronous schemes, in the parallel sense, possible. In addition, we show that an implicit-explicit approach to these schemes can lead to methods that require the inversion of only local nonlinear systems.
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 those in which different scales, stiffnesses, or physics are coupled in a nonlinear way, wherein the desired partition cannot be written in a classical additive or component-wise fashion. Here we use a rooted-tree analysis to derive full-order conditions for NPRKM methods, where M denotes the number of nonlinear partitions. Due to the nonlinear coupling and thereby the mixed product differentials, it turns out that the standard node-colored rooted tree analysis used in analyzing ODE integrators does not naturally apply. Instead we develop a new edge-colored rooted-tree framework to address the nonlinear coupling. The resulting order conditions are enumerated, are provided directly for up to fourth order with M = 2 and third order with M = 3, and are related to existing order conditions of additive and partitioned RK methods. We conclude with an example that shows how the nonlinear order conditions can be used to obtain an embedded estimate of the state-dependent nonlinear coupling strength in a dynamical system.
Numerical solution of hyperbolic equations by Runge-Kutta method
Numerical solution of hyperbolic equations with two independent variables using Runge-Kutta method
Burgers’ equation is a 1D partial differential equation (PDE) developed as a model to understand fluid flow.
Mumerical integration of nonlinear differential equation using Runge-Kutta method
In this paper, we introduce a new family of spatially co-located field solvers for particle-in-cell applications which evolve the potential formulation of Maxwell’s equations under the Lorenz gauge. Our recent work [2] introduced the concept of time-consistency, which connects charge conservation to the preservation of the gauge at the semi-discrete level. It will be shown that there exists a large family of time discretizations which satisfy this property. Additionally, it will be further shown that for large classes of time marching methods, the satisfaction of the gauge condition automatically implies the satisfaction of Gauss’s law for electricity, with the potential formulation ensuring that that Gauss’s law for magnetism is satisfied by definition. We focus on popular time marching methods including centered differences, backward differences, and diagonally-implicit Runge-Kutta methods, which are coupled to a spectral discretization in space. We demonstrate the theory by testing the methods on a relativistic Weibel instability and a drifting cloud of electrons.
Fourth order Runge-Kutta method applied to system of linear differential equations
Absorption coefficient for lines with combined Doppler and Lorentz broadening calculated, using Runge-Kutta method, continued fraction expansion and Hermite-Gauss quadrature
Quadrature methods of formulating Runge-Kutta equations
Fifth-order Runge-Kutta formulas including extensions of Radau, Lobatto, Newton-Cotes and Legendre-Gauss quadratures
Stability and error analysis of Runge-Kutta- Fehlberg numerical integration method
Approximate solutions of Runge-Kutta equations
Runge-Kutta fourth order formula used to obtain approximate solution to differential equations
Here, we consider the adaptive-rank integration of multi-dimensional time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled with high-order diagonally implicit Runge-Kutta temporal schemes. The discrete equation is a generalized Sylvester equation (GSE), which we solve with a projection-based adaptive-rank algorithm structured around two key strategies: (i) constructing dimension-wise subspaces using a novel atypical extended Krylov strategy, and (ii) efficiently solving the basis coefficient matrix with a preconditioned GMRES solver. The low-rank decomposition is performed in 2D using SVD and with high-order SVD (HOSVD) in 3D to represent the tensor in a compressed Tucker format. For d-dimensional problems (here, d = 2 or 3), the computational complexity and memory storage of the approach are found numerically to scale as and $\mathscr{O}(Nr^2) + \mathscr{O} (r^{d+1})$ and $\mathscr{O}(Nr) + \mathscr{O} (r^{d})$, respectively, with the one-dimensional resolution and the maximal rank during the Krylov iteration (which we find to be largely independent of on our numerical examples). We present numerical examples that illustrate the advertised properties of the algorithm.
We propose a method for interpolating divergence-free continuous magnetic fields via vector potential reconstruction using Hermite interpolation, which ensures high-order continuity for applications requiring adaptive, high-order ordinary differential equation (ODE) integrators, such as the Dormand-Prince method. The method provides C(m) continuity and achieves high-order accuracy, making it particularly suited for particle trajectory integration and Poincaré section analysis under optimal integration order and timestep adjustments. Through numerical experiments, we demonstrate that the Hermite interpolation method preserves volume and continuity, which are critical for conserving toroidal canonical momentum and magnetic moment in guiding center simulations, especially over long-term trajectory integration. Furthermore, we analyze the impact of insufficient derivative continuity on Runge-Kutta schemes and show how it degrades accuracy at low error tolerances, introducing discontinuity-induced truncation errors. Lastly, we demonstrate performant Poincaré section analysis in two relevant settings of field data collocated from finite element meshes.
Here, we introduce a high-order space–time approximation of the Shallow Water Equations with sources that is invariant-domain preserving (IDP), well-balanced with respect to rest states, and employs a novel explicit Runge–Kutta (ERK) introduced in Ern and Guermond (SIAM J. Sci. Comput. 44(5), A3366–A3392, 2022) for systems of non-linear conservation equations. The resulting method is then numerically illustrated through verification and validation.