Runge-Kutta-Gegenbauer explicit methods for advection-diffusion problems

In this paper, Runge-Kutta-Gegenbauer (RKG) stability polynomials of arbitrarily high order of accuracy are introduced in closed form. The stability domain of RKG polynomials extends in the the real direction with the square of polynomial degree, and in the imaginary direction as an increasing function of Gegenbauer parameter. Consequently, the polynomials are naturally suited to the construction of high order stabilized Runge-Kutta (SRK) explicit methods for systems of PDEs of mixed hyperbolic-parabolic type. We present SRK methods composed of $L$ ordered forward Euler stages, with complex-valued stepsizes derived from the roots of RKG stability polynomials of degree $L$. Internal stability is maintained at large stage number through an ordering algorithm which limits internal amplification factors to $10 L^2$. Test results for mildly stiff nonlinear advection-diffusion-reaction problems with moderate ($\lesssim 1$) mesh P\'eclet numbers are provided at second, fourth, and sixth orders, with nonlinear reaction terms treated by complex splitting techniques above second order.Comment: 20 pages, 7 figures, 3 table

Hamevol1.0: a C++ code for differential equations based on Runge-Kutta algorithm. An application to matter enhanced neutrino oscillation

We present a C++ implementation of a fifth order semi-implicit Runge-Kutta algorithm for solving Ordinary Differential Equations. This algorithm can be used for studying many different problems and in particular it can be applied for computing the evolution of any system whose Hamiltonian is known. We consider in particular the problem of calculating the neutrino oscillation probabilities in presence of matter interactions. The time performance and the accuracy of this implementation is competitive with respect to the other analytical and numerical techniques used in literature. The algorithm design and the salient features of the code are presented and discussed and some explicit examples of code application are given.Comment: 18 pages, Late