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We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochastic differential equations driven by additive noise, under a one-sided Lipschitz continuity condition. The setting encompasses drift…

Numerical Analysis · Mathematics 2020-10-02 Charles-Edouard Bréhier

The isentropic compressible Cahn-Hilliard-Navier-Stokes equations is a system of fourth-order partial differential equations that model the evolution of some binary fluids under convection. The purpose of this paper is the design of…

Numerical Analysis · Mathematics 2024-04-02 Pep Mulet

Both the porous medium equation and the system of isentropic Euler equations can be considered as steepest descents on suitable manifolds of probability measures in the framework of optimal transport theory. By discretizing these…

Numerical Analysis · Mathematics 2015-03-13 Michael Westdickenberg , Jon Wilkening

We consider the compressible Euler system with anelastic scaling, modeling isentropic flows under the influence of gravity. In the zero-Mach-number limit, the solution of the compressible Euler system converges to a variable density…

Numerical Analysis · Mathematics 2026-04-14 Marco Artiano , Hendrik Ranocha , Saurav Samantaray

The explicit two-stage fourth-order (TSFO) temporal-spatial coupling method is efficient and compact but suffers severe time-step restrictions for stiff problems with multiple scales. To address Professor Jiequan Li's call for an implicit…

Numerical Analysis · Mathematics 2026-05-12 Zhixin Huo

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

In this work, third-order semi-implicit schemes on staggered meshes for the shallow water and Saint-Venant-Exner systems are presented. They are based on a third-order extension of the technique introduced in Cassulli \& Cheng [1]. The…

Numerical Analysis · Mathematics 2025-06-23 Enrique D. Fernandez-Nieto , Jose Garres-Diaz , Emanuele Macca , Giovanni Russo

Many interesting physical problems described by systems of hyperbolic conservation laws are stiff, and thus impose a very small time-step because of the restrictive CFL stability condition. In this case, one can exploit the superior…

Numerical Analysis · Mathematics 2025-02-17 Gabriella Puppo , Matteo Semplice , Giuseppe Visconti

In this paper a new hybrid semi-implicit finite volume / finite element (FV/FE) scheme is presented for the numerical solution of the compressible Euler and Navier-Stokes equations at all Mach numbers on unstructured staggered meshes in two…

Numerical Analysis · Mathematics 2023-01-23 Saray Busto , Laura Río-Martín , María Elena Vázquez-Cendón , Michael Dumbser

We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…

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

In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…

Numerical Analysis · Mathematics 2022-04-04 Dianming Hou , Zhonghua Qiao

In this paper, a stabilized second order in time accurate linear exponential time differencing (ETD) scheme for the no-slope-selection thin film growth model is presented. An artificial stabilizing term $A\tau^2\frac{\partial\Delta^2…

Numerical Analysis · Mathematics 2019-07-05 Wenbin Chen , Weijia Li , Zhiwen Luo , Cheng Wang , Xiaoming Wang

The 2D Euler equations are a simple but rich set of non-linear PDEs that describe the evolution of an ideal inviscid fluid, for which one dimension is negligible. Solving numerically these equations can be extremely demanding. Several…

Numerical Analysis · Mathematics 2023-01-18 Paolo Cifani , Sagy Ephrati , Milo Viviani

Semi-implicit spectral deferred correction (SDC) methods provide a systematic approach to construct time integration methods of arbitrarily high order for nonlinear evolution equations including conservation laws. They converge towards $A$-…

Numerical Analysis · Mathematics 2025-01-29 Joerg Stiller

In this paper, we study the behaviour at low Mach number of numerical schemes based on staggered discretizations for the barotropic Navier-Stokes equations. Three time discretizations are considered: the implicit-in-time scheme and two…

Numerical Analysis · Mathematics 2018-04-02 R. Herbin , J. -C Latché , Khaled Saleh

Burger et al.in \cite{karlsen-1} proposed a flux TVD (FTVD) second order scheme by using a new non local limiter algorithm for conservation laws with discontinuous flux modeling clarifier thickener units. In this work we show that their…

Analysis of PDEs · Mathematics 2013-04-11 Adimurthi , Sudarshan Kumar K , G. D. Veerappa Gowda

We study three different time integration methods for a dynamic pore network model for immiscible two-phase flow in porous media. Considered are two explicit methods, the forward Euler and midpoint methods, and a new semi-implicit method…

Computational Physics · Physics 2018-07-03 Magnus Aa. Gjennestad , Morten Vassvik , Signe Kjelstrup , Alex Hansen

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Ting-Zhu Huang , Cui-Cui Ji , Bruno Carpentieri , Anatoly A. Alikhanov

We present an implicit-explicit well-balanced finite volume scheme for the Euler equations with a gravitational source term which is able to deal also with low Mach flows. To visualize the different scales we use the non-dimensionalized…

Numerical Analysis · Mathematics 2020-08-26 Andrea Thomann , Gabriella Puppo , Christian Klingenberg

We present an Asymptotic-Preserving 'all-speed' scheme for the simulation of compressible flows valid at all Mach-numbers ranging from very small to order unity. The scheme is based on a semi-implicit discretization which treats the…

Mathematical Physics · Physics 2014-04-08 Floraine Cordier , Pierre Degond , Anela Kumbaro