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We propose a new method that extends conservative explicit multirate methods to implicit explicit-multirate methods. We develop extensions of order one and two with different stability properties on the implicit side. The method is suitable…

Numerical Analysis · Mathematics 2021-12-21 Emil M. Constantinescu

We present an implicit relaxation scheme for the simulation of compressible flows in all Mach number regimes based on a Jin Xin relaxation approach. The main features of the proposed scheme lie in its simplicity and effectiveness. Thanks to…

Fluid Dynamics · Physics 2023-06-12 Andrea Thomann , Angelo Iollo , Gabriella Puppo

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…

Optimization and Control · Mathematics 2022-06-23 Shisheng Cui , Uday V. Shanbhag , Farzad Yousefian

In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…

Numerical Analysis · Mathematics 2024-09-19 S. Boscarino , E. Macca

The metriplectic formalism is useful for describing complete dynamical systems which conserve energy and produce entropy. This creates challenges for model reduction, as the elimination of high-frequency information will generally not…

Numerical Analysis · Mathematics 2022-12-28 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

We discretize the $M_1$ model of radiative transfer using continuous finite elements and propose a tailor-made monolithic convex limiting (MCL) procedure for enforcing physical realizability. The $M_1$ system of nonlinear balance laws for…

Numerical Analysis · Mathematics 2025-09-10 Paul Moujaes , Dmitri Kuzmin , Christian Bäumer

Neural PDE solvers offer a powerful tool for modeling complex dynamical systems, but often struggle with error accumulation over long time horizons and maintaining stability and physical consistency. We introduce a multiscale implicit…

Machine Learning · Computer Science 2025-06-06 Ruoxi Jiang , Xiao Zhang , Karan Jakhar , Peter Y. Lu , Pedram Hassanzadeh , Michael Maire , Rebecca Willett

Recent applications (e.g. active gels and self-assembly of elastic sheets) motivate the need to efficiently simulate the dynamics of thin elastic sheets. We present semi-implicit time stepping algorithms to improve the time step constraints…

Computational Physics · Physics 2019-10-23 Silas Alben , Alex A. Gorodetsky , Donghak Kim , Robert D. Deegan

Many hyperbolic and kinetic equations contain a non-stiff convection/transport part and a stiff relaxation/collision part (characterized by the relaxation or mean free time $\varepsilon$). To solve this type of problems, implicit-explicit…

Numerical Analysis · Mathematics 2020-08-19 Jingwei Hu , Ruiwen Shu

Using standard intrusive techniques when solving hyperbolic conservation laws with uncertainties can lead to oscillatory solutions as well as nonhyperbolic moment systems. The Intrusive Polynomial Moment (IPM) method ensures hyperbolicity…

Numerical Analysis · Mathematics 2018-10-03 Jonas Kusch , Graham W. Alldredge , Martin Frank

This work discusses the model reduction problem for large-scale multi-symplectic PDEs with cubic invariants. For this, we present a linearly implicit global energy-preserving method to construct reduced-order models. This allows to…

Numerical Analysis · Mathematics 2023-08-08 Süleyman Yildiz , Pawan Goyal , Peter Benner

An iterative learning based economic model predictive controller (ILEMPC) is proposed for repetitive tasks in this paper. Compared with existing works, the initial feasible trajectory of the proposed ILEMPC is not restricted to be…

Systems and Control · Computer Science 2018-02-13 Yushen Long , Lihua Xie , Shuai Liu

For the simulations of unsteady flow, the global time step becomes really small with a large variation of local cell size. In this paper, an implicit high-order gas-kinetic scheme (HGKS) is developed to remove the restrictions on the time…

Numerical Analysis · Mathematics 2024-03-04 Yaqing Yang , Liang Pan , Kun Xu

We consider particle systems described by moments of a phase-space density and propose a realizability-preserving numerical method to evolve a spectral two-moment model for particles interacting with a background fluid moving with…

Numerical Analysis · Mathematics 2023-09-11 M. Paul Laiu , Eirik Endeve , J. Austin Harris , Zachary Elledge , Anthony Mezzacappa

We study a system of Maxwell's equations that describes the time evolution of electromagnetic fields with an additional electric scalar variable to make the system amenable to a mixed finite element spatial discretization. We demonstrate…

Numerical Analysis · Mathematics 2026-01-21 Archana Arya , Kaushik Kalyanaraman

This paper discusses several (sub)gradient methods attaining the optimal complexity for smooth problems with Lipschitz continuous gradients, nonsmooth problems with bounded variation of subgradients, weakly smooth problems with H\"older…

Optimization and Control · Mathematics 2016-05-02 Masoud Ahookhosh

It is a very common practice to use semi-implicit schemes in various computations, which treat selected linear terms implicitly and the nonlinear terms explicitly. For phase-field equations, the principal elliptic operator is treated…

Numerical Analysis · Mathematics 2020-06-15 Tao Tang

We introduce a novel Multi-Order Monte Carlo approach for uncertainty quantification in the context of multiscale time-dependent partial differential equations. The new framework leverages Implicit-Explicit Runge-Kutta time integrators to…

Numerical Analysis · Mathematics 2026-04-08 Giulia Bertaglia , Walter Boscheri , Lorenzo Pareschi

In this work, we consider the development of implicit explicit total variation diminishing (TVD) methods (also termed SSP: strong stability preserving) for the compressible isentropic Euler system in the low Mach number regime. The scheme…

Numerical Analysis · Mathematics 2018-08-01 Giacomo Dimarco , Raphaël Loubère , Victor Michel-Dansac , Marie-Hélène Vignal

We develop structure-preserving finite volume schemes for the barotropic Euler equations in the low Mach number regime. Our primary focus lies in ensuring both the asymptotic-preserving (AP) property and the discrete entropy stability. We…

Numerical Analysis · Mathematics 2025-11-26 Megala Anandan , Mária Lukáčová-Medvid'ová