Related papers: Semi-implicit Euler schemes for ordinary different…
An efficient, iterative semi-implicit (SI) numerical method for the time integration of stiff wave systems is presented. Physics-based assumptions are used to derive a convergent iterative formulation of the SI scheme which enables the…
In this work, we study and extend a class of semi-Lagrangian exponential methods, which combine exponential time integration techniques, suitable for integrating stiff linear terms, with a semi-Lagrangian treatment of nonlinear advection…
The dynamics of cross-diffusion models leads to a high computational complexity for implicit difference schemes, turning them unsuitable for tasks that require results in real-time. We propose the use of two operator splitting schemes for…
The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…
Stability and convergence of full discretizations of various surface evolution equations are studied in this paper. The proposed discretization combines a higher-order evolving-surface finite element method (ESFEM) for space discretization…
For stochastic differential equations (SDEs) with a superlinearly growing and globally one-sided Lipschitz continuous drift coefficient, the classical explicit Euler scheme fails to converge strongly to the exact solution. Recently, an…
We propose second-order implicit-explicit (IMEX) time-stepping schemes for nonlinear fractional differential equations with fractional order $0<\beta<1$. From the known structure of the non-smooth solution and by introducing corresponding…
A new integration scheme, combining the stability and the precision of usual pseudo-spectral codes with the locality of finite differences methods, is introduced. It turns out to be particularly suitable for the study of front and…
Uniformly regular equilibrium problems are natural generalizations of abstract equilibrium prob lems and they are defined over the uniformly prox-regular nonconvex sets. Some new efficient implicit methods for solving uniformly regular…
Differential complexes such as the de Rham complex have recently come to play an important role in the design and analysis of numerical methods for partial differential equations. The design of stable discretizations of systems of partial…
System of semilinear ordinary differential equation and fractional differential equation of distributed order is investigated and solved in a mild and classical sense. Such a system arises as a distributed derivative model of…
We are interested in the strong convergence and almost sure stability of Euler-Maruyama (EM) type approximations to the solutions of stochastic differential equations (SDEs) with non-linear and non-Lipschitzian coefficients. Motivation…
We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…
Standard explicit schemes for parabolic equations are not very convenient for computing practice due to the fact that they have strong restrictions on a time step. More promising explicit schemes are associated with explicit-implicit…
The dispersive character of the Hall-MHD solutions, in particular the whistler waves, is a strong restriction to numerical treatments of this system. Numerical stability demands a time step dependence of the form $\Delta t\propto (\Delta…
Implicit schemes require important sub-iterations when dealing with highly nonlinear problems such as the combined heat and moisture transfer through porous building elements. The computational cost rises significantly when the…
Many low-Mach or all-Mach number codes are based on space discretizations which in combination with the first order explicit Euler method as time integration would lead to an unstable scheme. In this paper, we investigate how the choice of…
The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…
We introduce a family of bi-grid schemes in finite elements for solving 2D incompressible Navier-Stokes equations in velocity and pressure $(u,p)$. The new schemes are based on projection methods and use two pairs of FEM spaces, a sparse…
A new type of systematic approach to study the incompressible Euler equations numerically via the vanishing viscosity limit is proposed in this work. We show the new strategy is unconditionally stable that the $L^2$-energy dissipates and…