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Discontinuous Galerkin (DG) methods for hyperbolic partial differential equations (PDEs) with explicit time-stepping schemes, such as strong stability-preserving Runge-Kutta (SSP-RK), suffer from time-step restrictions that are…

Numerical Analysis · Mathematics 2019-03-11 Pierson T. Guthrey , James A. Rossmanith

In this paper, we mainly study the large time behavior to a 2D micro-macro model for compressible polymeric fluids with small initial data. This model is a coupling of isentropic compressible Navier-Stokes equations with a nonlinear…

Analysis of PDEs · Mathematics 2023-03-30 Wenjie Deng , Wei Luo , Zhaoyang Yin

This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…

Numerical Analysis · Mathematics 2022-11-28 Hailong Qiu

We present strongly convergent explicit and semi-implicit adaptive numerical schemes for systems of stiff stochastic differential equations (SDEs) where both the drift and diffusion are non-globally Lipschitz continuous. This stiffness may…

Numerical Analysis · Mathematics 2021-06-02 Cónall Kelly , Gabriel Lord

The Residual Smooting Scheme (RSS) have been introduced in \cite{AverbuchCohenIsraeli} as a backward Euler's method with a simplified implicit part for the solution of parabolic problems. RSS have stability properties comparable to those of…

Numerical Analysis · Mathematics 2015-06-24 Brachet Matthieu , Chehab Jean-Paul

We present an implicit Split-Step explicit Euler type Method (dubbed SSM) for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of superlinear growth in space, Lipschitz in measure and non-constant…

Numerical Analysis · Mathematics 2022-05-10 Xingyuan Chen , Goncalo dos Reis

In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic,…

Probability · Mathematics 2023-07-18 Chunrong Feng , Baoyou Qu , Huaizhong Zhao

We develop unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}[\varphi(u)]=f(x,t) \qquad\text{in}\qquad \mathbb{R}^N\times(0,T), $$…

Numerical Analysis · Mathematics 2018-10-17 Félix del Teso , Jørgen Endal , Espen R. Jakobsen

A novel hybrid computational method based on the discrete-velocity (DV) approximation, including the lattice-Boltzmann (LB) technique, is proposed. Numerical schemes for the kinetic equations are used in regions of rarefied flows, and LB…

Computational Physics · Physics 2019-10-14 V. V. Aristov , O. V. Ilyin , O. A. Rogozin

This paper is concerned with the large time behavior of the solutions to the Cauchy problem for the one-dimensional compressible Navier-Stokes/Allen-Cahn system with the immiscible two-phase flow initially located near the phase separation…

Analysis of PDEs · Mathematics 2024-07-08 Yazhou Chen , Qiaolin He , Xiaoding Shi

This paper is concerned with the time-step condition of commonly-used linearized semi-implicit schemes for nonlinear parabolic PDEs with Galerkin finite element approximations. In particular, we study the time-dependent nonlinear Joule…

Numerical Analysis · Mathematics 2013-05-06 Buyang Li , Weiwei Sun

We propose a novel numerical method for the solution of the shallow water equations in different regimes of the Froude number making use of general polygonal meshes. The fluxes of the governing equations are split such that advection and…

Numerical Analysis · Mathematics 2022-09-02 Walter Boscheri , Maurizio Tavelli , Cristóbal E. Castro

This paper address the approximation of the dynamic of two fluids with non matching densities and viscosities modeled by the Allen-Cahn equation coupled with the time dependent Navier-Stokes equations. Existence, uniqueness and a maximum…

Analysis of PDEs · Mathematics 2019-02-15 J. Deteix , G. L. Ndetchoua Kouamo , D. Yakoubi

This article is devoted to the construction of a new class of semi-Lagrangian (SL) schemes with implicit-explicit (IMEX) Runge-Kutta (RK) time stepping for PDEs involving multiple space-time scales. The semi-Lagrangian (SL) approach fully…

Numerical Analysis · Mathematics 2021-07-16 Walter Boscheri , Maurizio Tavelli , Lorenzo Pareschi

Quasi-linear hyperbolic systems with source terms introduce significant computational challenges due to the presence of a stiff source term. To address this, a finite volume Nessyahu-Tadmor (NT) central numerical scheme is explored and…

Numerical Analysis · Mathematics 2026-03-30 Sudipta Sahu , Emanuele Macca , Rathan Samala

We consider a 1D-2V Vlasov-Fokker-Planck multi-species ionic description coupled to fluid electrons. We address temporal stiffness with implicit time stepping, suitably preconditioned. To address temperature disparity in time and space, we…

Plasma Physics · Physics 2018-05-09 William T. Taitano , Luis Chacon , Andrei N. Simakov

This article is devoted to long-time weak approximations of stochastic partial differential equations (SPDEs) evolving in a bounded domain $\mathcal{D} \subset \mathbb{R}^d$, $d \leq 3$, with non-globally Lipschitz and possibly…

Numerical Analysis · Mathematics 2025-07-15 Yingsong Jiang , Xiaojie Wang

A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…

Numerical Analysis · Mathematics 2021-11-19 R Herbin , J. -C Latché , Y Nasseri , N Therme

A cell-centered implicit-explicit updated Lagrangian finite volume scheme on unstructured grids is proposed for a unified first order hyperbolic formulation of continuum fluid and solid mechanics. The scheme provably respects the stiff…

Numerical Analysis · Mathematics 2022-01-26 Walter Boscheri , Simone Chiocchetti , Ilya Peshkov

While various phase-field models have recently appeared for two-phase fluids with different densities, only some are known to be thermodynamically consistent, and practical stable schemes for their numerical simulation are lacking. In this…

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