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We demonstrate an approach to the numerical solution of nonlinear stochastic differential equations with Markovian switching. Such equations describe the stochastic dynamics of processes where the drift and diffusion coefficients are…

Numerical Analysis · Mathematics 2024-08-28 Cónall Kelly , Kate O'Donovan

We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…

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

High-order implicit shock tracking (fitting) is a class of high-order, optimization-based numerical methods to approximate solutions of conservation laws with non-smooth features by aligning elements of the computational mesh with…

Numerical Analysis · Mathematics 2024-01-30 Charles J. Naudet , Matthew J. Zahr

We present an implicit-explicit (IMEX) scheme for semilinear wave equations with strong damping. By treating the nonlinear, nonstiff term explicitly and the linear, stiff part implicitly, we obtain a method which is not only unconditionally…

Numerical Analysis · Mathematics 2024-07-01 Daniel Eckhardt , Marlis Hochbruck , Barbara Verfürth

In this article we present robust, efficient and accurate fully implicit time-stepping schemes and nonlinear solvers for systems of reaction-diffusion equations. The applications of reaction-diffusion systems is abundant in the literature,…

Numerical Analysis · Mathematics 2015-01-26 Anotida Madzvamuse , Andy H. W. Chung

Given the importance of simulating hydromagnetic processes that impact star formation, we have earlier developed a 3D adaptive mesh approach that allows us to include hydromagnetic processes during the formation and evolution of cores,…

Astrophysics · Physics 2009-11-13 D. F. Duffin , R. E. Pudritz

We describe a novel Godunov-type numerical method for solving the equations of resistive relativistic magnetohydrodynamics. In the proposed approach, the spatial components of both magnetic and electric fields are located at zone interfaces…

Computational Physics · Physics 2019-05-01 A. Mignone , G. Mattia , G. Bodo , L. Del Zanna

Obtainable computational efficiency is evaluated when using an Adaptive Mesh Refinement (AMR) strategy in time accurate simulations governed by sets of conservation laws. For a variety of 1D, 2D, and 3D hydro- and magnetohydrodynamic…

Astrophysics · Physics 2009-11-10 R. Keppens , M. Nool , G. Toth , J. P. Goedbloed

In this paper, we develop a class of high-order conservative methods for simulating non-equilibrium radiation diffusion problems. Numerically, this system poses significant challenges due to strong nonlinearity within the stiff source terms…

Numerical Analysis · Mathematics 2024-01-30 Shaoqin Zheng , Min Tang , Qiang Zhang , Tao Xiong

In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…

Numerical Analysis · Mathematics 2022-04-04 Dianming Hou , Zhonghua Qiao

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

Numerical Analysis · Mathematics 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

We derive a fully computable aposteriori error estimator for a Galerkin finite element solution of the wave equation with explicit leapfrog time-stepping. Our discrete formulation accommodates both time evolving meshes and leapfrog based…

Numerical Analysis · Mathematics 2025-06-27 Marcus J. Grote , Omar Lakkis , Carina Santos

The aim of this paper is to develop stable and accurate numerical schemes for boundary integral formulations of the heat equation with Dirichlet boundary conditions. The accuracy of Galerkin discretisations for the resulting boundary…

Numerical Analysis · Mathematics 2018-05-01 Alexey Chernov , Anne Reinarz

We consider the use of adaptive timestepping to allow a strong explicit Euler-Maruyama discretisation to reproduce dynamical properties of a class of nonlinear stochastic differential equations with a unique equilibrium solution and…

Numerical Analysis · Mathematics 2017-06-13 Cónall Kelly , Alexandra Rodkina , Eeva Maria Rapoo

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…

Numerical Analysis · Mathematics 2026-04-24 Qinchen Song , Lei Zhang , Min Tang

Starting from a recent a posteriori error estimator for the finite element solution of the wave equation with explicit time-stepping [Grote, Lakkis, Santos, 2024], we devise a space-time adaptive strategy which includes both time evolving…

Numerical Analysis · Mathematics 2026-01-07 Marcus J. Grote , Omar Lakkis , Carina S. Santos

This paper presents a heterogeneous adaptive mesh refinement (AMR) framework for efficient simulation of moderately stiff reactive problems. This framework features an elaborate subcycling-in-time algorithm along with a specialized…

Computational Physics · Physics 2025-06-04 Yuqi Wang , Yadong Zeng , Ralf Deiterding , Jianhan Liang

We present a deep learning-based iterative approach to solve the discrete heterogeneous Helmholtz equation for high wavenumbers. Combining classical iterative multigrid solvers and convolutional neural networks (CNNs) via preconditioning,…

Machine Learning · Computer Science 2024-06-07 Bar Lerer , Ido Ben-Yair , Eran Treister

A variational formulation for accelerated optimization on normed vector spaces was recently introduced in Wibisono et al., and later generalized to the Riemannian manifold setting in Duruisseaux and Leok. This variational framework was…

Numerical Analysis · Mathematics 2022-05-18 Valentin Duruisseaux , Melvin Leok

Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to…

Numerical Analysis · Mathematics 2015-11-19 Adam M. Oberman , Ian Zwiers