Related papers: Entropy-dissipating semi-discrete Runge-Kutta sche…
Relating thermodynamic and kinetic properties is a conceptual challenge with many practical benefits. Here, based on first principles, we derive a rigorous inequality relating the entropy and the dynamic propagator of particle…
The recently-introduced relaxation approach for Runge-Kutta methods can be used to enforce conservation of energy in the integration of Hamiltonian systems. We study the behavior of implicit and explicit relaxation Runge-Kutta methods in…
A wide range of physical phenomena exhibit auxiliary admissibility criteria, such as conservation of entropy or various energies, which arise implicitly under the exact solution of their governing PDEs. However, standard temporal schemes,…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We extend the framework of the finite volume method to dispersive unidirectional water wave propagation in one space dimension. In particular we consider a KdV-BBM type equation. Explicit and IMEX Runge-Kutta type methods are used for time…
In this paper we derive and analyze the properties of explicit singly diagonal implicit Runge-Kutta (ESDIRK) integration methods. We discuss the principles for construction of Runge-Kutta methods with embedded methods of different order for…
Gamma distributed delay differential equations (DDEs) arise naturally in many modelling applications. However, appropriate numerical methods for generic Gamma distributed DDEs are not currently available. Accordingly, modellers often resort…
Helicity is the scalar product between velocity and vorticity and, just like energy, its integral is an in-viscid invariant of the three-dimensional incompressible Navier-Stokes equations. However, space-and time-discretization methods…
The use of symplectic numerical schemes on Hamiltonian systems is widely known to lead to favorable long-time behaviour. While this phenomenon is thoroughly understood in the context of finite-dimensional Hamiltonian systems, much less is…
This paper deals with the existence of global weak solutions for a wide class of (multiple species) cross-diffusions systems. The existence is based on two different ingredients: an entropy estimate giving some gradient control and a…
We present and analyze a structure-preserving method for the approximation of solutions to nonlinear cross-diffusion systems, which combines a Local Discontinuous Galerkin spatial discretization with the backward Euler time-stepping scheme.…
The existence of large-data weak entropy solutions to a nonisothermal immiscible compressible two-phase unsaturated flow model in porous media is proved. The model is thermodynamically consistent and includes temperature gradients and…
In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…
The result after $N$ steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy $\epsilon$, by solving only $$O\Big(\log N \log \frac1\epsilon \Big) $$ linear…
The goal of this paper is to develop 2nd order Implicit-Explicit Runge-Kutta (IMEX-RK) finite volume (FV) schemes for solving 1d parabolic PDEs for option pricing, with possible nonlinearities in the source and advection terms. The spatial…
Motivated by studies on fully discrete numerical schemes for linear hyperbolic conservation laws, we present a framework on analyzing the strong stability of explicit Runge-Kutta (RK) time discretizations for semi-negative autonomous linear…
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…
Multiphysics systems are driven by multiple processes acting simultaneously, and their simulation leads to partitioned systems of differential equations. This paper studies the solution of partitioned systems of differential equations using…
It is difficult to design high order numerical schemes which could preserve both the maximum bound property (MBP) and energy dissipation law for certain phase field equations. Strong stability preserving (SSP) Runge-Kutta methods have been…
This paper studies the diffusion approximation, non-equilibrium model of radiation hydrodynamics derived by Buet and Despr\'es (J. Quant. Spectrosc. Radiat. Transf. 85 (2004), no. 3-4, 385-418). The latter describes a non-relativistic…