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In this paper, we propose, analyze, and test a new fully discrete, efficient, decoupled, stable, and practically second-order time-stepping algorithm for computing MHD ensemble flow averages under uncertainties in the initial conditions and…

Numerical Analysis · Mathematics 2021-01-19 Muhammad Mohebujjaman

Locally refined meshes impose severe stability constraints on explicit time-stepping methods for the numerical simulation of time dependent wave phenomena. Local time-stepping methods overcome that bottleneck by using smaller time-steps…

Numerical Analysis · Mathematics 2012-10-19 Marcus Grote , Teodora Mitkova

Second-order dynamical systems are important tools for solving optimization problems, and most of existing works in this field have focused on unconstrained optimization problems. In this paper, we propose an inertial primal-dual dynamical…

Optimization and Control · Mathematics 2022-05-23 Xin He , Rong Hu , Ya-Ping Fang

The solution of time-dependent hyperbolic conservation laws on cut cell meshes causes the small cell problem: standard schemes are not stable on the arbitrarily small cut cells if an explicit time stepping scheme is used and the time step…

Numerical Analysis · Mathematics 2023-10-26 Sandra May , Fabian Laakmann

In this paper, we propose two novel Robin-type domain decomposition methods based on the two-grid techniques for the coupled Stokes-Darcy system. Our schemes firstly adopt the existing Robin-type domain decomposition algorithm to obtain the…

Numerical Analysis · Mathematics 2021-08-11 Yizhong Sun , Feng Shi , Haibiao Zheng , Heng Li , Fan Wang

Unconditionally stable implicit time-marching methods are powerful in solving stiff differential equations efficiently. In this work, a novel framework to handle stiff physical terms implicitly is proposed. Both physical and numerical…

Numerical Analysis · Mathematics 2020-08-06 Maxime Bassenne , Lin Fu , Ali Mani

An immersed-boundary method for the incompressible Navier--Stokes equations is presented. It employs discrete forcing for a sharp discrimination of the solid-fluid interface, and achieves second-order accuracy, demonstrated in examples with…

In this paper we present a new high order semi-implicit DG scheme on two-dimensional staggered triangular meshes applied to different nonlinear systems of hyperbolic conservation laws such as advection-diffusion models, incompressible…

Numerical Analysis · Mathematics 2024-02-13 M. Tavelli , W. Boscheri

The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…

Numerical Analysis · Mathematics 2019-07-12 Huan-Yan Jian , Ting-Zhu Huang , Xi-Le Zhao , Yong-Liang Zhao

In this paper, we propose a new second-order fast finite difference scheme in time for solving the Tempered Time Fractional Advection-Dispersion Equation. Under the assumption that the solution is nonsmooth at the initial time, we…

Numerical Analysis · Mathematics 2025-12-22 Liangcai Huang , Shujuan Lü

We consider the development of implicit-explicit time integration schemes for optimal control problems governed by the Goldstein-Taylor model. In the diffusive scaling this model is a hyperbolic approximation to the heat equation. We…

Numerical Analysis · Mathematics 2013-08-05 Giacomo Albi , Michael Herty , Christian Jörres , Lorenzo Pareschi

This paper proposes a strong second-order two-step explicit/implicit technique with spectral orthogonal basis Galerkin finite element method for solving a two-dimensional Gray-Scott model subject to appropriate initial and boundary…

Numerical Analysis · Mathematics 2026-04-15 Eric Ngondiep

This paper presents a pressure-robust discretizations, specifically within the context of optimal control problems for the Stokes-Darcy system. The study meticulously revisits the formulation of the divergence constraint and the enforcement…

Numerical Analysis · Mathematics 2025-02-25 Jingshi Li , Jiachuan Zhang , Ran Zhang

Stochastic differential equations (SDE) often exhibit large random transitions. This property, which we denote as pathwise stiffness, causes transient bursts of stiffness which limit the allowed step size for common fixed time step explicit…

Numerical Analysis · Mathematics 2018-04-13 Christopher Rackauckas , Qing Nie

In this paper, we propose a physics-preserving multiscale method to solve an immiscible two-phase flow problem, which is modeled as a coupling system consisting of Darcy's law and mass conservation equations. We use a new Physics-preserving…

Numerical Analysis · Mathematics 2022-12-13 Yiran Wang , Eric Chung , Shuyu Sun

The Immersed Boundary method has evolved into one of the most useful computational methods in studying fluid structure interaction. On the other hand, the Immersed Boundary method is also known to suffer from a severe timestep stability…

Computational Engineering, Finance, and Science · Computer Science 2009-11-13 Thomas Y. Hou , Zuoqiang Shi

In this paper, we extend the implicit-explicit (IMEX) methods of Peer type recently developed in [Lang, Hundsdorfer, J. Comp. Phys., 337:203--215, 2017] to a broader class of two-step methods that allow the construction of super-convergent…

Numerical Analysis · Mathematics 2018-06-08 Moritz Schneider , Jens Lang , Willem Hundsdorfer

The aim of this paper is to propose a systematic way to obtain convergent finite element schemes for the Darcy-Stokes flow problem by combining well-known mixed finite elements that are separately convergent for Darcy and Stokes problems.…

Numerical Analysis · Mathematics 2012-03-22 Antonio Márquez , Salim Meddahi , Francisco-Javier Sayas

We present a divergence-free semi-implicit finite volume scheme for the simulation of the ideal magnetohydrodynamics (MHD) equations which is stable for large time steps controlled by the local transport speed at all Mach and Alfv\'en…

Numerical Analysis · Mathematics 2024-03-08 Walter Boscheri , Andrea Thomann

Efficient high order numerical methods for evolving the solution of an ordinary differential equation are widely used. The popular Runge--Kutta methods, linear multi-step methods, and more broadly general linear methods, all have a global…

Numerical Analysis · Mathematics 2020-03-16 Adi Ditkowski , Sigal Gottlieb , Zachary J. Grant
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