Related papers: Numerical analysis of an efficient second order ti…
Hyperbolic conservation laws with stiff source terms appear in the study of a variety of physical systems. Early work showed that the use of formally second-order accurate semi-implicit methods could lead to a substantial loss of accuracy,…
In this paper we study the problem of divergence-free numerical MHD and show that the work done so far still has four key unresolved issues. We resolve those issues in this paper. The problem of reconstructing MHD flow variables with…
In [Z. Hu, R. Li, and Z. Qiao. Acceleration for microflow simulations of high-order moment models by using lower-order model correction. J. Comput. Phys., 327:225-244, 2016], it has been successfully demonstrated that using lower-order…
In this paper, we develop a provably energy stable and conservative discontinuous spectral element method for the shifted wave equation in second order form. The proposed method combines the advantages and central ideas of very successful…
The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…
An Euler-type framework with equidistant step sizes is proposed for a class of time-changed stochastic differential equations.We establish the strong convergence rate of the standard Euler--Maruyama method under the global Lipschitz…
We consider the numerical approximation of Maxwell's equations in time domain by a second order $H(curl)$ conforming finite element approximation. In order to enable the efficient application of explicit time stepping schemes, we utilize a…
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…
In this paper, we present a novel second order in time mixed finite element scheme for the Cahn-Hilliard-Navier-Stokes equations with matched densities. The scheme combines a standard second order Crank-Nicholson method for the…
On the example of two-phase continua experiencing stress induced solid-fluid phase transitions we explore the use of the Euler structure in the formulation of the governing equations. The Euler structure guarantees that solutions of the…
We extend the recently introduced explicit divergence-free DG scheme for incompressible hydrodynamics [arXiv:1808.04669]. to the incompressible magnetohydrodynamics (MHD). A globally divergence-free finite element space is used for both the…
This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…
The Riemann problem for first-order hyperbolic systems of partial differential equations is of fundamental importance for both theoretical and numerical purposes. Many approximate solvers have been developed for such systems; exact solution…
In this paper, we discuss the nonlinear stability and convergence of a fully discrete Fourier pseudospectral method coupled with a specially designed second order time-stepping for the numerical solution of the "good" Boussinesq equation.…
In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…
The machine learning explosion has created a prominent trend in modern computer hardware towards low precision floating-point operations. In response, there have been growing efforts to use low and mixed precision in general scientific…
Stiff systems of ordinary differential equations (ODEs) and sparse training data are common in scientific problems. This paper describes efficient, implicit, vectorized methods for integrating stiff systems of ordinary differential…
A phenomenological two-fluid model of the (time-reversible) spectrally-truncated 3D Euler equation is proposed. The thermalized small scales are first shown to be quasi-normal. The effective viscosity and thermal diffusion are then…
In this report, we propose a new adaptive time filter algorithm for the unsteady Stokes/Darcy model. First we present a first order ${\theta}$-scheme with the variable time step which is one parameter family of Linear Multi-step methods and…
This paper proposes a higher-order multiscale computational method for nonlinear thermo-electric coupling problems of composite structures, which possess temperature-dependent material properties and nonlinear Joule heating. The innovative…