Related papers: Super-Convergent Implicit-Explicit Peer Methods wi…
We propose two new classes of time integrators for stiff DEs: the implicit-explicit exponential (IMEXP) and the hybrid exponential methods. In contrast to the existing exponential schemes, the new methods offer significant computational…
In this note we propose and analyze novel implicit-explicit methods based on second order strong stability preserving multistep time discretizations. Several schemes are developed, and a linear stability analysis is performed to study their…
The recently developed technique of DOC kernels has been a great success in the stability and convergence analysis for BDF2 scheme with variable time steps. However, such an analysis technique seems not directly applicable to problems with…
Singularly perturbed systems (SPSs) are prevalent in engineering applications, where numerically solving their initial value problems (IVPs) is challenging due to stiffness arising from multiple time scales. Classical explicit methods…
We present the acceleration of an IMplicit-EXplicit (IMEX) non-hydrostatic atmospheric model on manycore processors such as GPUs and Intel's MIC architecture. IMEX time integration methods sidestep the constraint imposed by the…
The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…
It is well known that in the first-discretize-then-optimize approach in the control of ordinary differential equations the adjoint method may converge under additional order conditions only. For Peer two-step methods we derive such adjoint…
Many hyperbolic and kinetic equations contain a non-stiff convection/transport part and a stiff relaxation/collision part (characterized by the relaxation or mean free time $\varepsilon$). To solve this type of problems, implicit-explicit…
Problems that feature significantly different time scales, where the stiff time-step restriction comes from a linear component, implicit-explicit (IMEX) methods alleviate this restriction if the concern is linear stability. However, where…
In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…
We introduce a novel Multi-Order Monte Carlo approach for uncertainty quantification in the context of multiscale time-dependent partial differential equations. The new framework leverages Implicit-Explicit Runge-Kutta time integrators to…
We construct high-order semi-discrete-in-time and fully discrete (with Fourier-Galerkin in space) schemes for the incompressible Navier-Stokes equations with periodic boundary conditions, and carry out corresponding error analysis. The…
In this paper, we propose a new high order semi-implicit scheme for the all Mach full Euler equations of gas dynamics. Material waves are treated explicitly, while acoustic waves are treated implicitly, thus avoiding severe CFL restrictions…
A method for enhancing the stability and robustness of explicit schemes in computational fluid dynamics is presented. The method is based in reformulating explicit schemes in matrix form, which cane modified gradually into semi or…
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…
We present a family of distributed forward-backward methods with variable stepsizes to find a solution of structured monotone inclusion problems. The framework is constructed by means of relocated fixed-point iterations, extending the…
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…
The analysis of strong-stability-preserving (SSP) linear multistep methods is extended to semi-discretized problems for which different terms on the right-hand side satisfy different forward Euler (or circle) conditions. Optimal additive…
When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…
The main goal of this paper is to investigate the order reduction phenomenon that appears in the integral deferred correction (InDC) methods based on implicit-explicit (IMEX) Runge-Kutta (R-K) schemes when applied to a class of stiff…