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High-order spatial discretizations with strong stability properties (such as monotonicity) are desirable for the solution of hyperbolic PDEs. Methods may be compared in terms of the strong stability preserving (SSP) time-step. We prove an…

Numerical Analysis · Mathematics 2014-01-30 Christopher Bresten , Sigal Gottlieb , Zachary Grant , Daniel Higgs , David I. Ketcheson , Adrian Németh

In this paper, we are interested in constructing a scheme solving compressible Navier--Stokes equations, with desired properties including high order spatial accuracy, conservation, and positivity-preserving of density and internal energy…

Numerical Analysis · Mathematics 2023-09-13 Chen Liu , Xiangxiong Zhang

In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…

Numerical Analysis · Mathematics 2022-11-10 Guoliang Zhang , Hongqiang Zhu , Tao Xiong

We present an asymptotic preserving scheme based on a micro-macro decomposition for stochastic linear transport equations in kinetic and diffusive regimes. We perfom a mathematical analysis and prove that the scheme is uniformly stable with…

Numerical Analysis · Mathematics 2018-03-19 Nathalie Ayi , Erwan Faou

We introduce a class of high order accurate, semi-implicit Runge-Kutta schemes in the general setting of evolution equations that arise as gradient flow for a cost function, possibly with respect to an inner product that depends on the…

Numerical Analysis · Mathematics 2021-10-04 Alexander Zaitzeff , Selim Esedoglu , Krishna Garikipati

Many interesting applications of hyperbolic systems of equations are stiff, and require the time step to satisfy restrictive stability conditions. One way to avoid small time steps is to use implicit time integration. Implicit integration…

Numerical Analysis · Mathematics 2021-12-30 G. Puppo , M. Semplice , G. Visconti

A numerical search approach is used to design high-order diagonally implicit Runge-Kutta (DIRK) schemes equipped with embedded error estimators, some of which have identical diagonal elements (SDIRK) and explicit first stage (ESDIRK). In…

Numerical Analysis · Mathematics 2023-09-12 Yousef Alamri , David I. Ketcheson

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

In this work we first prove, by formal arguments, that the diffusion limit of nonlinear kinetic equations, where both the transport term and the turning operator are density-dependent, leads to volume-exclusion chemotactic equations. We…

Analysis of PDEs · Mathematics 2022-11-04 Gissell Estrada-Rodriguez , Diane Peurichard , Xinran Ruan

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

There is a growing interest in investigating numerical approximations of the water wave equation in recent years, whereas the lack of rigorous analysis of its time discretization inhibits the design of more efficient algorithms. In this…

Numerical Analysis · Mathematics 2017-12-14 Lei Li , Jian-Guo Liu , Zibu Liu , Yi Yang , Zhennan Zhou

Many time-dependent differential equations are equipped with invariants. Preserving such invariants under discretization can be important, e.g., to improve the qualitative and quantitative properties of numerical solutions. Recently,…

Numerical Analysis · Mathematics 2023-11-27 Sebastian Bleecke , Hendrik Ranocha

We introduce a class of exponential Runge-Kutta integration methods for kinetic equations. The methods are based on a decomposition of the collision operator into an equilibrium and a non equilibrium part and are exact for relaxation…

Numerical Analysis · Mathematics 2010-10-08 Giacomo Dimarco , Lorenzo Pareschi

This paper proposes an implicit family of sub-step integration algorithms grounded in the explicit singly diagonally implicit Runge-Kutta (ESDIRK) method. The proposed methods achieve third-order consistency per sub-step and thus the…

Numerical Analysis · Mathematics 2025-06-05 Jinze Li , Hua Li , Kaiping Yu , Rui Zhao

We study a general, high-order, fully explicit numerical method for simulating kinetic equations with a BGK-type collision model with multiple relaxation times. In that case, the problem is stiff and its spectrum consists of multiple…

Numerical Analysis · Mathematics 2016-08-30 Ward Melis , Giovanni Samaey

In this paper, we develop a high order finite difference boundary treatment method for the implicit-explicit (IMEX) Runge-Kutta (RK) schemes solving hyperbolic systems with possibly stiff source terms on a Cartesian mesh. The main challenge…

Numerical Analysis · Mathematics 2020-10-28 Weifeng Zhao , Juntao Huang

We study the stability of a class of dynamical low-rank methods--the projector-splitting integrator (PSI)--applied to linear hyperbolic and parabolic equations. Using a von Neumann-type analysis, we investigate the stability of such…

Numerical Analysis · Mathematics 2026-04-14 Shiheng Zhang , Jingwei Hu

The concern of the present work is the introduction of a very efficient Asymptotic Preserving scheme for the resolution of highly anisotropic diffusion equations. The characteristic features of this scheme are the uniform convergence with…

Numerical Analysis · Mathematics 2014-04-08 Pierre Degond , Alexei Lozinski , Jacek Narski , Claudia Negulescu

This paper extends the high-order entropy stable (ES) adaptive moving mesh finite difference schemes developed in [14] to the two- and three-dimensional (multi-component) compressible Euler equations with the stiffened equation of state.…

Numerical Analysis · Mathematics 2022-08-10 Shangting Li , Junming Duan , Huazhong Tang

Stabilized Runge-Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For semi-discrete parabolic problems, for instance, stabilized…

Numerical Analysis · Mathematics 2022-04-05 Assyr Abdulle , Marcus J. Grote , Giacomo Rosilho de Souza
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