In this paper we consider the stability of variable step-size Runge-Kutta methods approximating bounded, stable, and time-dependent solutions of ordinary differential equation initial value problems. We use Lyapunov exponent theory to determine conditions on the maximum allowable step-size that guarantees the numerical solution of an asymptotically decaying time-dependent linear problem also de...

In recent years, implicit stochastic Runge–Kutta (SRK) methods have been developed both for strong and weak approximations. For these methods, the stage values are only given implicitly. However, in practice these implicit equations are solved by iterative schemes such as simple iteration, modified Newton iteration or full Newton iteration. We employ a unifying approach for the construction of ...

Although Runge–Kutta and partitioned Runge–Kutta methods are known to formally satisfy discrete multisymplectic conservation laws when applied to multi-Hamiltonian PDEs, they do not always lead to well-defined numerical methods. We consider the case study of the nonlinear Schrödinger equation in detail, for which the previously known multisymplectic integrators are fully implicit and based on t...

To my beautiful wife, Ashley. For your unconditional love, faithful encouragement, and resolute support. You have always believed in and inspired the pursuit of my dreams. iv ACKNOWLEDGEMENTS I would first like to express my immense gratitude to my advisor, Dr. Glenn Sjoden. What started as an undergraduate summer research project transformed into my path in graduate school. As both an advisor ...

Two-dimensional, steady, laminar and incompressible natural convective flow of a nanofluid over a connectively heated permeable upward facing radiating horizontal plate in porous medium is studied numerically. The present model incorporates Brownian motion and thermophoresis effects. The similarity transformations for the governing equations are developed by Lie group analysis. The transformed ...

We consider the solution of Hamiltonian dynamical systems by constructing eighth-order explicit symplectic Runge-Kutta-Nystrr om integrators. The application of high-order integrators may be important in areas such as in astronomy. They require large number of function evaluations, which make them computationally expensive and easily susceptible to errors. The integrators developed in this pape...

Abstract. The spatial discretization of the unsteady incompressible Navier-Stokes equations is stated as a system of Differential Algebraic Equations (DAEs), corresponding to the conservation of momentum equation plus the constraint due to the incompressibility condition. Runge-Kutta methods applied to the solution of the resulting index-2 DAE system are analyzed, allowing a critical comparison...

Strong stability preserving (SSP) high order time discretizations were developed for solution of semi-discrete method of lines approximations of hyperbolic partial differential equations. These high order time discretization methods preserve the strong stability properties–in any norm or seminorm—of the spatial discretization coupled with first order Euler time stepping. This paper describes th...

The application of Runge-Kutta schemes designed to enjoy a large region of absolute stability can significantly increase the efficiency of numerical methods for PDEs based on a method of lines approach. In this work we investigate the improvement in the efficiency of the time integration of relaxation schemes for degenerate diffusion problems, using SSP Runge-Kutta schemes and computing the max...

This paper investigates numerical methods for direct decoupled sensitivity and discrete adjoint sensitivity analysis of stiff systems based on implicit Runge Kutta schemes. Efficient implementations of tangent linear and adjoint schemes are discussed for two families of methods: fully implicit three-stage Runge Kutta and singly diagonally-implicit Runge Kutta. High computational efficiency is a...