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Phase-field simulations are a practical but also expensive tool to calculate microstructural evolution. This work aims to compare explicit time integrators for a broad class of phase-field models involving coupling between the phase-field…

Numerical Analysis · Mathematics 2026-03-02 Marco Seiz , Tomohiro Takaki

Eddy-current problems occur in a wide range of industrial and metallurgical applications where conducting material is processed inductively. Motivated by realising coupled multi-physics simulations, we present a new method for the solution…

Computational Physics · Physics 2017-05-09 Pascal Beckstein , Vladimir Galindo , Vuko Vukčević

In this paper, we are concerned with the three dimensional Euler equations driven by an additive stochastic forcing. First, we construct global H\"{o}lder continuous (stationary) solutions in $C(\mathbb{R};C^{\vartheta})$ space for some…

Probability · Mathematics 2025-05-20 Lin Lü

We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…

Numerical Analysis · Mathematics 2022-03-22 Charles-Edouard Bréhier

In astrophysics and meteorology there exist numerous situations where flows exhibit small velocities compared to the sound speed. To overcome the stringent timestep restrictions posed by the predominantly used explicit methods for…

We present a higher-order extension of the dual cell method for the time-domain Maxwell equations in three spatial dimensions. The approach builds upon a variational reinterpretation of the Finite Integration Technique on dual meshes and…

Numerical Analysis · Mathematics 2026-04-16 Lorenzo Codecasa , Bernard Kapidani , Joachim Schöberl , Markus Wess

A semi-implicit in time, entropy stable finite volume scheme for the compressible barotropic Euler system is designed and analyzed and its weak convergence to a dissipative measure-valued (DMV) solution [E. Feireisl et al., Dissipative…

Numerical Analysis · Mathematics 2023-12-07 K. R. Arun , Amogh Krishnamurthy

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

This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…

We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…

Analysis of PDEs · Mathematics 2024-12-12 Abhishek Chaudhary

An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves a fractional power of an elliptic operator of second order. Finite element approximation in space is…

Numerical Analysis · Computer Science 2018-05-09 Petr N. Vabishchevich

We consider the Cauchy problem for the isentropic compressible Euler-Maxwell equations under general pressure laws in a three-dimensional periodic domain. For any smooth initial electron density away from the vacuum and smooth…

Analysis of PDEs · Mathematics 2023-05-23 Shunkai Mao , Peng Qu

In this paper we present a new Eulerian finite element method for the discretization of scalar partial differential equations on evolving surfaces. In this method we use the restriction of standard space-time finite element spaces on a…

Numerical Analysis · Mathematics 2022-12-26 Hauke Sass , Arnold Reusken

We show that the discrete operator stemming from the time and space discretization of evolutionary partial differential equations can be represented in terms of a single Sylvester matrix equation. A novel solution strategy that combines…

Numerical Analysis · Mathematics 2020-03-18 Davide Palitta

In order to inherit numerically the ergodicity of the damped stochastic nonlinear Schr\"odinger equation with additive noise, we propose a fully discrete scheme, whose spatial direction is based on spectral Galerkin method and temporal…

Numerical Analysis · Mathematics 2016-06-07 Chuchu Chen , Jialin Hong , Xu Wang

We analyse three time integration schemes for unfitted methods in fluid structure interaction. In Alghorithm 1 we propose a fully discrete monolithic algorithm with P1 P1 stabilized finite elements for the fluid problem; for this alghorithm…

Numerical Analysis · Mathematics 2021-05-27 Michele Annese

A fast and stable method is formulated to compute the time evolution of a wavefunction by numerically solving the time-dependent Schr{\"o}dinger equation. This method is a real space/real time evolution method implemented by several…

Computational Physics · Physics 2009-11-06 Naoki Watanabe , Masaru Tsukada

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

The present work introduces and investigates an explicit time discretization scheme, called the projected Euler method,to numerically approximate random periodic solutions of semi-linear SDEs under non-globally Lipschitz conditions. The…

Numerical Analysis · Mathematics 2024-11-26 Yujia Guo , Xiaojie Wang , Yue Wu

The stochastic Euler scheme is known to converge to the exact solution of a stochastic differential equation with globally Lipschitz continuous drift and diffusion coefficient. Recent results extend this convergence to coefficients which…

Numerical Analysis · Mathematics 2021-11-02 Martin Hutzenthaler , Arnulf Jentzen , Peter E. Kloeden
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