Related papers: A fast implicit method for time-dependent Hamilton…
We present high-order variational Lagrangian finite element methods for compressible fluids using a discrete energetic variational approach. Our spatial discretization is mass/momentum/energy conserving and entropy stable. Fully implicit…
The reduction of Hamiltonian systems aims to build smaller reduced models, valid over a certain range of time and parameters, in order to reduce computing time. By maintaining the Hamiltonian structure in the reduced model, certain…
In this report it is shown that the implicit Euler time-discretization of some classes of switching systems with sliding modes, yields a very good stabilization of the trajectory and of its derivative on the sliding surface. Therefore the…
We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In…
This letter proposes a fast identification algorithm for Wiener-Hammerstein systems. The computational cost of separating the front and the back linear time invariant block dynamics is significantly improved by using discrete optimization.…
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 work, we design and investigate contrast-independent partially explicit time discretizations for wave equations in heterogeneous high-contrast media. We consider multiscale problems, where the spatial heterogeneities are at subgrid…
We consider a family of conforming space-time finite element discretizations for the wave equation based on splines of maximal regularity in time. Traditional techniques may require a CFL condition to guarantee stability. Recent works by O.…
We present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do…
In this paper we design discrete port-Hamiltonian systems systematically in two different ways, by applying discrete gradient methods and splitting methods respectively. The discrete port-Hamiltonian systems we get satisfy a discrete notion…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
We present an efficient, accurate, and robust method for simulation of dense suspensions of deformable and rigid particles immersed in Stokesian fluid in two dimensions. We use a well-established boundary integral formulation for the…
When solving the time-dependent radiative transport equation (RTE), implicit time discretization is often employed for its robustness and stability. This results in a sequence of steady-state RTEs with identical cross-sections but varying…
We study a second order BDF (Backward Differentiation Formula) scheme for the numerical approximation of parabolic HJB (Hamilton-Jacobi-Bellman) equations. The scheme under consideration is implicit, non-monotone, and second order accurate…
A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…
A method for relaxing the CFL-condition, which limits the time step size in explicit methods in computational fluid dynamics, is presented. The method is based on re-formulating explicit methods in matrix form, and considering them as a…
In this paper we present a new algorithm for the solution of Hamilton-Jacobi-Bellman equations related to optimal control problems. The key idea is to divide the domain of computation into subdomains which are shaped by the optimal dynamics…
We present linearly implicit methods that preserve discrete approximations to local and global energy conservation laws for multi-symplectic PDEs with cubic invariants. The methods are tested on the one-dimensional Korteweg-de Vries…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
In this paper we introduce adaptive time step control for simulation of evolution of ice sheets. The discretization error in the approximations is estimated using "Milne's device" by comparing the result from two different methods in a…