Related papers: Second order Implicit-Explicit Total Variation Dim…
This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…
Recently, relaxation methods have been developed to guarantee the preservation of a single global functional of the solution of an ordinary differential equation. Here, we generalize this approach to guarantee local entropy inequalities for…
We present a novel implicit scheme for the numerical solution of time-dependent conservation laws. The core idea of the presented method is to exploit and approximate the mixed spatial-temporal derivative of the solution that occurs…
The main result in this paper is a provably entropy stable shock capturing approach for the high order entropy stable DGSEM based on a hybrid blending with a subcell low order variant. Since it is possible to rewrite a high order SBP…
Two semi-implicit Euler schemes for differential inclusions are proposed and analyzed in depth. An error analysis shows that both semi-implicit schemes inherit favorable stability properties from the differential inclusion. Their…
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…
A new type of systematic approach to study the incompressible Euler equations numerically via the vanishing viscosity limit is proposed in this work. We show the new strategy is unconditionally stable that the $L^2$-energy dissipates and…
We present an implicit-explicit finite volume scheme for two-fluid single-temperature flow in all Mach number regimes which is based on a symmetric hyperbolic thermodynamically compatible description of the fluid flow. The scheme is stable…
Euler--Euler or volume-averaged Navier--Stokes equations are used in various applications to model systems with two or more interpenetrating phases. Each fluid obeys its own momentum and mass equations, and the phases are typically coupled…
First-order fully implicit as well as implicit--explicit schemes for coupled elliptic-parabolic systems are discussed in [Ern and Meunier, ESAIM: M2AN, 2009] and [Altmann et al., Math.\ Comp., 2021], respectively. The extension of the…
This paper extends the high-order entropy stable (ES) adaptive moving mesh finite difference schemes developed in [14] to the two- and three-dimensional (multi-component) compressible Euler equations with the stiffened equation of state.…
We present a divergence-free semi-implicit finite volume scheme for the simulation of the ideal magnetohydrodynamics (MHD) equations which is stable for large time steps controlled by the local transport speed at all Mach and Alfv\'en…
We introduce a new family of high order accurate semi-implicit schemes for the solution of non-linear hyperbolic partial differential equations on unstructured polygonal meshes. The time discretization is based on a splitting between…
We prove a general criterion providing sufficient conditions under which a time-discretiziation of a given Stochastic Differential Equation (SDE) is a uniform in time approximation of the SDE. The criterion is also, to a certain extent,…
Implicit-explicit (IMEX) time integration schemes are well suited for nonlinear structural dynamics because of their low computational cost and high accuracy. However, stability of IMEX schemes cannot be guaranteed for general nonlinear…
This paper presents a class of novel high-order fully-discrete entropy stable (ES) discontinuous Galerkin (DG) schemes with explicit time discretization. The proposed methodology exploits a critical observation from [4] that the cell…
We discuss the efficient implementation of a high-performance second-order collocation-type finite-element scheme for solving the compressible Euler equations of gas dynamics on unstructured meshes. The solver is based on the convex…
This article investigates the weak approximation towards the invariant measure of semi-linear stochastic differential equations (SDEs) under non-globally Lipschitz coefficients. For this purpose, we propose a linear-theta-projected Euler…
We present two fully probabilistic Euler schemes, one explicit and one implicit, for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of super-linear growth and random initial condition. We provide a…
In this paper, we study the stability of various difference approximations of the Euler-Korteweg equations. This system of evolution PDEs is a classical isentropic Euler system perturbed by a dispersive (third order) term. The Euler…