Related papers: Unconditional Stability for Multistep ImEx Schemes…
This paper presents a new class of high order linear ImEx multistep schemes with large regions of unconditional stability. Unconditional stability is a desirable property of a time stepping scheme, as it allows the choice of time step…
We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…
In this work we study different Implicit-Explicit (IMEX) schemes for incompressible flow problems with variable viscosity. Unlike most previous work on IMEX schemes, which focuses on the convective part, we here focus on treating parts of…
For the incompressible Navier--Stokes system with variable density and viscosity, we propose and analyse an IMEX framework treating the convective and diffusive terms semi-implicitly. This extends to variable density and second order in…
In numerical time-integration with implicit-explicit (IMEX) methods, a within-step adaptable decomposition called residual balanced decomposition is introduced. With this decomposition, the requirement of a small enough residual in the…
We propose second-order implicit-explicit (IMEX) time-stepping schemes for nonlinear fractional differential equations with fractional order $0<\beta<1$. From the known structure of the non-smooth solution and by introducing corresponding…
When applying the classical multistep schemes for solving differential equations, one often faces the dilemma that smaller time steps are needed with higher-order schemes, making it impractical to use high-order schemes for stiff problems.…
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…
In many applications, the governing PDE to be solved numerically contains a stiff component. When this component is linear, an implicit time stepping method that is unencumbered by stability restrictions is often preferred. On the other…
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…
The incompressible smoothed particle hydrodynamics method (ISPH) is a numerical method widely used for accurately and efficiently solving flow problems with free surface effects. However, to date there has been little mathematical…
Stabilized explicit methods are particularly efficient for large systems of stiff stochastic differential equations (SDEs) due to their extended stability domain. However, they loose their efficiency when a severe stiffness is induced by…
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…
Dynamical systems with sub-processes evolving on many different time scales are ubiquitous in applications. Their efficient solution is greatly enhanced by automatic time step variation. This paper is concerned with the theory, construction…
This paper is concerned with moving mesh finite difference solution of partial differential equations. It is known that mesh movement introduces an extra convection term and its numerical treatment has a significant impact on the stability…
Efficient long-time integration of nonlinear fractional differential equations is significantly challenging due to the integro-differential nature of the fractional operators. In addition, the inherent non-smoothness introduced by the…
A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…
In this paper we introduce a finite element method for the Stokes equations with a massless immersed membrane. This membrane applies normal and tangential forces affecting the velocity and pressure of the fluid. Additionally, the points…
The stability of nonlinear explicit difference schemes with not, in general, open domains of the scheme operators are studied. For the case of path-connected, bounded, and Lipschitz domains, we establish the notion that a multi-level…
Assessment of the degree of boundedness/stability of multidimensional nonlinear systems with time-dependent and nonperiodic coefficients is an important problem in various applied areas which has no adequate resolution yet. Most of the…