Related papers: Semi-Lagrangian Exponential Integration with appli…
A semi-implicit, residual-based variational multiscale (VMS) formulation is developed for the incompressible Navier--Stokes equations. The approach linearizes convection using an extrapolated (Oseen-type) convecting velocity, producing a…
In this paper we present a methodology that allows the efficient computation of the topological derivative for semilinear elliptic problems within the averaged adjoint Lagrangian framework. The generality of our approach should also allow…
Exponential time integrators have been applied successfully in several physics-related differential equations. However, their application in hyperbolic systems with absorbing boundaries, like the ones arising in seismic imaging, still lacks…
The Serre-Green-Naghdi (SGN) equations provide a valuable framework for modelling fully nonlinear and weakly dispersive shallow-water flows. However, their elliptic formulation can considerably increase the computational cost compared to…
In this paper, we present a novel spectral renormalization exponential integrator method for solving gradient flow problems. Our method is specifically designed to simultaneously satisfy discrete analogues of the energy dissipation laws and…
Following on our previous work [S. Delong and B. E. Griffith and E. Vanden-Eijnden and A. Donev, Phys. Rev. E, 87(3):033302, 2013], we develop temporal integrators for solving Langevin stochastic differential equations that arise in…
Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial…
In this manuscript, we propose newly-derived exponential quadrature rules for stiff linear differential equations with time-dependent fractional sources in the form $h(t^r)$, with $0<r<1$ and $h$ a sufficiently smooth function. To construct…
We present a forward semi-Lagrangian numerical method for systems of transport equations able to advect smooth and discontinuous fields with high-order accuracy. The numerical scheme is composed of an integration of the transport equations…
This paper deals with the construction and analysis of two integrators for (semi-linear) second-order partial differential-algebraic equations of semi-explicit type. More precisely, we consider an implicit-explicit Crank-Nicolson scheme as…
Nonlinear elliptic problems arise in many fields, including plasma physics, astrophysics, and optimal transport. In this article, we propose a novel operator-splitting/finite element method for solving such problems. We begin by introducing…
This paper introduces filtered finite difference methods for numerically solving a dispersive evolution equation with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled nonlinear Schr\"odinger…
We present a novel framework based on semi-bounded spatial operators for analyzing and discretizing initial boundary value problems on moving and deforming domains. This development extends an existing framework for well-posed problems and…
In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…
In this paper we study the error propagation of numerical schemes for the advection equation in the case where high precision is desired. The numerical methods considered are based on the fast Fourier transform, polynomial interpolation…
We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…
Often, when solving forward, inverse or data assimilation problems, only a part of the solution is needed. As a model, we consider the stationary diffusion problem. We demonstrate an algorithm that can compute only a part or a functional of…
As a mathematical model of high-speed flow and shock wave propagation in a complex multimaterial setting, Lagrangian hydrodynamics is characterized by moving meshes, advection-dominated solutions, and moving shock fronts with sharp…
This work is devoted to the numerical approximation of high-dimensional advection-diffusion equations. It is well-known that classical methods, such as the finite volume method, suffer from the curse of dimensionality, and that their time…
We present the first method to directly use a learned continuous Lagrangian to forecast the dynamics of systems governed by partial differential equations, exploiting the inherent conservative structure to achieve stable long-range…