Related papers: Implicit-Explicit difference schemes for nonlinear…
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…
We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…
In this note we propose and analyze novel implicit-explicit methods based on second order strong stability preserving multistep time discretizations. Several schemes are developed, and a linear stability analysis is performed to study their…
Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…
In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify…
This paper establishes the convergence of a time-steeping scheme for time fractional diffusion problems with nonsmooth data. We first analyze the regularity of the model problem with nonsmooth data, and then prove that the time-steeping…
We study a discrete-time random feature method for nonlinear, time-dependent partial differential equations. In contrast to continuous-time formulations that treat time as an additional input variable, the method advances the solution step…
Stochastic MPECs have found increasing relevance for modeling a broad range of settings in engineering and statistics. Yet, there seem to be no efficient first/zeroth-order schemes equipped with non-asymptotic rate guarantees for resolving…
A new class of implicit-explicit (IMEX) methods combined with a p-adaptive mixed finite element formulation is proposed to simulate the diffusion of reacting species. Hierarchical polynomial functions are used to construct an…
In this article we present robust, efficient and accurate fully implicit time-stepping schemes and nonlinear solvers for systems of reaction-diffusion equations. The applications of reaction-diffusion systems is abundant in the literature,…
Stability and optimal convergence analysis of a non-uniform implicit-explicit L1 finite element method (IMEX-L1-FEM) is studied for a class of time-fractional linear partial differential/integro-differential equations with non-self-adjoint…
Time fractional PDEs have been used in many applications for modeling and simulations. Many of these applications are multiscale and contain high contrast variations in the media properties. It requires very small time step size to perform…
In this paper, an alternating direction implicit (ADI) difference scheme for two-dimensional time-fractional wave equation of distributed-order with a nonlinear source term is presented. The unique solvability of the difference solution is…
Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…
In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform…
This work presents IMplicit-EXplicit (IMEX) formulations for discontinuous Galerkin (DG) discretizations of the compressible Euler equations governing non-hydrostatic atmospheric flows. In particular, we show two different IMEX formulations…
In this paper, we study a time discrete scheme for the initial value problem of the ES-BGK kinetic equation. Numerically solving these equations are challenging due to the nonlinear stiff collision (source) terms induced by small mean free…
We propose a second-order accurate semi-implicit and well-balanced finite volume scheme for the equations of ideal magnetohydrodynamics (MHD) including gravitational source terms. The scheme treats all terms associated with the acoustic…
In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities of the solution, we construct a finite difference scheme with…
We construct new higher-order implicit-explicit (IMEX) schemes using the generalized scalar auxiliary variable (GSAV) approach for the Landau-Lifshitz equation. These schemes are linear, length preserving and only require solving one…