Related papers: Improving the IMEX method with a residual balanced…
We investigate a local incremental stationary scheme for the numerical solution of rate-independent systems. Such systems are characterized by a (possibly) non-convex energy and a dissipation potential, which is positively homogeneous of…
In this paper, we develop a family of high order asymptotic preserving schemes for some discrete-velocity kinetic equations under a diffusive scaling, that in the asymptotic limit lead to macroscopic models such as the heat equation, the…
The recently developed technique of DOC kernels has been a great success in the stability and convergence analysis for BDF2 scheme with variable time steps. However, such an analysis technique seems not directly applicable to problems with…
We derive an implicit-explicit (IMEX), realizability-preserving first-order scheme for moment models with Lipschitz-continuous source terms. In contrast to fully-explicit schemes the time step does not depend on the physical parameters,…
We develop a family of second-order implicit-explicit (IMEX) schemes for the stiff BGK kinetic equation. The method is asymptotic-preserving (can capture the Euler limit without numerically resolving the small Knudsen number) as well as…
We study modified trigonometric integrators, which generalize the popular class of trigonometric integrators for highly oscillatory Hamiltonian systems by allowing the fast frequencies to be modified. Among all methods of this class, we…
Singularly perturbed systems (SPSs) are prevalent in engineering applications, where numerically solving their initial value problems (IVPs) is challenging due to stiffness arising from multiple time scales. Classical explicit methods…
In many applications, the governing PDE to be solved numerically contains a stiff component. When this component is linear, an implicit time stepping method that is unencumbered by stability restrictions is often preferred. On the other…
Adaptivity and local mesh refinement are crucial for the efficient numerical simulation of wave phenomena in complex geometry. Local mesh refinement, however, can impose a tiny time-step across the entire computational domain when using…
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…
We introduce a new class of arbitrary-order exponential time differencing methods based on spectral deferred correction (ETDSDC) and describe a simple procedure for initializing the requisite matrix functions. We compare the stability and…
Despite the growing interest in parallel-in-time methods as an approach to accelerate numerical simulations in atmospheric modelling, improving their stability and convergence remains a substantial challenge for their application to…
We present a novel and general methodology for building second-order finite volume implicit-explicit Runge-Kutta numerical schemes for solving two-dimensional financial parabolic PDEs with mixed derivatives. The methods achieve second-order…
We provide a preliminary comparison of the dispersion properties, specifically the time-amplification factor, the scaled group velocity and the error in the phase speed of four spatiotemporal discretization schemes utilized for solving the…
Stabilized Runge-Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For semi-discrete parabolic problems, for instance, stabilized…
In this paper, we propose a high-order domain decomposition method for the ES-BGK model of the Boltzmann equation, which dynamically detects regions of equilibrium and non-equilibrium. Our implementation automatically switches between Euler…
We study a discrete-time random feature method for nonlinear, time-dependent partial differential equations. In contrast to continuous-time formulations that treat time as an additional input variable, the method advances the solution step…
Implicit solvers present strong limitations when used on supercomputing facilities and in particular for adaptive mesh-refinement codes. We present a new method for implicit adaptive time-stepping on adaptive mesh refinement-grids. We…
In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…
In this article we present a novel and general methodology for building second order finite volume implicit-explicit (IMEX) numerical schemes for solving two dimensional financial parabolic PDEs with mixed derivatives. In particular,…