Related papers: Second order Implicit-Explicit Total Variation Dim…
In this paper we propose a novel and general approach to design semi-implicit methods for the simulation of fluid-structure interaction problems in a fully Eulerian framework. In order to properly present the new method, we focus on the…
We present a convergence analysis of a finite volume (FV) scheme for the multicomponent compressible Euler system in the framework of dissipative weak (DW) solutions. DW solutions were introduced as a generalized solution framework in…
For many systems of differential equations modeling problems in science and engineering, there are often natural splittings of the right hand side into two parts, one of which is non-stiff or mildly stiff, and the other part is stiff. Such…
Strong Stability Preserving (SSP) time integration schemes maintain stability of the forward Euler method for any initial value problem. However, only a small subset of Runge-Kutta (RK) methods are SSP, and many efficient high-order time…
The present work is devoted to introduce the backward Euler based modular time filter method for MHD flow. The proposed method improves the accuracy of the solution without a significant change in the complexity of the system. Since time…
In reinforcement learning, the TD($\lambda$) algorithm is a fundamental policy evaluation method with an efficient online implementation that is suitable for large-scale problems. One practical drawback of TD($\lambda$) is its sensitivity…
The existing discrete variational derivative method is only second-order accurate and fully implicit. In this paper, we propose a framework to construct an arbitrary high-order implicit (original) energy stable scheme and a second-order…
A cell-centered implicit-explicit updated Lagrangian finite volume scheme on unstructured grids is proposed for a unified first order hyperbolic formulation of continuum fluid and solid mechanics. The scheme provably respects the stiff…
We discrete the ergodic semilinear stochastic partial differential equations in space dimension $d \leq 3$ with additive noise, spatially by a spectral Galerkin method and temporally by an exponential Euler scheme. It is shown that both the…
On the one hand, the explicit Euler scheme fails to converge strongly to the exact solution of a stochastic differential equation (SDE) with a superlinearly growing and globally one-sided Lipschitz continuous drift coefficient. On the other…
When dealing with shallow water simulations, the velocity profile is often assumed to be constant along the vertical axis. However, since in many applications this is not the case, modeling errors can be significant. Hence, in this work, we…
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 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…
This paper is concerned with the numerical approximation of stochastic mechanical systems with nonlinear holonomic constraints. Such systems are described by second order stochastic differential-algebraic equations involving an implicitly…
Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper, we derive explicit stabilized integrators of orders one and…
In this paper, a new implicit-explicit local method with an arbitrary order is produced for stiff initial value problems. Here, a general method for one-step time integrations has been created, considering a direction free approach for…
Consistent splitting schemes are among the most accurate pressure segregation methods, incurring no splitting errors or spurious boundary conditions. Nevertheless, their theoretical properties are not yet fully understood, especially when…
In this work, we introduce the time filtering technique to develop several innovative semi-discrete schemes in time for the Cahn-Hilliard-Navier-Stokes (CHNS) system. These schemes achieve second-order temporal accuracy while maintaining…
When dealing with stiff conservation laws, explicit time integration forces to employ very small time steps, due to the restrictive CFL stability condition. Implicit methods offer an alternative, yielding the possibility to choose the time…
A general procedure to construct a class of simple and efficient high resolution Total Variation Diminishing (TVD) schemes for non-linear hyperbolic conservation laws by introducing anti-diffusive terms with the flux limiters is presented.…