Related papers: Unconditionally stable high-order time integration…
The paper introduces a finite element method for an Eulerian formulation of partial differential equations governing the transport and diffusion of a scalar quantity in a time-dependent domain. The method follows the idea from Lehrenfeld &…
A method is introduced for the construction of meshless discretization schemes which preserve Lie symmetries of the differential equations that these schemes approximate. The method exploits the fact that equivariant moving frames provide a…
Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…
On the example of the Poynting-Thomson-Zener rheological model for solids, which exhibits both dissipation and wave propagation - with nonlinear dispersion relation -, we introduce and investigate a finite difference numerical scheme. Our…
In this paper, we develop an asymptotic-preserving dynamical low-rank method for the multiscale linear kinetic transport equation. The proposed scheme is unconditionally stable in the diffusive regime while preserving the correct asymptotic…
We introduce a framework for the design of finite element methods for two-dimensional moving boundary problems with prescribed boundary evolution that have arbitrarily high order of accuracy, both in space and in time. At the core of our…
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…
A combination of implicit and explicit timestepping is analyzed for a system of ODEs motivated by ones arising from spatial discretizations of evolutionary partial differential equations. Loosely speaking, the method we consider is implicit…
This paper is concerned with the global stability of non-critical/critical traveling waves with oscillations for time-delayed nonlocal dispersion equations. We first theoretically prove that all traveling waves, especially the critical…
In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities of the solution, we construct a finite difference scheme with…
In this paper, we discuss the steady and time-dependent nonlinear convection-diffusion (advection-diffusion) equations with the Dirichlet boundary condition. For the steady nonlinear equation, we use an iteration method to reformulate the…
In this paper, we propose a novel high order unfitted finite element method on Cartesian meshes for solving the acoustic wave equation with discontinuous coefficients having complex interface geometry. The unfitted finite element method…
We consider split-step Milstein methods for the solution of stiff stochastic differential equations with an emphasis on systems driven by multi-channel noise. We show their strong order of convergence and investigate mean-square stability…
This paper introduces a numerical approach to solve singularly perturbed convection diffusion boundary value problems for second-order ordinary differential equations that feature a small positive parameter {\epsilon} multiplying the…
We present a high-order method for flow simulation on unstructured curved nonconforming sliding meshes. This method utilizes dynamic transfinite mortar elements to exchange flow information between the two sides of a sliding interface. The…
In this work, we propose multicontinuum splitting schemes for the wave equation with a high-contrast coefficient, extending our previous research on multiscale flow problems. The proposed approach consists of two main parts: decomposing the…
In this paper, a high-order approximation to Caputo-type time-fractional diffusion equations involving an initial-time singularity of the solution is proposed. At first, we employ a numerical algorithm based on the Lagrange polynomial…
We study numerical methods for the nonlinear partial differential equation that governs the motion of level sets by affine curvature. We show that standard finite difference schemes are nonlinearly unstable. We build convergent finite…
The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are…
Preserving scalar boundedness is important for numerical schemes used in turbulent compressible multi-component flow simulations to prevent unphysical results and unstable simulations. However, ensuring scalar boundedness for high-order,…