Long time solutions to the Frank-Kamenetskii partial differential equation modelling a thermal explosion in a vessel are obtained using matrix exponentiation. Spatial derivatives are approximated by high-order finite difference approximations. A forward difference approximation to the time derivative leads to a Lawson-Euler scheme. Computations performed with a BDF approximation to the time der...

This paper describes the construction of block predictor-corrector methods based on Runge-Kutta-Nystrr om correctors. Our approach is to apply the predictor-corrector method not only with stepsize h, but, in addition (and simultaneously) with stepsizes a i h; i = 1; : : :; r. In this way, at each step, a whole block of approximations to the exact solution at oo-step points is computed. In the n...

Multirate ideas for numerical time integration are explained concerning multirated extrapolation and stepsizing. Later parts of the report focus on Rosenbrock-Wanner (ROW) schemes, since those seemed to be most promising for the needs in circuit simulation: The ROW formula applicable to circuit di erential algebraic equations are introduced and changes within the analog circuit simulator Pstar ...

A general formula for the second-order projection method for solution of unsteady incompressible Navier-Stokes equations is presented. It includes the fourand three-step projection methods. Also, RKCN (Runge-Kutta=Crank-Nicholson) three-step and four-step projection methods are presented, in which the three-stage Runge-Kutta and semi-implicit Crank-Nicholson techniques are employed to update th...

We study the stability of Runge-Kutta methods for the time integration of semidiscrete systems associated with time dependent PDEs. These semidiscrete systems amount to large systems of ODEs with the possibility that the matrices involved are far from being normal. The stability question of their Runge-Kutta methods, therefore, cannot be addressed by the familiar scalar arguments of eigenvalues...

The construction of a Runge-Kutta pair of order 5(4) with the minimal number of stages requires the solution of a nonlinear system of 25 order conditions in 27 unknowns. We define a new family of pairs which includes pairs using 6 function evaluations per integration step as well as pairs which additionally use the first function evaluation from the next step. This is achieved by making use of ...

It is shown that for a parabolic problem with maximal Lp-regularity (for 1 < p < ∞), the time discretization by a linear multistep method or Runge–Kutta method has maximal `p-regularity uniformly in the stepsize if the method is A-stable (and satisfies minor additional conditions). In particular, the implicit Euler method, the Crank–Nicolson method, the second-order backward difference formula ...

An error analysis of Runge-Kutta convolution quadrature is presented for a class of nonsectorial operators whose Laplace transform satisfies, besides the standard assumptions of analyticity in a half-plane Re s > σ0 and a polynomial bound O(s 1) there, the stronger polynomial bound O(s2) in convex sectors of the form | arg s| ≤ π/2 − θ < π/2 for θ > 0. The order of convergence of the Runge-Kutt...

A set of validated numerical integration methods based on explicit and implicit Runge-Kutta schemes is presented to solve, in a guaranteed way, initial value problems of ordinary differential equations. Runge-Kutta methods are well-known to have strong stability properties, which make them appealing to be the basis of validated numerical integration methods. A new approach to bound the local tr...

Exponential Runge-Kutta (ERK) and partitioned exponential Runge-Kutta (PERK) 4 methods are developed for solving initial value problems with vector fields that can be split into con5 servative and linear non-conservative parts. The focus is on linearly damped ordinary differential 6 equations, that possess certain invariants when the damping coefficient is zero, but, in the presence of 7 consta...