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We describe a numerical method to solve the magnetohydrodynamic (MHD) equations. The fluid variables are updated along each direction using the flux conservative, 2nd order, total variation diminishing (TVD), upwind scheme of Jin and Xin.…
We present a new numerical scheme which combines the Spectral Difference (SD) method up to arbitrary high order with \emph{a-posteriori} limiting using the classical MUSCL-Hancock scheme as fallback scheme. It delivers very accurate…
This paper considers the strong error analysis of the Euler and fast Euler methods for nonlinear overdamped generalized Langevin equations driven by the fractional noise. The main difficulty lies in handling the interaction between the…
In this paper, we present a rigorous proof of the convergence of first order and second order exponential time differencing (ETD) schemes for solving the nonlocal Cahn-Hilliard (NCH) equation. The spatial discretization employs the Fourier…
This study presents an efficient, accurate, effective and unconditionally stable time stepping scheme for the Darcy-Brinkman equations in double-diffusive convection. The stabilization within the proposed method uses the idea of stabilizing…
We present an algorithm for the rapid numerical integration of smooth, time-periodic differential equations with small nonlinearity, particularly suited to problems with small dissipation. The emphasis is on speed without compromising…
Stiff systems of ordinary differential equations (ODEs) arise in a wide range of scientific and engineering disciplines and are traditionally solved using implicit integration methods due to their stability and efficiency. However, these…
This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…
As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and oceans, we study their time discretization by an implicit Euler scheme. From deterministic viewpoint the 3D Primitive Equations are…
In this article, we investigate both forward and backward problems for coupled systems of time-fractional diffusion equations, encompassing scenarios of strong coupling. For the forward problem, we establish the well-posedness of the…
An understanding of the hydrodynamics of multiphase processes is essential for their design and operation. Multiphase computational fluid dynamics (CFD) simulations enable researchers to gain insight which is inaccessible experimentally.…
Coupled nonlinear Schr\"odinger equations model various physical phenomena, such as wave propagation in nonlinear optics, multi-component Bose-Einstein condensates, and shallow water waves. Despite their extensive applications, analytical…
Using an explicit Euler substitution it was obtained a system of differential equations, which can be used to find the solution of time-dependent 1-dimentional Schr\H{o}dinger equation for a general form of the time-dependent potential.
Motivated by the work on stagnation-point type exact solutions (with infinite energy) of 3D Euler fluid equations by Gibbon et al. (1999) and the subsequent demonstration of finite-time blowup by Constantin (2006) we introduce a…
We propose a new class of high-order time-marching schemes with dissipation user-control and unconditional stability for parabolic equations. High-order time integrators can deliver the optimal performance of highly-accurate and robust…
An explicit numerical method is developed for a class of non-autonomous time-changed stochastic differential equations, whose coefficients obey H\"older's continuity in terms of the time variables and are allowed to grow super-linearly in…
We propose in this paper efficient first/second-order time-stepping schemes for the evolutional Navier-Stokes-Nernst-Planck-Poisson equations. The proposed schemes are constructed using an auxiliary variable reformulation and sophisticated…
In this paper, we consider the Euler method for backward stochastic Volterra integral equations. First, we approximate the original equation by a family of backward stochastic equations (BSDEs, for short). Then we solve the BSDEs by the…
In recent years, effectively modeling multivariate time series has gained significant popularity, mainly due to its wide range of applications, ranging from healthcare to financial markets and energy management. Transformers, MLPs, and…
Floating offshore structures often exhibit low-frequency oscillatory motions in the horizontal plane, with amplitudes in the same order as their characteristic dimensions and larger than the corresponding wave-frequency responses, making…