Related papers: Large time step TVD schemes for hyperbolic conserv…
Semi-discrete Galerkin formulations of transient wave equations, either with conforming or discontinuous Galerkin finite element discretizations, typically lead to large systems of ordinary differential equations. When explicit time…
A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…
In this article a new high order accurate cell-centered Arbitrary-Lagrangian-Eulerian (ALE) Godunov-type finite volume method with time-accurate local time stepping (LTS) is presented. The method is by construction locally and globally…
In this paper we present and analyze a general framework for constructing high order explicit local time stepping (LTS) methods for hyperbolic conservation laws. In particular, we consider the model problem discretized by Runge-Kutta…
We present a novel implicit scheme for the numerical solution of time-dependent conservation laws. The core idea of the presented method is to exploit and approximate the mixed spatial-temporal derivative of the solution that occurs…
We prove that a popular classical implicit-explicit scheme for the 2D incompressible Navier--Stokes equations that treats the viscous term implicitly while the nonlinear advection term explicitly is long time stable provided that the time…
We propose a local discontinuous Galerkin (LDG) method for the fractional Korteweg-de Vries (KdV) equation, involving the fractional Laplacian with exponent $\alpha \in (1,2)$ in one and multiple space dimensions. By decomposing the…
We propose novel less diffusive schemes for conservative one- and two-dimensional hyperbolic systems of nonlinear partial differential equations (PDEs). The main challenges in the development of accurate and robust numerical methods for the…
In this work, we consider the development of implicit explicit total variation diminishing (TVD) methods (also termed SSP: strong stability preserving) for the compressible isentropic Euler system in the low Mach number regime. The scheme…
As the representative of the shock-capturing scheme, the Roe scheme fails to LES because important turbulent characteristics cannot be reproduced such as the famous k-5/3 spectral law owing to large numerical dissipation. In this paper, the…
This paper presents approximation methods for time-dependent thermal radiative transfer problems in high energy density physics. It is based on the multilevel quasidiffusion method defined by the high-order radiative transfer equation (RTE)…
In this article, we consider discrete schemes for a fractional diffusion equation involving a tempered fractional derivative in time. We present a semi-discrete scheme by using the local discontinuous Galerkin (LDG) discretization in the…
The residual-based variational multiscale (VMS) formulation has achieved remarkable success in large-eddy simulation of turbulent flows. However, its temporal discretization has largely remained limited to second-order implicit schemes. The…
Local time-stepping methods permit to overcome the severe stability constraint on explicit methods caused by local mesh refinement without sacrificing explicitness. In \cite{DiazGrote09}, a leapfrog based explicit local time-stepping…
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…
Local adaptivity and mesh refinement are key to the efficient simulation of wave phenomena in heterogeneous media or complex geometry. Locally refined meshes, however, dictate a small time-step everywhere with a crippling effect on any…
The Landau-Lifshitz Navier-Stokes (LLNS) equations incorporate thermal fluctuations into macroscopic hydrodynamics by using stochastic fluxes. This paper examines explicit Eulerian discretizations of the full LLNS equations. Several CFD…
The explicit two-stage fourth-order (TSFO) temporal-spatial coupling method is efficient and compact but suffers severe time-step restrictions for stiff problems with multiple scales. To address Professor Jiequan Li's call for an implicit…
This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…
In this paper, we address the full discretization of Friedrichs' systems with a two-field structure, such as Maxwell's equations or the acoustic wave equation in div-grad form, cf. [14]. We focus on a discontinuous Galerkin space…