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The lifted Heston model is a stochastic volatility model emerging as a Markovian lift of the rough Heston model and the class of rough volatility processes. The model encodes the path dependency of volatility on a set of N square-root state…

Mathematical Finance · Quantitative Finance 2025-10-13 Nicola F. Zaugg , Lech A. Grzelak

The fully-implicit time discretization (i.e. the backward Euler formula) is applied to compressible nonlinear dynamical models of viscoelastic solids in the Eulerian description, i.e. in the actual deforming configuration. The Kelvin-Voigt…

Analysis of PDEs · Mathematics 2024-07-29 Tomáš Roubíček

We discuss the applicability of a unified hyperbolic model for continuum fluid and solid mechanics to modeling non-Newtonian flows and in particular to modeling the stress-driven solid-fluid transformations in flows of viscoplastic fluids,…

A well-established numerical approach to solve the Navier--Stokes equations for incompressible fluids is Chorin's projection method, whereby the fluid velocity is explicitly updated, and then an elliptic problem for the pressure is solved,…

Materials Science · Physics 2015-08-17 Chris H. Rycroft , Yi Sui , Eran Bouchbinder

In this paper we continue the work on implicit-explicit (IMEX) time discretizations for the incompressible Oseen equations that we started in \cite{BGG23} (E. Burman, D. Garg, J. Guzm\`an, {\emph{Implicit-explicit time discretization for…

Numerical Analysis · Mathematics 2024-05-22 Erik Burman , Deepika Garg , Johnny Guzman

A numerical algorithm for solving mantle convection problems with strongly variable viscosity is presented. Equations for conservation of mass and momentum for highly viscous and incompressible fluids are solved iteratively by a multigrid…

Geophysics · Physics 2009-11-10 Masanori Kameyama , Akira Kageyama , Tetsuya Sato

A linear stability analysis of an elastic surface immersed in a viscous fluid is presented. The coupled system is modeled using the method of regularized Stokeslets (MRS), a Lagrangian method for simulating fluid-structure interaction at…

Fluid Dynamics · Physics 2025-07-10 Dana Ferranti , Sarah D. Olson

A fully coupled implicit finite-volume algorithm for incompressible viscoelastic interfacial flows is proposed, whereby the viscoelasticity of the flow is described by an upper-convected Maxwell constitutive model, including limited…

Fluid Dynamics · Physics 2026-02-10 Ayman Mazloum , Gabriele Gennari , Fabian Denner , Berend van Wachem

Soft solids in fluids find wide range of applications in science and engineering, especially in the study of biological tissues and membranes. In this study, an Eulerian finite volume approach has been developed to simulate fully resolved…

Computational Physics · Physics 2019-09-17 Suhas S. Jain , Ken Kamrin , Ali Mani

Many multiphase fluid systems, such as those involving immiscible polymers or liquid-liquid systems with surfactants, have shown a breakdown of the no-slip condition at the material interface. This results in systems where the tangential…

Fluid Dynamics · Physics 2023-04-05 Afsoun Rahnama Falavarjani , David Salac

The choice of numerical integrator in approximating solutions to dynamic partial differential equations depends on the smallest time-scale of the problem at hand. Large-scale deformations in elastic solids contain both shear waves and bulk…

Numerical Analysis · Mathematics 2025-02-21 Edward M. Terrell , Boyce E. Griffith

A method for enhancing the stability and robustness of explicit schemes in computational fluid dynamics is presented. The method is based in reformulating explicit schemes in matrix form, which cane modified gradually into semi or…

Mathematical Physics · Physics 2009-11-10 A. A. Hujeirat

The study is devoted to geometrically non-linear modelling of viscoplastic structures with residual stresses. We advocate and develop a special approach to residual stresses based on the transition between reference configurations. The…

Materials Science · Physics 2021-04-06 I. I. Tagiltsev , A. V. Shutov

In this paper, we introduce a fourth-order accurate finite element method for incompressible variable density flow. The method is implicit in time and constructed with the Taylor series technique, and uses standard high-order Lagrange basis…

Numerical Analysis · Mathematics 2022-09-21 Lukas Lundgren , Murtazo Nazarov

In this work a finite element simulation of the motion of a rigid body in a fluid, with free surface, is described. A completely general referential description (of which both Lagrangian and Eulerian descriptions are special cases) of an…

Fluid Dynamics · Physics 2015-06-26 S. J. Childs , B. D. Reddy

In the spirit of the "Principle of Equipresence" introduced by Truesdell & Toupin, The Classical Field Theories (1960), we use the full version of the viscous stress tensor which was originally derived for compressible flows, instead of the…

Numerical Analysis · Mathematics 2020-07-17 Xi Chen , David M. Williams

This report presents a low computational and cognitive complexity, stable, time accurate and adaptive method for the Navier-Stokes equations. The improved method requires a minimally intrusive modification to an existing program based on…

Numerical Analysis · Mathematics 2019-02-01 Victor DeCaria , William Layton , Haiyun Zhao

We present a scalable, high-order implicit large-eddy simulation (ILES) approach for incompressible transitional flows. This method employs the mass-conserving mixed stress (MCS) method for discretizing the Navier-Stokes equations. The MCS…

Computational Engineering, Finance, and Science · Computer Science 2024-08-14 Philip L. Lederer , Xaver Mooslechner , Joachim Schöberl

In this paper, we study the numerical algorithm for a nonlinear poroelasticity model with nonlinear stress-strain relations. By using variable substitution, the original problem can be reformulated to a new coupled fluid-fluid system, that…

Numerical Analysis · Mathematics 2022-05-17 Zhihao Ge , Hairun Li , Tingting Li

We present a simple and efficient variational finite difference method for simulating time-dependent Stokes flow in the presence of irregular free surfaces and moving solid boundaries. The method uses an embedded boundary approach on…

Computational Physics · Physics 2011-05-25 Christopher Batty , Robert Bridson