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Splitting methods are a widely used numerical scheme for solving convection-diffusion problems. However, they may lose stability in some situations, particularly when applied to convection-diffusion problems in the presence of an unbounded…

Numerical Analysis · Mathematics 2024-04-25 Thi Tam Dang , Trung Hau Hoang , Giandomenico Orlandi

The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…

Mathematical Physics · Physics 2008-12-11 Wei Wang , A. J. Roberts

Splitting methods constitute a well-established class of numerical schemes for the time integration of partial differential equations. Their main advantages over more traditional schemes are computational efficiency and superior geometric…

Numerical Analysis · Mathematics 2017-01-06 Lukas Einkemmer , Alexander Ostermann

We address the problem of estimating steady-state quantities associated to systems of stochastic chemical kinetics. In most cases of interest these systems are analytically intractable, and one has to resort to computational methods to…

Quantitative Methods · Quantitative Biology 2014-01-21 Andreas Milias-Argeitis , John Lygeros , Mustafa Khammash

Sensitivity analysis of biochemical reactions aims at quantifying the dependence of the reaction dynamics on the reaction rates. The computation of the parameter sensitivities, however, poses many computational challenges when taking…

Molecular Networks · Quantitative Biology 2018-11-07 Vo Hong Thanh , Roberto Zunino , Corrado Priami

We consider the simulation of isentropic flow in pipelines and pipe networks. Standard operating conditions in pipe networks suggest an emphasis to simulate low Mach and high friction regimes -- however, the system is stiff in these regimes…

Numerical Analysis · Mathematics 2025-07-22 Michael Redle , Michael Herty

The Finite State Projection (FSP) method approximates the Chemical Master Equation (CME) by restricting the dynamics to a finite subset of the (typically infinite) state space, enabling direct numerical solution with computable error…

Computational Engineering, Finance, and Science · Computer Science 2026-05-26 Aditya Dendukuri , Shivkumar Chandrasekaran , Linda Petzold

Numerical simulations of detonation-containing flows have emerged as crucial tools for designing next-generation power and propulsion devices. As these tools mature, it is important for the combustion community to properly understand and…

Fluid Dynamics · Physics 2025-01-08 Shivam Barwey , Michael Ullman , Ral Bielawski , Venkat Raman

In this paper we mathematically characterize through a Lie formalism the local errors induced by operator splitting when solving nonlinear reaction-diffusion equations, especially in the non-asymptotic regime. The non-asymptotic regime is…

Numerical Analysis · Mathematics 2015-08-21 Stéphane Descombes , Max Duarte , Thierry Dumont , Frédérique Laurent , Violaine Louvet , Marc Massot

In this paper, we design a semi-implicit scheme for the scalar time fractional reaction-diffusion equation. We theoretically prove that the numerical scheme is stable without the restriction on the ratio of the time and space stepsizes, and…

Numerical Analysis · Mathematics 2014-01-30 Yanyan Yu , Weihua Deng , Yujiang Wu

Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…

Statistical Mechanics · Physics 2022-11-23 Ofir Tal-Friedman , Yael Roichman , Shlomi Reuveni

The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…

Fluid Dynamics · Physics 2015-10-28 Bastien E. Jordi , Colin J. Cotter , Spencer J. Sherwin

Systems of reaction-diffusion equations are commonly used in biological models of food chains. The populations and their complicated interactions present numerous challenges in theory and in numerical approximation. In particular,…

Numerical Analysis · Mathematics 2015-10-28 Matthew Beauregard , Joshua Padgett , Rana Parshad

A new upscaling procedure that provides 1D representations of 2D mixing-limited reactive transport systems is developed and applied. A key complication with upscaled models in this setting is that the procedure must differentiate between…

Fluid Dynamics · Physics 2022-10-05 Ricardo H. Deucher , Louis J. Durlofsky

A method for post-processing the velocity after a pressure projection is developed that helps to maintain stability in an under-resolved, inviscid, discontinuous element-based simulation for use in environmental fluid mechanics process…

Computational Physics · Physics 2015-12-08 Sumedh M. Joshi , Peter J. Diamessis , Derek T. Steinmoeller , Marek Stastna , Greg N. Thomsen

Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…

Statistical Mechanics · Physics 2022-10-18 Dimitra Maoutsa , Manfred Opper

We present and analyze a fully discrete fractional time stepping technique for the solution of the micropolar Navier Stokes equations, which is a system of equations that describes the evolution of an incompressible fluid whose material…

Numerical Analysis · Mathematics 2013-12-06 Abner J. Salgado

While significant research has been dedicated to the simulation of fluids, not much attention has been given to exploring new interesting behavior that can be generated with the different types of non-Newtonian fluids with non-constant…

Graphics · Computer Science 2015-11-02 Oktar Ozgen , Marcelo Kallmann , Eric Brown

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

Numerical Analysis · Mathematics 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung

In this paper, we develop a stable and fast numerical scheme for relativistic dissipative hydrodynamics based on Israel-Stewart theory. Israel-Stewart theory is a stable and causal description of dissipation in relativistic hydrodynamics…

High Energy Astrophysical Phenomena · Physics 2015-05-28 Makoto Takamoto , Shu-ichiro Inutsuka