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In this paper, we derive new asymptotic expansions for the solutions of higher order elliptic equations in the presence of small inclusions. As a byproduct, we derive a topological derivative based algorithm for the reconstruction of…

Analysis of PDEs · Mathematics 2020-01-01 Andrea Aspri , Elena Beretta , Otmar Scherzer , Monika Muszkieta

We introduce a new approach to the the asymptotic iteration method (AIM) by means of which we establish the standard AIM connection with the continued fractions technique and we develop a novel termination condition in terms of the…

Classical Analysis and ODEs · Mathematics 2023-03-07 Davide Batic , Marek Nowakowski

Efficient long-time integration of nonlinear fractional differential equations is significantly challenging due to the integro-differential nature of the fractional operators. In addition, the inherent non-smoothness introduced by the…

Numerical Analysis · Mathematics 2019-09-11 Yongtao Zhou , Jorge L. Suzuki , Chengjian Zhang , Mohsen Zayernouri

The long-term dynamics of particles involved in an incompressible flow with a small viscosity ($\epsilon>0$) and slow chemical reactions, is depicted by a class of stochastic reaction-diffusion-advection (RDA) equations with a fast…

Numerical Analysis · Mathematics 2024-04-17 Jianbo Cui , Derui Sheng

We propose and analyze a new asymptotic preserving (AP) finite volume scheme for the multidimensional compressible barotropic Euler equations to simulate low Mach number flows. The proposed scheme uses a stabilized upwind numerical flux,…

Numerical Analysis · Mathematics 2024-07-19 K. R. Arun , Amogh Krishnamurthy , Mária Lukáčová-Medvid'ová

In this work, we design and analyze an asymptotic preserving (AP), semi-implicit finite volume scheme for the scaled compressible isentropic Euler system with a singular pressure law known as the congestion pressure law. The congestion…

Numerical Analysis · Mathematics 2024-06-21 K. R. Arun , Amogh Krishnamurthy , Harihara Maharana

We present an all speed scheme for the Euler-Korteweg model. We study a semi-implicit time-discretisation which treats the terms, which are stiff for low Mach numbers, implicitly and thereby avoids a dependence of the timestep restriction…

Numerical Analysis · Mathematics 2014-11-13 Jan Giesselmann

In this work, we use the monolithic convex limiting (MCL) methodology to enforce relevant inequality constraints in implicit finite element discretizations of the compressible Euler equations. In this context, preservation of invariant…

Numerical Analysis · Mathematics 2024-11-12 Paul Moujaes , Dmitri Kuzmin

In this paper, a centred universal high-order finite volume method for solving hyperbolic balance laws is presented. The scheme belongs to the family of ADER methods where the Generalized Riemann Problems (GRP) is a building block. The…

Numerical Analysis · Mathematics 2021-07-28 Gino I. Montecinos

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

In this paper, we develop an asymptotic-preserving and energy-conserving (APEC) Particle-In-Cell (PIC) algorithm for the Vlasov-Maxwell system. This algorithm not only guarantees that the asymptotic limiting of the discrete scheme is a…

Plasma Physics · Physics 2023-06-14 Lijie Ji , Zhiguo Yang , Zhuoning Li , Dong Wu , Shi Jin , Zhenli Xu

We present a divergence-free semi-implicit finite volume scheme for the simulation of the ideal magnetohydrodynamics (MHD) equations which is stable for large time steps controlled by the local transport speed at all Mach and Alfv\'en…

Numerical Analysis · Mathematics 2024-03-08 Walter Boscheri , Andrea Thomann

Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…

In this paper, we analyze the preservation of asymptotic properties of partially dissipative hyperbolic systems when switching to a discrete setting. We prove that one of the simplest consistent and unconditionally stable numerical methods…

Analysis of PDEs · Mathematics 2024-04-17 Timothée Crin-Barat , Dragoş Manea

When applying the classical multistep schemes for solving differential equations, one often faces the dilemma that smaller time steps are needed with higher-order schemes, making it impractical to use high-order schemes for stiff problems.…

Numerical Analysis · Mathematics 2024-05-02 Fukeng Huang , Jie Shen

The main goal of this paper is to investigate the order reduction phenomenon that appears in the integral deferred correction (InDC) methods based on implicit-explicit (IMEX) Runge-Kutta (R-K) schemes when applied to a class of stiff…

Numerical Analysis · Mathematics 2017-01-18 S. Boscarino , J. Qiu , G. Russo

The computation of the radiative transfer equation is expensive mainly due to two stiff terms: the transport term and the collision operator. The stiffness in the former comes from the fact that particles (such as photons) travels at the…

Numerical Analysis · Mathematics 2017-05-24 Qin Li , Li Wang

In the numerical solution of partial differential equations using a method-of-lines approach, the availability of high order spatial discretization schemes motivates the development of sophisticated high order time integration methods. For…

Numerical Analysis · Computer Science 2016-11-25 Hong Zhang , Adrian Sandu , Sebastien Blaise

We introduce a dynamical low-rank method to reduce the computational complexity for solving the multi-scale multi-dimensional linear transport equation. The method is based on a macro-micro decomposition of the equation. The proposed…

Numerical Analysis · Mathematics 2021-06-02 Lukas Einkemmer , Jingwei Hu , Yubo Wang

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…

Numerical Analysis · Mathematics 2022-04-04 Dianming Hou , Zhonghua Qiao
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