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In this paper, we extend the implicit-explicit (IMEX) methods of Peer type recently developed in [Lang, Hundsdorfer, J. Comp. Phys., 337:203--215, 2017] to a broader class of two-step methods that allow the construction of super-convergent…

Numerical Analysis · Mathematics 2018-06-08 Moritz Schneider , Jens Lang , Willem Hundsdorfer

For turbulent problems of industrial scale, computational cost may become prohibitive due to the stability constraints associated with explicit time discretization of the underlying conservation laws. On the other hand, implicit methods…

Numerical Analysis · Mathematics 2024-01-31 Carlos A. Pereira , Brian C. Vermeire

We present an implicit-explicit (IMEX) scheme for semilinear wave equations with strong damping. By treating the nonlinear, nonstiff term explicitly and the linear, stiff part implicitly, we obtain a method which is not only unconditionally…

Numerical Analysis · Mathematics 2024-07-01 Daniel Eckhardt , Marlis Hochbruck , Barbara Verfürth

The solution of time-dependent hyperbolic conservation laws on cut cell meshes causes the small cell problem: standard schemes are not stable on the arbitrarily small cut cells if an explicit time stepping scheme is used and the time step…

Numerical Analysis · Mathematics 2023-10-26 Sandra May , Fabian Laakmann

Implicit-explicit (IMEX) Runge-Kutta methods play a major rule in the numerical treatment of differential systems governed by stiff and non-stiff terms. This paper discusses order conditions and symplecticity properties of a class of IMEX…

Numerical Analysis · Mathematics 2012-02-07 Michael Herty , Lorenzo Pareschi , Sonja Steffensen

In this paper we investigate a new class of implicit-explicit (IMEX) two-step methods of Peer type for systems of ordinary differential equations with both non-stiff and stiff parts included in the source term. An extrapolation approach…

Numerical Analysis · Mathematics 2017-03-29 Jens Lang , Willem Hundsdorfer

For the incompressible Navier--Stokes system with variable density and viscosity, we propose and analyse an IMEX framework treating the convective and diffusive terms semi-implicitly. This extends to variable density and second order in…

Numerical Analysis · Mathematics 2024-10-16 Nicolás Espinoza-Contreras , Gabriel Barrenechea , Ernesto Castillo , Douglas Pacheco

We explore a class of splitting schemes employing implicit-explicit (IMEX) time-stepping to achieve accurate and energy-stable solutions for thin-film equations and Cahn-Hilliard models with variable mobility. This splitting method…

Numerical Analysis · Mathematics 2024-05-31 Saulo Orizaga , Thomas Witelski

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…

Numerical Analysis · Mathematics 2024-05-22 Erik Burman , Deepika Garg , Johnny Guzman

Implicit-Explicit (IMEX) schemes are widely used for time integration methods for approximating solutions to a large class of problems. In this work, we develop accurate a posteriori error estimates of a quantity of interest for…

Numerical Analysis · Mathematics 2016-10-19 Jehanzeb H. Chaudhry , J. B. Collins , John N. Shadid

We construct and analyze first- and second-order implicit-explicit (IMEX) schemes based on the scalar auxiliary variable (SAV) approach for the magneto-hydrodynamic equations. These schemes are linear, only require solving a sequence of…

Numerical Analysis · Mathematics 2021-04-02 Xiaoli Li , Weilong Wang , Jie Shen

For many systems of differential equations modeling problems in science and engineering, there are often natural splittings of the right hand side into two parts, one of which is non-stiff or mildly stiff, and the other part is stiff. Such…

Numerical Analysis · Mathematics 2018-11-07 Giuseppe Izzo , Zdzislaw Jackiewicz

In this note we discuss the construction of high order asymptotic preserving numerical schemes for the Boltzmann equation. The methods are based on the use of Implicit-Explicit (IMEX) Runge-Kutta methods combined with a penalization…

Numerical Analysis · Mathematics 2012-02-24 Giacomo Dimarco , Lorenzo Pareschi

Chromatographic processes can be modeled by nonlinear, convection-dominated partial differential equations, together with nonlinear relations: the adsorption isotherms. In this paper we consider the nonlinear equilibrium dispersive (ED)…

Numerical Analysis · Mathematics 2017-05-02 Rosa Donat , Francisco Guerrero anad Pep Mulet

The coupled system, where one is a degenerate parabolic equation and the other has not a diffusion term arises in the modeling of European options with liquidity shocks. Two implicit-explicit (IMEX) schemes that preserve the positivity of…

Computational Finance · Quantitative Finance 2015-04-01 W. Mudzimbabwe , Lubin G. Vulkov

Although implicit-explicit (IMEX) methods for approximating solutions to semilinear parabolic equations are relatively standard, most recent works examine the case of a fully discretized model. We show that by discretizing time only, one…

Analysis of PDEs · Mathematics 2007-05-23 Michael Robinson

We present a divergence-free semi-implicit finite volume scheme for the simulation of the ideal magnetohydrodynamics (MHD) equations which is stable for large time steps controlled by the local transport speed at all Mach and Alfv\'en…

Numerical Analysis · Mathematics 2024-03-08 Walter Boscheri , Andrea Thomann

When applying the classical multistep schemes for solving differential equations, one often faces the dilemma that smaller time steps are needed with higher-order schemes, making it impractical to use high-order schemes for stiff problems.…

Numerical Analysis · Mathematics 2024-05-02 Fukeng Huang , Jie Shen

First-order fully implicit as well as implicit--explicit schemes for coupled elliptic-parabolic systems are discussed in [Ern and Meunier, ESAIM: M2AN, 2009] and [Altmann et al., Math.\ Comp., 2021], respectively. The extension of the…

Numerical Analysis · Mathematics 2026-01-06 Georgios Akrivis , Minghua Chen , Fan Yu

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…

Numerical Analysis · Mathematics 2010-04-01 Francis Filbet , Shi Jin