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We present a high-order, fully explicit, asymptotic-preserving projective integration scheme for the nonlinear BGK equation. The method first takes a few small (inner) steps with a simple, explicit method (such as direct forward Euler) to…

Numerical Analysis · Mathematics 2017-02-03 Ward Melis , Thomas Rey , Giovanni Samaey

We present high-order, fully explicit projective integration schemes for nonlinear collisional kinetic equations such as the BGK and Boltzmann equation. The methods first take a few small (inner) steps with a simple, explicit method (such…

Analysis of PDEs · Mathematics 2017-12-19 Ward Melis , Thomas Rey , Giovanni Samaey

In this paper, contrast-independent partially explicit time discretization for wave equations in heterogeneous high-contrast media via mass lumping is concerned. By employing a mass lumping scheme to diagonalize the mass matrix, the matrix…

Numerical Analysis · Mathematics 2025-02-25 Shu Fan Li , Wing Tat Leung

We consider the compressible Euler equations of gas dynamics with isentropic equation of state. Standard numerical schemes for the Euler equations suffer from stability and accuracy issues in the low Mach regime. These failures are…

Numerical Analysis · Mathematics 2024-11-07 Saurav Samantaray

We are concerned with the efficient implementation of symplectic implicit Runge-Kutta (IRK) methods applied to systems of (non-necessarily Hamiltonian) ordinary differential equations by means of Newton-like iterations. We pay particular…

Numerical Analysis · Mathematics 2017-03-23 Mikel Antoñana , Joseba Makazaga , Ander Murua

This article is devoted to the construction of a new class of semi-Lagrangian (SL) schemes with implicit-explicit (IMEX) Runge-Kutta (RK) time stepping for PDEs involving multiple space-time scales. The semi-Lagrangian (SL) approach fully…

Numerical Analysis · Mathematics 2021-07-16 Walter Boscheri , Maurizio Tavelli , Lorenzo Pareschi

We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1,…

Numerical Analysis · Mathematics 2020-04-07 Daniel Z. Huang , Will Pazner , Per-Olof Persson , Matthew J. Zahr

In this paper, we derive a variational integrator for certain highly oscillatory problems in mechanics. To do this, we take a new approach to the splitting of fast and slow potential forces: rather than splitting these forces at the level…

Numerical Analysis · Mathematics 2009-08-03 Ari Stern , Eitan Grinspun

This paper focuses on the question of how unconditional stability can be achieved via multistep ImEx schemes, in practice problems where both the implicit and explicit terms are allowed to be stiff. For a class of new ImEx multistep schemes…

Numerical Analysis · Mathematics 2018-10-02 Benjamin Seibold , David Shirokoff , Dong Zhou

The isentropic compressible Cahn-Hilliard-Navier-Stokes equations is a system of fourth-order partial differential equations that model the evolution of some binary fluids under convection. The purpose of this paper is the design of…

Numerical Analysis · Mathematics 2024-04-02 Pep Mulet

A new class of implicit-explicit (IMEX) methods combined with a p-adaptive mixed finite element formulation is proposed to simulate the diffusion of reacting species. Hierarchical polynomial functions are used to construct an…

Implicit-explicit (IMEX) time integration schemes are well suited for nonlinear structural dynamics because of their low computational cost and high accuracy. However, stability of IMEX schemes cannot be guaranteed for general nonlinear…

Numerical Analysis · Mathematics 2025-06-27 Sun-Beom Kwon , Arun Prakash

Multistep matrix splitting iterations serve as preconditioning for Krylov subspace methods for solving singular linear systems. The preconditioner is applied to the generalized minimal residual (GMRES) method and the flexible GMRES (FGMRES)…

Numerical Analysis · Mathematics 2021-11-09 Keiichi Morikuni

Second derivative general linear methods (SGLMs) have been already implemented in a variable stepsize environment using Nordsieck technique. In this paper, we introduce variable stepsize SGLMs directly on nonuniform grid. By deriving the…

Numerical Analysis · Mathematics 2021-05-13 A. Jalilian , A. Abdi , G. Hojjati

We present implicit-explicit (IMEX) kinetic simulations of weakly collisional parallel plasma transport in magnetic mirror configurations using the continuum code \textsc{COGENT}. The numerical scheme employs a Jacobian-free Newton--Krylov…

Plasma Physics · Physics 2025-10-09 M. Dorf , M. Dorr , V. Geyko , D. Ghosh , M. Umansky , J. Angus

In this paper is described a general 2-nd order accurate (weak sense) procedure for stablizing Monte-Carlo simulations of Ito stochastic differential equations. The splitting procedure includes explicit Runge-Kutta methods, semi-implicit…

High Energy Physics - Lattice · Physics 2007-05-23 W. P. Petersen

Explicit Runge--Kutta (RK) methods are susceptible to a reduction in the observed order of convergence when applied to initial-boundary value problem with time-dependent boundary conditions. We study conditions on explicit RK methods that…

Numerical Analysis · Mathematics 2026-02-11 Abhijit Biswas , David I. Ketcheson , Steven Roberts , Benjamin Seibold , David Shirokoff

Rational methods are intended to time integrate linear homogeneous problems. However, their scope can be extended so as to cover linear nonhomogeneous problems. In this paper the integration of semilinear problems is considered. The…

Numerical Analysis · Mathematics 2025-09-23 Carlos Arranz-Simón , Begoña Cano , César Palencia

This paper presents an a priori error analysis of the Deep Mixed Residual method (MIM) for solving high-order elliptic equations with non-homogeneous boundary conditions, including Dirichlet, Neumann, and Robin conditions. We examine MIM…

Numerical Analysis · Mathematics 2024-11-26 Mengjia Bai , Jingrun Chen , Rui Du , Zhiwei Sun

When applied to stiff, linear differential equations with time-dependent forcing, Runge-Kutta methods can exhibit convergence rates lower than predicted by the classical order condition theory. Commonly, this order reduction phenomenon is…

Numerical Analysis · Mathematics 2022-02-15 Steven Roberts , Adrian Sandu
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