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Stabilized methods (also called Chebyshev methods) are explicit methods with extended stability domains along the negative real axis. These methods are intended for large mildly stiff problems, originating mainly from parabolic PDEs. In…
In this paper we introduce a new, simple and efficient numerical scheme for the implementation of the freezing method for capturing similarity solutions in partial differential equations. The scheme is based on an IMEX-Runge-Kutta approach…
In this paper we apply the boundary elements method (BEM) and the dual reciprocity boundary elements method (DRBEM) for the numerical solution of two-dimensional time-fractional partial differential equations (TFPDEs). The fractional…
When solving time-dependent hyperbolic conservation laws on cut cell meshes one has to overcome the small cell problem: standard explicit time stepping is not stable on small cut cells if the time step is chosen with respect to larger…
In this paper we formulate and test numerically a fully-coupled discontinuous Galerkin (DG) method for incompressible two-phase flow with discontinuous capillary pressure. The spatial discretization uses the symmetric interior penalty DG…
We propose a new numerical method for one dimensional stochastic differential equations (SDEs). The main idea of this method is based on a representation of a weak solution of a SDE with a time changed Brownian motion, dated back to Doeblin…
In this work (Part I), we study three time-discretization procedures of the Dynamical Low-Rank Approximation (DLRA) of high-dimensional stochastic differential equations (SDEs). Specifically, we consider the Dynamically Orthogonal (DO)…
Discontinuous Galerkin (DG) methods for hyperbolic partial differential equations (PDEs) with explicit time-stepping schemes, such as strong stability-preserving Runge-Kutta (SSP-RK), suffer from time-step restrictions that are…
In this paper we discuss energy conservation issues related to the numerical solution of the nonlinear wave equation, when a Fourier expansion is considered for the space discretization. The obtained semi-discrete problem is then solved in…
We study in this paper three variants of the high-order Discontinuous Galerkin (DG) method with Runge-Kutta (RK) time integration for the induction equation, analysing their ability to preserve the divergence free constraint of the magnetic…
We present new stabilization terms for solving the linear transport equation on a cut cell mesh using the discontinuous Galerkin (DG) method in two dimensions with piecewise linear polynomials. The goal is to allow for explicit time…
In this article, we consider discrete schemes for a fractional diffusion equation involving a tempered fractional derivative in time. We present a semi-discrete scheme by using the local discontinuous Galerkin (LDG) discretization in the…
This paper deals with the construction of numerical stable solutions of random mean square Fisher-KPP models with advection. The construction of the numerical scheme is performed in two stages. Firstly, a semidiscretization technique…
We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…
The aim of this paper is to construct and analyze explicit exponential Runge-Kutta methods for the temporal discretization of linear and semilinear integro-differential equations. By expanding the errors of the numerical method in terms of…
We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…
This paper is devoted to examining the stability of Runge-Kutta methods for solving nonlinear Volterra delay-integro-differential-algebraic equations (DIDAEs) with constant delay. Hybrid numerical schemes combining Runge-Kutta methods and…
Deterministic solutions of the Boltzmann equation represent a real challenge due to the enormous computational effort which is required to produce such simulations and often stochastic methods such as Direct Simulation Monte Carlo (DSMC)…
In this paper we consider time-dependent PDEs discretized by a special class of Physics Informed Neural Networks whose design is based on the framework of Runge--Kutta and related time-Galerkin discretizations. The primary motivation for…
We investigate two efficient time discretizations for the post-processing technique of discontinuous Galerkin (DG) methods to solve hyperbolic conservation laws. The post-processing technique, which is applied at the final time of the DG…