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Immersed boundary methods simplify mesh generation by embedding the domain of interest into an extended domain that is easy to mesh, introducing the challenge of dealing with cells that intersect the domain boundary. Combined with explicit…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Christian Faßbender , Tim Bürchner , Philipp Kopp , Ernst Rank , Stefan Kollmannsberger

Understanding how time delays impact the stability of a delay differential equation is important for modeling many natural and technological systems that experience time delays. Here we introduce a new stability criterion for…

Dynamical Systems · Mathematics 2025-08-25 Quinlan Leishman , Benjamin Webb

We provide a new theoretical framework for the variable-step deferred correction (DC) methods based on the well-known BDF2 formula. By using the discrete orthogonal convolution kernels, some high-order BDF2-DC methods are proven to be…

Numerical Analysis · Mathematics 2024-02-12 Jiahe Yue , Hong-lin Liao , Nan Liu

In this paper we propose and analyze a (temporally) third order accurate exponential time differencing (ETD) numerical scheme for the no-slope-selection (NSS) equation of the epitaxial thin film growth model, with Fourier pseudo-spectral…

Numerical Analysis · Mathematics 2019-03-11 Kelong Cheng , Zhonghua Qiao , Cheng Wang

In this article, we present a simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations by optimally selecting the time step used to advance the numerical solution and…

Numerical Analysis · Mathematics 2009-05-26 Kevin T. Chu

In this paper, two novel classes of implicit exponential Runge-Kutta (ERK) methods are studied for solving highly oscillatory systems. First of all, we analyze the symplectic conditions of two kinds of exponential integrators, and present a…

Numerical Analysis · Mathematics 2023-12-05 Xianfa Hu , Wansheng Wang , Bin Wang , Yonglei Fang

Exponential integrators based on contour integral representations lead to powerful numerical solvers for a variety of ODEs, PDEs, and other time-evolution equations. They are embarrassingly parallelizable and lead to global-in-time…

Numerical Analysis · Mathematics 2024-11-15 Andrew Horning , Adam R. Gerlach

Efficient time integration schemes are necessary to capture the complex processes involved in atmospheric flows over long periods of time. In this work, we propose a high-order, implicit-explicit numerical scheme that combines Multi-Level…

Numerical Analysis · Mathematics 2018-10-22 Francois Hamon , Martin Schreiber , Michael Minion

In this paper, a stabilized second order in time accurate linear exponential time differencing (ETD) scheme for the no-slope-selection thin film growth model is presented. An artificial stabilizing term $A\tau^2\frac{\partial\Delta^2…

Numerical Analysis · Mathematics 2019-07-05 Wenbin Chen , Weijia Li , Zhiwen Luo , Cheng Wang , Xiaoming Wang

Stiff systems of ordinary differential equations (ODEs) arise in a wide range of scientific and engineering disciplines and are traditionally solved using implicit integration methods due to their stability and efficiency. However, these…

Numerical Analysis · Mathematics 2024-12-02 Colby Fronk , Linda Petzold

In [1] is proposed a simplified DeC method, that, when combined with the residual distribution (RD) framework, allows to construct a high order, explicit FE scheme with continuous approximation avoiding the inversion of the mass matrix for…

Numerical Analysis · Mathematics 2022-11-17 Rémi Abgrall , Elise Le Mélédo , Philipp Öffner , Davide Torlo

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…

Numerical Analysis · Mathematics 2016-08-03 Wanrong Cao , Fanhai Zeng , Zhongqiang Zhang , George Em Karniadakis

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.…

Numerical Analysis · Mathematics 2026-02-20 Boscarino Sebastiano , Giuseppe Izzo

We note a fact that stiff systems or differential equations that have highly oscillatory solutions cannot be solved efficiently using conventional methods. In this paper, we study two new classes of exponential Runge-Kutta (ERK) integrators…

Numerical Analysis · Mathematics 2023-12-06 Bin Wang , Xianfa Hu , Xinyuan Wu

This paper presents a sequence of deferred correction (DC) schemes built recursively from the implicit midpoint scheme for the numerical solution of general first order ordinary differential equations (ODEs). It is proven that each scheme…

Numerical Analysis · Mathematics 2021-04-06 Saint-Cyr E. R. Koyaguerebo-Ime , Yves Bourgault

The goal of this project is to compare the performance of exponential time integrators with traditional methods such as diagonally implicit Runge-Kutta methods in the context of solving the system of reduced magnetohydrodynamics (RMHD). In…

Numerical Analysis · Mathematics 2022-07-07 Valentin Dallerit , Mayya Tokman , Ilon Joseph

In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…

Numerical Analysis · Mathematics 2022-07-13 Jonas Zeifang , Jochen Schuetz

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

Efficient long-time integration of nonlinear fractional differential equations is significantly challenging due to the integro-differential nature of the fractional operators. In addition, the inherent non-smoothness introduced by the…

Numerical Analysis · Mathematics 2019-09-11 Yongtao Zhou , Jorge L. Suzuki , Chengjian Zhang , Mohsen Zayernouri

We present an adaptive arbitrary-order accurate time-stepping numerical scheme for the flow of vesicles suspended in Stokesian fluids. Our scheme can be summarized as an approximate implicit spectral deferred correction (SDC) method.…

Numerical Analysis · Mathematics 2014-05-27 Bryan Quaife , George Biros