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The Lagrange-Flux schemes are Eulerian finite volume schemes that make use of an approximate Riemann solver in Lagrangian description with particular upwind convective fluxes. They have been recently designed as variant formulations of…

Numerical Analysis · Mathematics 2017-03-02 Florian De Vuyst

This article investigates the weak approximation towards the invariant measure of semi-linear stochastic differential equations (SDEs) under non-globally Lipschitz coefficients. For this purpose, we propose a linear-theta-projected Euler…

Numerical Analysis · Mathematics 2024-03-28 Chenxu Pang , Xiaojie Wang , Yue Wu

This paper proposes a first-order total variation diminishing (TVD) treatment for coarsening and refining of local timestep size in response to dynamic local variations in wave speeds for nonlinear conservation laws. The algorithm is…

Numerical Analysis · Mathematics 2020-03-23 Maximilian Bremer , John Bachan , Cy Chan , Clint Dawson

To address the issues of stability and accuracy for reaction-diffusion equations, the development of high order and stable time-stepping methods is necessary. This is particularly true in the context of cardiac electrophysiology, where…

Numerical Analysis · Mathematics 2019-06-18 Yves Coudière , Charlie Douanla Lontsi , Charles Pierre

This paper deals with a fully discrete numerical scheme for the incompressible Chemotaxis(Keller-Segel)-Navier-Stokes system. Based on a discontinuous Galerkin finite element scheme in the spatial directions, a semi-implicit first-order…

Numerical Analysis · Mathematics 2026-04-16 Bikram Bir , Harsha Hutridurga , Amiya K. Pani

The present paper proposes new fully discrete schemes for long-time approximations of stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients in a bounded domain $D \subset \R^d, d =1,2,3 $. A novel family…

Numerical Analysis · Mathematics 2026-03-25 Ruisheng Qi , Xiaojie Wang

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

This work provides a comparative assessment of several low-dissipation numerical schemes for hyperbolic conservation laws, highlighting their performance relative to the classical Harten-Lax-van Leer (HLL) schemes. The schemes under…

Numerical Analysis · Mathematics 2026-02-04 Shaoshuai Chu , Michael Herty

Adaptivity and local mesh refinement are crucial for the efficient numerical simulation of wave phenomena in complex geometry. Local mesh refinement, however, can impose a tiny time-step across the entire computational domain when using…

Numerical Analysis · Mathematics 2024-09-27 Marcus J. Grote , Simon R. J. Michel , Stefan A. Sauter

Numerical solutions of hyperbolic partial differential equations(PDEs) are ubiquitous in science and engineering. Method of lines is a popular approach to discretize PDEs defined in spacetime, where space and time are discretized…

Mathematical Software · Computer Science 2020-11-24 Milinda Fernando , Hari Sundar

The susceptibility of timestepping algorithms to numerical instabilities is an important consideration when simulating partial differential equations (PDEs). Here we identify and analyze a pernicious numerical instability arising in…

Numerical Analysis · Mathematics 2025-03-28 Benjamin A. Hyatt , Daniel Lecoanet , Evan H. Anders , Keaton J. Burns

We derive an implicit numerical scheme for the solution of advection equation where the roles of space and time variables are exchanged using the inverse Lax-Wendroff procedure. The scheme contains a linear weight for which it is always…

Numerical Analysis · Mathematics 2025-05-12 Peter Frolkovič , Svetlana Krišková , Katarína Lacková

We prove that the implicit time Euler scheme coupled with finite elements space discretization for the 2D Navier-Stokes equations on the torus subject to a random perturbation converges in $L^2(\Omega)$, and describe the rate of convergence…

Probability · Mathematics 2020-04-16 Hakima Bessaih , Annie Millet

We develop an efficient, unconditionally stable, variable step second order exponential time differencing scheme for the incompressible Navier Stokes equations in two and three spatial dimensions under periodic boundary conditions, together…

Numerical Analysis · Mathematics 2026-02-24 Haifeng Wang , Xiaoming Wang , Min Zhang

We present a novel cell-centered direct Arbitrary-Lagrangian-Eulerian (ALE) finite volume scheme on unstructured triangular meshes that is high order accurate in space and time and that also allows for time-accurate local time stepping…

Numerical Analysis · Mathematics 2015-06-22 Walter Boscheri , Michael Dumbser , Olindo Zanotti

Context. Many critical physical processes, such as Roche lobe overflow, strain modern simulation methods due to their durations and multidimensionality. Aims. We employ a novel method of time-domain multidimensional simulations to provide…

High Energy Astrophysical Phenomena · Physics 2025-08-21 David Dickson

In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the…

Numerical Analysis · Mathematics 2020-06-04 Jun Zhang , Jia Zhao , JinRong Wang

New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…

Numerical Analysis · Mathematics 2024-04-24 Allison M. Carson , Jeffrey W. Banks , William D. Henshaw , Donald W. Schwendeman

An implicit scheme for steady state solutions of diatomic gas flow is presented. The method solves the Rykov model equation in the finite volume discrete velocity method (DVM) framework, in which the translational and rotational degrees of…

Computational Physics · Physics 2018-11-01 Ruifeng Yuan , Chengwen Zhong

For the simulations of unsteady flow, the global time step becomes really small with a large variation of local cell size. In this paper, an implicit high-order gas-kinetic scheme (HGKS) is developed to remove the restrictions on the time…

Numerical Analysis · Mathematics 2024-03-04 Yaqing Yang , Liang Pan , Kun Xu