Related papers: Extrapolation-based implicit-explicit general line…

This is Part II of a two-part work on the estimation for a multi-layer generalized linear model (ML-GLM) in large system limits. In Part I, we had analyzed the asymptotic performance of an exact MMSE estimator, and obtained a set of coupled…

We propose a better method to determine the stability region of an L-stable implicit-explicit Runge-Kutta scheme. This method always provides the correct result, while other methods sometimes give wrong result. It is useful in the analysis…

In this paper, a centred universal high-order finite volume method for solving hyperbolic balance laws is presented. The scheme belongs to the family of ADER methods where the Generalized Riemann Problems (GRP) is a building block. The…

Electroactive polymers such as dielectric elastomers (DEs) have attracted significant attention in recent years. Computational techniques to solve the coupled electromechanical system of equations for this class of materials have…

We prove first-order convergence of the semi-explicit Euler scheme combined with a finite element discretization in space for elliptic-parabolic problems which are weakly coupled. This setting includes poroelasticity, thermoelasticity, as…

In this paper, we propose a class of high-order and energy-stable implicit-explicit relaxation Runge-Kutta (IMEX RRK) schemes for solving the phase-field gradient flow models. By incorporating the scalar auxiliary variable (SAV) method, the…

Interpolation and smoothing using cubic and generalized splines are fundamental tools in data analysis and statistical modeling. Recently, fast computational algorithms were developed for natural $L$-splines of order four, which arise as…

We show that symplectic and linearly-implicit integrators proposed by [Zhang and Skeel, 1997] are variational linearizations of Newmark methods. When used in conjunction with penalty methods (i.e., methods that replace constraints by stiff…

Explicit stabilized methods are highly efficient time integrators for large and stiff systems of ordinary differential equations especially when applied to semi-discrete parabolic problems. However, when local spatial mesh refinement is…

In this work, we further investigate the application of the well-known Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for numerically solving initial-value…

This work proposes a methodology to develop new numerical integration algorithms for ordinary differential equations based on state quantization, generalizing the notions of Linearly Implicit Quantized State Systems (LIQSS) methods. Using…

Many complex applications require the solution of initial-value problems where some components change fast, while others vary slowly. Multirate schemes apply different step sizes to resolve different components of the system, according to…

Singularly perturbed systems (SPSs) are prevalent in engineering applications, where numerically solving their initial value problems (IVPs) is challenging due to stiffness arising from multiple time scales. Classical explicit methods…

Implicit models separate the definition of a layer from the description of its solution process. While implicit layers allow features such as depth to adapt to new scenarios and inputs automatically, this adaptivity makes its computational…

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…

In this paper, we study a time discrete scheme for the initial value problem of the ES-BGK kinetic equation. Numerically solving these equations are challenging due to the nonlinear stiff collision (source) terms induced by small mean free…

In this paper we construct new fully decoupled and high-order implicit-explicit (IMEX) schemes for the two-phase incompressible flows based on the new generalized scalar auxiliary variable approach with optimal energy approximation…

We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…

A new class of semi-implicit numerical schemes for linear advection equation on Cartesian grids is derived that is inspired by so-called $\kappa$-schemes used with fully explicit discretizations for this type of problems. Opposite to fully…

This paper proposes a novel preconditioned implicit-explicit algorithm enhanced with the extrapolation technique for non-convex optimization problems. The algorithm employs a third-order Adams-Bashforth scheme for the nonlinear and explicit…