Related papers: Constructing of constraint preserving scheme for E…
We derive a reformulation of the linearized Arnowitt-Deser-Misner (ADM) equations as a Hodge-Dirac wave system with the divdiv complex, addressing challenges in numerical relativity such as gauge fixing, constraint propagation, and tensor…
In this paper we continue the work on implicit-explicit (IMEX) time discretizations for the incompressible Oseen equations that we started in \cite{BGG23} (E. Burman, D. Garg, J. Guzm\`an, {\emph{Implicit-explicit time discretization for…
We compare the performance of several discretizations of the simple pendulum equation in a series of numerical experiments. The stress is put on the long-time behaviour. We choose for the comparison numerical schemes which preserve the…
Many differential equations with physical backgrounds are described as gradient systems, which are evolution equations driven by the gradient of some functionals, and such problems have energy conservation or dissipation properties. For…
We prove stability and convergence of a full discretization for a class of stochastic evolution equations with super-linearly growing operators appearing in the drift term. This is done using the recently developed tamed Euler method, which…
A general framework for the numerical approximation of evolution problems is presented that allows to preserve exactly an underlying Hamiltonian- or gradient structure. The approach relies on rewriting the evolution problem in a particular…
In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…
This work presents the design of nonlinear stabilization techniques for the finite element discretization of Euler equations in both steady and transient form. Implicit time integration is used in the case of the transient form. A…
In this paper, we present a novel explicit second order scheme with one step for solving the forward backward stochastic differential equations, with the Crank-Nicolson method as a specific instance within our proposed framework. We first…
The transport and continuum equations exhibit a number of conservation laws. For example, scalar multiplication is conserved by the transport equation, while positivity of probabilities is conserved by the continuum equation. Certain…
This paper proposes and analyzes a fully discrete scheme that discretizes space with an ultra-weak local discontinuous Galerkin scheme and time with the Crank--Nicolson method for the nonlinear biharmonic Schr\"odinger equation. We first…
In this paper, we present a linearly implicit energy-preserving scheme for the Camassa-Holm equation by using the multiple scalar auxiliary variables approach, which is first developed to construct efficient and robust energy stable schemes…
We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…
A new exponentially fitted version of the Discrete Variational Derivative method for the efficient solution of oscillatory complex Hamiltonian Partial Differential Equations is proposed. When applied to the nonlinear Schroedinger equation,…
An implicit Euler--Maruyama method with non-uniform step-size applied to a class of stochastic partial differential equations is studied. A spectral method is used for the spatial discretization and the truncation of the Wiener process. A…
We propose and analyze a structure-preserving space-time variational discretization method for the Cahn-Hilliard-Navier-Stokes system. Uniqueness and stability for the discrete problem is established in the presence of concentration…
We are interested in numerical schemes for the simulation of large scale gas networks. Typical models are based on the isentropic Euler equations with realistic gas constant. The numerical scheme is based on transformation of conservative…
With a purpose of constructing a robust evolution system against numerical instability for integrating the Einstein equations, we propose a new formulation by adjusting the ADM evolution equations with constraints. We apply an adjusting…
In this contribution we derive and analyze a new numerical method for kinetic equations based on a variable transformation of the moment approximation. Classical minimum-entropy moment closures are a class of reduced models for kinetic…
In this paper, we develop numerical methods for solving Stochastic Differential Equations (SDEs) with solutions that evolve within a hypercube $D$ in $\mathbb{R}^d$. Our approach is based on a convex combination of two numerical flows, both…