Related papers: Entropy-stable and entropy-dissipative approximati…
The companion paper "Higher-order in time quasi-unconditionally stable ADI solvers for the compressible Navier-Stokes equations in 2D and 3D curvilinear domains", which is referred to as Part I in what follows, introduces ADI (Alternating…
Centered numerical fluxes can be constructed for compressible Euler equations which preserve kinetic energy in the semi-discrete finite volume scheme. The essential feature is that the momentum flux should be of the form $f^m_\jph =…
First-order fully implicit as well as implicit--explicit schemes for coupled elliptic-parabolic systems are discussed in [Ern and Meunier, ESAIM: M2AN, 2009] and [Altmann et al., Math.\ Comp., 2021], respectively. The extension of the…
In this article, we present entropy stable discontinuous Galerkin numerical schemes for equations of special relativistic hydrodynamics with the ideal equation of state. The numerical schemes use the summation by parts (SBP) property of…
In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…
Finite difference schemes, using Backward Differentiation Formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term, of the form $$\min(v_t - a(t,x) v_{xx} + b(t,x) v_x + r(t,x) v, v-…
We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…
We present a new approach to parallelization of the first-order backward difference discretization (BDF1) of the time derivative in partial differential equations, such as the nonlinear heat and viscous Burgers equations. The time…
We propose fully discrete, implicit-in-time finite-volume schemes for a general family of non-linear and non-local Fokker-Planck equations with a gradient-flow structure, usually known as aggregation-diffusion equations, in any dimension.…
The paper describes the construction of entropy-stable discontinuous Galerkin difference (DGD) discretizations for hyperbolic conservation laws on unstructured grids. The construction takes advantage of existing theory for entropy-stable…
We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…
An efficient, iterative semi-implicit (SI) numerical method for the time integration of stiff wave systems is presented. Physics-based assumptions are used to derive a convergent iterative formulation of the SI scheme which enables the…
We present a novel discontinuous Galerkin finite element method for numerical simulations of the rotating thermal shallow water equations in complex geometries using curvilinear meshes, with arbitrary accuracy. We derive an entropy…
We propose new numerical schemes for decoupled forward-backward stochastic differential equations (FBSDEs) with jumps, where the stochastic dynamics are driven by a $d$-dimensional Brownian motion and an independent compensated Poisson…
We present a novel class of locally conservative, entropy stable and well-balanced discontinuous Galerkin (DG) methods for the nonlinear shallow water equation with a non-flat bottom topography. The major novelty of our work is the use of…
We present an entropy stable nodal discontinuous Galerkin spectral element method (DGSEM) for the two-layer shallow water equations on two dimensional curvilinear meshes. We mimic the continuous entropy analysis on the semi-discrete level…
In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are…
This paper presents a novel structure-preserving scheme for Euler equations, focusing on the numerical conservation of entropy and kinetic energy. Explicit flux functions engineered to conserve entropy are introduced within the…
Our aim is to study the backward problem, i.e. recover the initial data from the terminal observation, of the subdiffusion with time dependent coefficients. First of all, by using the smoothing property of solution operators and a…
A fully-discrete, nonlinearly-stable flux reconstruction (FD-NSFR) scheme is developed, which ensures robustness through entropy stability in both space and time for high-order flux reconstruction schemes. We extend the entropy-stable flux…