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We consider the compressible Euler equations of gas dynamics with isentropic equation of state. Standard numerical schemes for the Euler equations suffer from stability and accuracy issues in the low Mach regime. These failures are…

Numerical Analysis · Mathematics 2024-11-07 Saurav Samantaray

This work is concerned with the uniform accuracy of implicit-explicit backward differentiation formulas for general linear hyperbolic relaxation systems satisfying the structural stability condition proposed previously by the third author.…

Numerical Analysis · Mathematics 2023-10-10 Zhiting Ma , Juntao Huang , Wen-An Yong

In this paper, we develop a family of high order asymptotic preserving schemes for some discrete-velocity kinetic equations under a diffusive scaling, that in the asymptotic limit lead to macroscopic models such as the heat equation, the…

Numerical Analysis · Mathematics 2013-06-04 Juhi Jang , Fengyan Li , Jing-Mei Qiu , Tao Xiong

The rigorous stability analysis of high-order implicit-explicit multistep (IEMS) methods for nonlinear parabolic equations by using discrete energy arguments is a long standing open issue due to their non-A-stable property. A novel…

Numerical Analysis · Mathematics 2026-05-08 Hong-lin Liao , Chaoyu Quan , Tao Tang , Tao Zhou

We propose and study two second-order in time implicit-explicit (IMEX) methods for the coupled Stokes-Darcy system that governs flows in karst aquifers. The first is a combination of a second-order backward differentiation formula and the…

Numerical Analysis · Mathematics 2012-11-06 Wenbin Chen , Max Gunzburger , Dong Sun , Xiaoming Wang

This paper continues the investigation of the exponentially repulsive EXP pair-potential system of Paper I with a focus on isomorphs in the low-temperature gas and liquid phases. As expected from the EXP system's strong virial…

Soft Condensed Matter · Physics 2018-09-20 Andreas Kvist Bacher , Thomas B. Schrøder , Jeppe C. Dyre

This article aims at developing a high order pressure-based solver for the solution of the 3D compressible Navier-Stokes system at all Mach numbers. We propose a cell-centered discretization of the governing equations that splits the fluxes…

Numerical Analysis · Mathematics 2021-03-17 Walter Boscheri , Lorenzo Pareschi

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…

Numerical Analysis · Mathematics 2021-04-27 Kevin Chow , Steven J. Ruuth

This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. Unlike other recent work in this area, the proposed methods support mixed…

Numerical Analysis · Mathematics 2023-01-04 Rujeko Chinomona , Daniel R. Reynolds

The coupled system, where one is a degenerate parabolic equation and the other has not a diffusion term arises in the modeling of European options with liquidity shocks. Two implicit-explicit (IMEX) schemes that preserve the positivity of…

Computational Finance · Quantitative Finance 2015-04-01 W. Mudzimbabwe , Lubin G. Vulkov

High-order adaptive time-stepping algorithms are of significant practical value and theoretical interest for accelerating long-time fluid-flow simulations and resolving complex dynamical behaviors. While several high-order implicit-explicit…

Numerical Analysis · Mathematics 2026-05-08 Hong-lin Liao , Xiaoming Wang , Xuping Wang , Cao Wen

Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…

Numerical Analysis · Mathematics 2019-11-28 Suprosanna Shit , Abinav Ravi Venkatakrishnan , Ivan Ezhov , Jana Lipkova , Marie Piraud , Bjoern Menze

In this paper, we introduce a new finite expression method (FEX) to solve high-dimensional partial integro-differential equations (PIDEs). This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel…

Numerical Analysis · Mathematics 2025-06-19 Gareth Hardwick , Senwei Liang , Haizhao Yang

This paper proposes a theoretical framework for establishing the energy dissipation of general implicit-explicit linear multistep methods (IMEX-LMMs) for gradient flows, by constructing a dissipative modified energy consisting of the…

Numerical Analysis · Mathematics 2026-05-27 Chaoyu Quan , Huaijin Wang , Xuping Wang , Chuanju Xu

In this work we present a class of high order unconditionally strong stability preserving (SSP) implicit multi-derivative Runge--Kutta schemes, and SSP implicit-explicit (IMEX) multi-derivative Runge--Kutta schemes where the time-step…

Numerical Analysis · Mathematics 2021-08-10 Sigal Gottlieb , Zachary J. Grant , Jingwei Hu , Ruiwen Shu

For linear transport and radiative heat transfer equations with random inputs, we develop new generalized polynomial chaos based Asymptotic-Preserving stochastic Galerkin schemes that allow efficient computation for the problems that…

Numerical Analysis · Mathematics 2017-03-14 Shi Jin , Hanqing Lu , Lorenzo Pareschi

We investigate a local incremental stationary scheme for the numerical solution of rate-independent systems. Such systems are characterized by a (possibly) non-convex energy and a dissipation potential, which is positively homogeneous of…

Numerical Analysis · Mathematics 2022-04-13 Merlin Andreia , Christian Meyer

The recent literature on first order methods for smooth optimization shows that significant improvements on the practical convergence behaviour can be achieved with variable stepsize and scaling for the gradient, making this class of…

Numerical Analysis · Mathematics 2015-06-17 Silvia Bonettini , Alessandro Benfenati , Valeria Ruggiero

For low Mach number flows, there is a strong recent interest in the development and analysis of IMEX (implicit/explicit) schemes, which rely on a splitting of the convective flux into stiff and nonstiff parts. A key ingredient of the…

Numerical Analysis · Mathematics 2014-12-05 Jochen Schütz , Sebastian Noelle

Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…

Optimization and Control · Mathematics 2022-02-04 Gregory Dexter , Agniva Chowdhury , Haim Avron , Petros Drineas
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