Keywords: Ordinary differential equations Runge–Kutta methods One-step methods Hamiltonian problems Hamiltonian Boundary Value Methods Energy preserving methods Symplectic methods Energy drift a b s t r a c t In this paper, we provide a simple framework to derive and analyse a class of one-step methods that may be conceived as a generalization of the class of Gauss methods. The framework consis...

A fourth-order, implicit, low-dispersion, and low-dissipation Runge-Kutta scheme is introduced. The scheme is optimized for minimal dissipation and dispersion errors. High order accuracy is achieved with fewer stages than standard explicit Runge-Kutta schemes. The scheme is designed to be As table for highly stiff problems. Possible applications include wall-bounded flows with solid boundaries ...

Embedded Runge-Kutta methods are among the most popular methods for the solution of non-stiff initial value problems of ordinary differential equations (ODEs). We investigate the use of load balancing strategies in a dataparallel implementation of embedded Runge-Kutta integrators. Since the parallelism contained in the function evaluation of the ODE system is typically very fine-grained, our ai...

The condition equations are derived by the introduction of a system of equivalent differential equations, avoiding the usual formalism with trees and elementary differentials. Solutions to the condition equations are found by direct numerical optimization, during which simplifying assumptions upon the Runge-Kutta coefficients may or may not be used. Depending on the optimization criterion, diff...

Systems of functional-diierential and functional equations occur in many biological, control and physics problems. They also include functional diierential equations of neutral type as special cases. In this paper we present a numerical method that is based on the continuous extension of the Runge{Kutta method (for ordinary diierential equations) and the collocation method (for functional equat...

Explicit Runge–Kutta schemes with large stable step sizes are developed for integration of high order spectral difference spatial discretizations on quadrilateral grids. The new schemes permit an effective time step that is substantially larger than the maximum admissible time step of standard explicit Runge–Kutta schemes available in literature. Furthermore, they have a small principal error n...

In this work we consider Symplectic Runge Kutta Nyström methods with five stages. A new fourth algebraic order method with phase-lag order eight is presented. Also the symplectic Runge Kutta Nyström of Calvo and Sanz Serna with five stages and fourth order is modified to produce a phase-fitted method. We apply the new methods on several Hamiltonian systems and on the computation of the eigenval...

Numerical stability is considered for several Runge-Kutta methods to systems of neutral delay differential equations. The linear stability analysis is adopted to the system. Adapted with the equistage interpolation process as well as the continuous extension, the Runge-Kutta methods are shown to have the numerical stability similar to the analytical asymptotic stability with arbitrary stepsize,...

Galerkin fully discrete approximations for parabolic equations with time-dependent coefficients are analyzed. The schemes are based on implicit Runge-Kutta methods, and are coupled with preconditioned iterative methods to approximately solve the resulting systems of linear equations. It is shown that for certain classes of Runge-Kutta methods, the fully discrete equations exhibit parallel featu...

Literature For a great deal of information on Runge-Kutta methods consult J.C. Butcher, Numerical Methods for Ordinary Differential Equations, second edition, Wiley and Sons, 2008, ISBN 9780470723357. That book also has a good introduction to linear multistep methods. In these notes we refer to this books simply as Butcher. The notes were written independently of the book which accounts for som...