Related papers: Super-Convergent Implicit-Explicit Peer Methods wi…
Implicit-explicit (IMEX) Runge-Kutta methods play a major rule in the numerical treatment of differential systems governed by stiff and non-stiff terms. This paper discusses order conditions and symplecticity properties of a class of IMEX…
We introduce a semi-explicit time-stepping scheme of second order for linear poroelasticity satisfying a weak coupling condition. Here, semi-explicit means that the system, which needs to be solved in each step, decouples and hence improves…
In this paper we address the question of whether it is possible to integrate time-dependent high-dimensional PDEs with hierarchical tensor methods and explicit time stepping schemes. To this end, we develop sufficient conditions for…
We consider flux-based multiple-porosity/multiple-permeability poroelasticity systems describing multiple-network flow and deformation in a poro-elastic medium, sometimes also referred to as MPET models. The focus of the paper is on the…
We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved…
We propose a second-order implicit-explicit (IMEX) time-stepping scheme for the isentropic, compressible Cahn-Hilliard-Navier-Stokes equations discretized on staggered (MAC) grids. The scheme is based on finite difference approximations…
A multi-step extended maximum residual Kaczmarz method is presented for the solution of the large inconsistent linear system of equations by using the multi-step iterations technique. Theoretical analysis proves the proposed method is…
The operation of large-scale infrastructure networks requires scalable optimization schemes. To guarantee safe system operation, a high degree of feasibility in a small number of iterations is important. Decomposition schemes can help to…
Max-min-plus-scaling (MMPS) systems generalize max-plus, min-plus and max-min-plus models with more flexibility in modelling discrete-event dynamics. Especially, implicit MMPS models capture a wide range of real world discrete-event…
We study the stability of explicit one-step integration schemes for the linear finite element approximation of linear parabolic equations. The derived bound on the largest permissible time step is tight for any mesh and any diffusion matrix…
In this work, we focus on the development of high-order Implicit-Explicit (IMEX) finite volume numerical methods for plasmas in quasineutral regimes. At large temporal and spatial scales, plasmas tend to be quasineutral, meaning that the…
Recent applications (e.g. active gels and self-assembly of elastic sheets) motivate the need to efficiently simulate the dynamics of thin elastic sheets. We present semi-implicit time stepping algorithms to improve the time step constraints…
Subgradient methods are the natural extension to the non-smooth case of the classical gradient descent for regular convex optimization problems. However, in general, they are characterized by slow convergence rates, and they require…
This paper is devoted to first-order algorithms for smooth convex optimization with inexact gradients. Unlike the majority of the literature on this topic, we consider the setting of relative rather than absolute inexactness. More…
An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…
High order strong stability preserving (SSP) time discretizations ensure the nonlinear non-inner-product strong stability properties of spatial discretizations suited for the stable simulation of hyperbolic PDEs. Over the past decade…
Earth system models are composed of coupled components that separately model systems such as the global atmosphere, ocean, and land surface. While these components are well developed, coupling them in a single system can be a significant…
Stochastic MPECs have found increasing relevance for modeling a broad range of settings in engineering and statistics. Yet, there seem to be no efficient first/zeroth-order schemes equipped with non-asymptotic rate guarantees for resolving…
A non-uniform implicit-explicit L1 mixed finite element method (IMEX-L1-MFEM) is investigated for a class of time-fractional partial integro-differential equations (PIDEs) with space-time dependent coefficients and non-self-adjoint elliptic…
We present strongly convergent explicit and semi-implicit adaptive numerical schemes for systems of stiff stochastic differential equations (SDEs) where both the drift and diffusion are non-globally Lipschitz continuous. This stiffness may…