Related papers: Fourth-order time-stepping for stiff PDEs on the s…
Stochastic differential equations (SDE) often exhibit large random transitions. This property, which we denote as pathwise stiffness, causes transient bursts of stiffness which limit the allowed step size for common fixed time step explicit…
The use of implicit time-stepping schemes for the numerical approximation of solutions to stiff nonlinear time-evolution equations brings well-known advantages including, typically, better stability behaviour and corresponding support of…
Stability of time domain integral equation (TDIE) solvers has remained an elusive goal for many years. Advancement of this research has largely progressed on four fronts: (1) Exact integration, (2) Lubich quadrature, (3) smooth temporal…
A single-step high-order implicit time integration scheme with controllable numerical dissipation at high frequencies is presented for the transient analysis of structural dynamic problems. The amount of numerical dissipation is controlled…
This paper introduces alternating-direction implicit (ADI) solvers of higher order of time-accuracy (orders two to six) for the compressible Navier-Stokes equations in two- and three-dimensional curvilinear domains. The higher-order…
A class of nonstandard pseudospectral time domain (PSTD) schemes for solving time-dependent hyperbolic and parabolic partial differential equations (PDEs) is introduced. These schemes use the Fourier collocation spectral method to compute…
An efficient numerical scheme for solving transport equations for tokamak plasmas within an integrated modelling framework is presented. The plasma transport equations are formulated as diffusion-advection equations in two coordinates (a…
The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…
We construct a pseudospectral method for the solution of time-dependent, non-linear partial differential equations on a three-dimensional spherical shell. The problem we address is the treatment of tensor fields on the sphere. As a test…
Time fractional PDEs have been used in many applications for modeling and simulations. Many of these applications are multiscale and contain high contrast variations in the media properties. It requires very small time step size to perform…
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…
The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet it only achieves first-order spatial accuracy near embedded boundaries. In this paper, we introduce a new high-order…
In this work, we introduce new integral formulations based on the convolution quadrature method for the time-domain modeling of perfectly electrically conducting scatterers that overcome some of the most critical issues of the standard…
We present a higher-order finite volume method for solving elliptic PDEs with jump conditions on interfaces embedded in a 2D Cartesian grid. Second, fourth, and sixth order accuracy is demonstrated on a variety of tests including problems…
We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which,…
Spectral methods for solving partial differential equations (PDEs) and stochastic partial differential equations (SPDEs) often use Fourier or polynomial spectral expansions on either uniform and non-uniform grids. However, while very widely…
We show that the method of splitting the operator ${\rm e}^{\epsilon(T+V)}$ to fourth order with purely positive coefficients produces excellent algorithms for solving the time-dependent Schr\"odinger equation. These algorithms require…
The single-step explicit time integration methods have long been valuable for solving large-scale nonlinear structural dynamic problems, classified into single-solve and multi-sub-step approaches. However, no existing explicit single-solve…
Stiff ordinary differential equations (ODEs) are common in many science and engineering fields, but standard neural ODE approaches struggle to accurately learn these stiff systems, posing a significant barrier to widespread adoption of…
We propose a second-order implicit-explicit (IMEX) time-stepping scheme for the isentropic, compressible Cahn-Hilliard-Navier-Stokes equations in the low Mach number regime. The method is based on finite differences on staggered grids and…