Related papers: Implicit-explicit, realizability-preserving first-…
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…
Implicit-explicit (IMEX) time integration schemes are well suited for nonlinear structural dynamics because of their low computational cost and high accuracy. However, stability of IMEX schemes cannot be guaranteed for general nonlinear…
One of the main difficulties in micromagnetics simulation is the norm preserving constraints $\|\mathbf{m}\|=1$ at the continuous or the discrete level. Another difficulty is the stability with the time step constraint. Using standard…
In this paper, we derive fully implementable first order time-stepping schemes for McKean--Vlasov stochastic differential equations (McKean--Vlasov SDEs), allowing for a drift term with super-linear growth in the state component. We propose…
This work aims to extend the residual distribution (RD) framework to stiff relaxation problems. The RD is a class of schemes which is used to solve hyperbolic system of partial differential equations. Up to our knowledge, it was used only…
Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models…
In this paper we construct new fully decoupled and high-order implicit-explicit (IMEX) schemes for the two-phase incompressible flows based on the new generalized scalar auxiliary variable approach with optimal energy approximation…
A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…
Many interesting applications of hyperbolic systems of equations are stiff, and require the time step to satisfy restrictive stability conditions. One way to avoid small time steps is to use implicit time integration. Implicit integration…
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…
For linear transport and radiative heat transfer equations with random inputs, we develop new generalized polynomial chaos based Asymptotic-Preserving stochastic Galerkin schemes that allow efficient computation for the problems that…
We introduce a semi-explicit time-stepping scheme of second order for linear poroelasticity satisfying a weak coupling condition. Here, semi-explicit means that the system, which needs to be solved in each step, decouples and hence improves…
Implicit particle-in-cell codes offer advantages over their explicit counterparts in that they suffer weaker stability constraints on the need to resolve the higher frequency modes of the system. This feature may prove particularly valuable…
Mixed-moment models, introduced before for one space dimension, are a modification of the method of moments applied to a (linear) kinetic equation, by choosing mixtures of different partial moments. They are well-suited to handle such…
We propose a structure-preserving scheme for a hybrid model that couples the time-dependent Ginzburg-Landau (TDGL) equation of superconducting vortex dynamics and the nonlinear Bardeen-Cooper-Schrieffer (BCS) gap equation. This formulation…
A combination of implicit and explicit timestepping is analyzed for a system of ODEs motivated by ones arising from spatial discretizations of evolutionary partial differential equations. Loosely speaking, the method we consider is implicit…
In this work we introduce an implicit-explicit invariant-domain preserving approximation of the nonequilibrium gray radiation-hydrodynamics equations. A time and space approximation of the system is proposed using a novel split of the…
Achieving large-scale kinetic modelling is a crucial task for the development and optimization of modern plasma devices. With the trend of decreasing pressure in applications such as plasma etching, kinetic simulations are necessary to…
A new class of semi-implicit numerical schemes for linear advection equation on Cartesian grids is derived that is inspired by so-called $\kappa$-schemes used with fully explicit discretizations for this type of problems. Opposite to fully…
The kinetic term of the $N$-body Hamiltonian system defined on the surface of the sphere is non-separable. As a result, standard explicit symplectic integrators are inapplicable. We exploit an underlying hierarchy in the structure of the…