We study the construction of symplectic Runge-Kutta methods for stochastic Hamiltonian systems (SHS). Three types of systems, SHS with multiplicative noise, special separable Hamiltonians and multiple additive noise, respectively, are considered in this paper. Stochastic Runge-Kutta (SRK) methods for these systems are investigated, and the corresponding conditions for SRK methods to preserve th...

We implement two different algorithms for computing numerically the direct Zakharov–Shabat eigenvalue problem on the infinite line. The first algorithm replaces the potential in the eigenvalue problem by a piecewise-constant approximation, which allows one to solve analytically the corresponding ordinary differential equation. The resulting algorithm is of second order in the step size. The sec...

In this work, we propose Runge-Kutta time integration schemes for the incompressible Navier-Stokes equations with two salient properties. First, velocity and pressure computations are segregated at the time integration level, without the need to perform additional fractional step techniques that spoil high orders of accuracy. Second, the proposed methods keep the same order of accuracy for both...

Runge-Kutta discontinuous Galerkin (RKDG) method is a high order finite element method for solving hyperbolic conservation laws employing useful features from high resolution finite volume schemes, such as the exact or approximate Riemann solvers serving as numerical fluxes, TVD Runge-Kutta time discretizations and limiters. In most of the RKDG papers in the literature, the LaxFriedrichs numeri...

We investigate conservative properties of Runge-Kutta methods for Hamiltonian PDEs. It is shown that multi-symplecitic Runge-Kutta methods preserve precisely norm square conservation law. Based on the study of accuracy of Runge-Kutta methods applied to ordinary and partial differential equations, we present some results on the numerical accuracy of conservation laws of energy and momentum for H...

In this paper we present the analysis for the Runge-Kutta discontinuous Galerkin (RKDG) method to solve scalar conservation laws, where the time discretization is the third order explicit total variation diminishing Runge–Kutta (TVDRK3) method. We use an energy technique to present the L-norm stability for scalar linear conservation laws, and obtain a priori error estimates for smooth solutions...