Related papers: IMEX error inhibiting schemes with post-processing
Numerical analysis for linear constant-coefficients Finite Difference schemes was developed approximately fifty years ago. It relies on the assumption of scheme stability and in particular -- for the $L^2$ setting -- on the absence of…
The goal of this paper is to develop 2nd order Implicit-Explicit Runge-Kutta (IMEX-RK) finite volume (FV) schemes for solving 1d parabolic PDEs for option pricing, with possible nonlinearities in the source and advection terms. The spatial…
We present an implicit-explicit well-balanced finite volume scheme for the Euler equations with a gravitational source term which is able to deal also with low Mach flows. To visualize the different scales we use the non-dimensionalized…
A single-step high-order implicit time integration scheme with controllable numerical dissipation at high frequencies is presented for the transient analysis of structural dynamic problems. The amount of numerical dissipation is controlled…
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…
Embedded, or immersed, approaches have the goal of reducing to the minimum the computational costs associated with the generation of body-fitted meshes by only employing fixed, possibly Cartesian, meshes over which complex boundaries can…
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…
In this paper, we present error estimates of the integral deferred correction method constructed with stiffly accurate implicit Runge-Kutta methods with a nonsingular matrix $A$ in its Butcher table representation, when applied to stiff…
This paper is concerned with a priori error estimates for the local incremental minimization scheme, which is an implicit time discretization method for the approximation of rate-independent systems with non-convex energies. We first show…
Finite Difference (FD) schemes are widely used in science and engineering for approximating solutions of partial differential equations (PDEs). Error analysis of FD schemes relies on estimating the truncation error at each time step. This…
Two-fluid ideal plasma equations are a generalized form of the ideal MHD equations in which electrons and ions are considered as separate species. The design of efficient numerical schemes for the these equations is complicated on account…
Classical neural ODEs trained with explicit methods are intrinsically limited by stability, crippling their efficiency and robustness for stiff learning problems that are common in graph learning and scientific machine learning. We present…
We introduce a new family of high order accurate semi-implicit schemes for the solution of non-linear hyperbolic partial differential equations on unstructured polygonal meshes. The time discretization is based on a splitting between…
We analyze schemes based on a general Implicit-Explicit (IMEX) time discretization for the compressible Euler equations of gas dynamics, showing that they are asymptotic-preserving (AP) in the low Mach number limit. The analysis is carried…
We present a high order immersed finite element (IFE) method for solving the elliptic interface problem with interface-independent meshes. The IFE functions developed here satisfy the interface conditions exactly and they have optimal…
A combination of implicit and explicit timestepping is analyzed for a system of ODEs motivated by ones arising from spatial discretizations of evolutionary partial differential equations. Loosely speaking, the method we consider is implicit…
In this paper we propose a new kind of high order numerical scheme for backward stochastic differential equations(BSDEs). Unlike the traditional $\theta$-scheme, we reduce truncation errors by taking $\theta$ carefully for every subinterval…
Semi-Lagrangian schemes with various splitting methods, and with different reconstruction/interpolation strategies have been applied to kinetic simulations. For example, the order of spatial accuracy of the algorithms proposed in {[Qiu and…
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…
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…