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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…

Numerical Analysis · Mathematics 2010-04-01 Francis Filbet , Shi Jin

Implicit-explicit (IMEX) Runge-Kutta methods play a major rule in the numerical treatment of differential systems governed by stiff and non-stiff terms. This paper discusses order conditions and symplecticity properties of a class of IMEX…

Numerical Analysis · Mathematics 2012-02-07 Michael Herty , Lorenzo Pareschi , Sonja Steffensen

For linear transport and radiative heat transfer equations with random inputs, we develop new generalized polynomial chaos based Asymptotic-Preserving stochastic Galerkin schemes that allow efficient computation for the problems that…

Numerical Analysis · Mathematics 2017-03-14 Shi Jin , Hanqing Lu , Lorenzo Pareschi

In this paper, we develop a family of high order asymptotic preserving schemes for some discrete-velocity kinetic equations under a diffusive scaling, that in the asymptotic limit lead to macroscopic models such as the heat equation, the…

Numerical Analysis · Mathematics 2013-06-04 Juhi Jang , Fengyan Li , Jing-Mei Qiu , Tao Xiong

We consider the compressible Euler system with anelastic scaling, modeling isentropic flows under the influence of gravity. In the zero-Mach-number limit, the solution of the compressible Euler system converges to a variable density…

Numerical Analysis · Mathematics 2026-04-14 Marco Artiano , Hendrik Ranocha , Saurav Samantaray

This paper is concerned about the implicit-explicit (IMEX) methods for a class of dissipative wave systems with time-varying velocity feedbacks and nonlinear potential energies, equipped with different boundary conditions. Firstly, we…

Numerical Analysis · Mathematics 2024-10-29 Zhe Jiao , Yaxu Li , Lijing Zhao

In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…

Optimization and Control · Mathematics 2021-10-05 Lianzi Jiang

Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper, we derive explicit stabilized integrators of orders one and…

Numerical Analysis · Mathematics 2023-06-09 Ibrahim Almuslimani , Gilles Vilmart

We present a quantitative comparison between two different Implicit-Explicit Runge-Kutta (IMEX-RK) approaches for the Euler equations of gas dynamics, specifically tailored for the low Mach limit. In this regime, a classical IMEX-RK…

Numerical Analysis · Mathematics 2025-10-23 Giuseppe Orlando , Sebastiano Boscarino , Giovanni Russo

In this paper we develop a class of Implicit-Explicit Runge-Kutta schemes for solving the multi-scale semiconductor Boltzmann equation. The relevant scale which characterizes this kind of problems is the diffusive scaling. This means that,…

Numerical Analysis · Mathematics 2016-08-24 G. Dimarco , L. Pareschi , V. Rispoli

We consider an optimal control problem with tracking-type cost functional constrained by the Cattaneo equation, which is a well-known model for delayed heat transfer. In particular, we are interested the asymptotic behaviour of the optimal…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth , René Pinnau , Matthias Andres , Claudia Totzeck

The application of discontinuous Galerkin (DG) schemes to hyperbolic systems of conservation laws requires a careful interplay between space discretization, carried out with local polynomials and numerical fluxes at inter-cells, and…

Numerical Analysis · Mathematics 2025-11-11 Maya Briani , Gabriella Puppo , Giuseppe Visconti

We propose a second-order implicit-explicit (IMEX) time-stepping scheme for the isentropic, compressible Cahn-Hilliard-Navier-Stokes equations discretized on staggered (MAC) grids. The scheme is based on finite difference approximations…

Numerical Analysis · Mathematics 2025-12-24 Andreu Martorell , Pep Mulet , Dionisio F. Yáñez

The context of this work is the development of first order total variation diminishing (TVD) implicit-explicit (IMEX) Runge-Kutta (RK) schemes as a basis of a Multidimensional Optimal Order detection (MOOD) approach to approximate the…

Numerical Analysis · Mathematics 2025-01-08 Victor Michel-Dansac , Andrea Thomann

We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which…

Numerical Analysis · Mathematics 2020-01-14 Giacomo Albi , Giacomo Dimarco , Lorenzo Pareschi

We explore a class of splitting schemes employing implicit-explicit (IMEX) time-stepping to achieve accurate and energy-stable solutions for thin-film equations and Cahn-Hilliard models with variable mobility. This splitting method…

Numerical Analysis · Mathematics 2024-05-31 Saulo Orizaga , Thomas Witelski

In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…

Numerical Analysis · Mathematics 2017-12-22 Bangti Jin , Buyang Li , Zhi Zhou

In this work we construct a high-order Asymptotic-Preserving (AP) Implicit-Explicit (IMEX) scheme for the ES-BGK model for gas mixtures introduced in [Brull, Commun. Math. Sci., 2015]. The time discretization is based on the IMEX strategy…

Numerical Analysis · Mathematics 2025-12-01 Domenico Caparello , Lorenzo Pareschi , Thomas Rey

In this paper we continue the work on implicit-explicit (IMEX) time discretizations for the incompressible Oseen equations that we started in \cite{BGG23} (E. Burman, D. Garg, J. Guzm\`an, {\emph{Implicit-explicit time discretization for…

Numerical Analysis · Mathematics 2024-05-22 Erik Burman , Deepika Garg , Johnny Guzman

We analyze schemes based on a general Implicit-Explicit (IMEX) time discretization for the compressible Euler equations of gas dynamics, showing that they are asymptotic-preserving (AP) in the low Mach number limit. The analysis is carried…

Numerical Analysis · Mathematics 2025-10-23 Giuseppe Orlando , Luca Bonaventura
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