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This paper introduces alternating-direction implicit (ADI) solvers of higher order of time-accuracy (orders two to six) for the compressible Navier-Stokes equations in two- and three-dimensional curvilinear domains. The higher-order…

Computational Physics · Physics 2018-01-11 Oscar Bruno , Max Cubillos

This paper presents and analyzes a fast, robust, efficient, and optimally accurate fully discrete splitting algorithm for the Uncertainty Quantification (UQ) of parameterized Stochastic Navier-Stokes Equations (SNSEs) flow problems those…

Numerical Analysis · Mathematics 2025-02-17 Neethu Suma Raveendran , Md. Abdul Aziz , Sivaguru S. Ravindran , Muhammad Mohebujjaman

In this paper we consider fully discrete approximations with inf-sup stable mixed finite element methods in space to approximate the Navier-Stokes equations. A continuous downscaling data assimilation algorithm is analyzed in which…

Numerical Analysis · Mathematics 2019-04-15 Bosco García-Archilla , Julia Novo

Blood flow in arterial systems can be described by the three-dimensional Navier-Stokes equations within a time-dependent spatial domain that accounts for the elasticity of the arterial walls. In this article blood is treated as an…

Numerical Analysis · Mathematics 2018-08-14 Francesco Fambri , Michael Dumbser , Vincenzo Casulli

We propose, analyze and test a new adaptive penalty scheme that picks the penalty parameter $\epsilon$ element by element small where $\nabla\cdot u^h$ is large. We start by analyzing and testing the new scheme on the most simple but…

Numerical Analysis · Mathematics 2022-06-28 Xihui Xie

This paper develops methods for numerically solving stochastic delay-differential equations (SDDEs) with multiple fixed delays that do not align with a uniform time mesh. We focus on numerical schemes of strong convergence orders $1/2$ and…

Numerical Analysis · Mathematics 2026-05-05 Mitchell T. Griggs , Kevin Burrage , Pamela M. Burrage

The efficient computation of the overdamped, random motion of micron and nanometre scale particles in a viscous fluid requires novel methods to obtain the hydrodynamic interactions, random displacements and Brownian drift at minimal cost.…

Computational Physics · Physics 2022-08-10 Timothy A Westwood , Blaise Delmotte , Eric E Keaveny

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 compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved…

Numerical Analysis · Mathematics 2023-12-01 Peter Frolkovič , Nikola Gajdošová

We introduce a novel artificial compressibility technique to approximate the incompressible Navier-Stokes equations with variable fluid properties such as density and dynamical viscosity. The proposed scheme used the couple pressure and…

Numerical Analysis · Mathematics 2025-04-22 Cappanera Loic , Giordano Salvatore

We propose and study two second-order in time implicit-explicit (IMEX) methods for the coupled Stokes-Darcy system that governs flows in karst aquifers. The first is a combination of a second-order backward differentiation formula and the…

Numerical Analysis · Mathematics 2012-11-06 Wenbin Chen , Max Gunzburger , Dong Sun , Xiaoming Wang

We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…

Optimization and Control · Mathematics 2025-12-24 Zepeng Wang , Juan Peypouquet

The numerical simulation of incompressible flows is challenging due to the tight coupling of velocity and pressure. Projection methods offer an effective solution by decoupling these variables, making them suitable for large-scale…

Numerical Analysis · Mathematics 2025-12-12 Mejdi Azaïez , Yayu Guo , Carlos Núñez Fernández , Samuele Rubino , Chuanju Xu

We present in this paper construction and analysis of a block-centered finite difference method for the spatial discretization of the scalar auxiliary variable Crank-Nicolson scheme (SAV/CN-BCFD) for gradient flows, and show rigorously that…

Numerical Analysis · Mathematics 2018-12-06 Xiaoli Li , Jie Shen , Hongxing Rui

We construct and analyze a strongly consistent second-order finite difference scheme for the steady two-dimensional Stokes flow. The pressure Poisson equation is explicitly incorporated into the scheme. Our approach suggested by the first…

Numerical Analysis · Mathematics 2018-09-05 Yury A. Blinkov , Vladimir P. Gerdt , Dmitry A. Lyakhov , Dominik L. Michels

We introduce a new family of high order accurate semi-implicit schemes for the solution of non-linear hyperbolic partial differential equations on unstructured polygonal meshes. The time discretization is based on a splitting between…

Numerical Analysis · Mathematics 2023-09-11 Walter Boscheri , Andrea Chiozzi , Michele Giuliano Carlino , Giulia Bertaglia

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

We develop and implement a Bayesian approach for the estimation of the shape of a two dimensional annular domain enclosing a Stokes flow from sparse and noisy observations of the enclosed fluid. Our setup includes the case of direct…

Optimization and Control · Mathematics 2023-07-19 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

Efficient simulation of SDEs is essential in many applications, particularly for ergodic systems that demand efficient simulation of both short-time dynamics and large-time statistics. However, locally Lipschitz SDEs often require special…

Numerical Analysis · Mathematics 2021-02-26 Xingjie Li , Fei Lu , Felix X. -F. Ye

A Skeleton-stabilized ImmersoGeometric Analysis technique is proposed for incompressible viscous flow problems with moderate Reynolds number. The proposed formulation fits within the framework of the finite cell method, where essential…