Related papers: A New Class of $A$ Stable Summation by Parts Time …
This paper is concerned with the accurate, conservative, and stable imposition of boundary conditions and inter-element coupling for multi-dimensional summation-by-parts (SBP) finite-difference operators. More precisely, the focus is on…
High order strong stability preserving (SSP) time discretizations ensure the nonlinear non-inner-product strong stability properties of spatial discretizations suited for the stable simulation of hyperbolic PDEs. Over the past decade…
We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative…
A new integration scheme, combining the stability and the precision of usual pseudo-spectral codes with the locality of finite differences methods, is introduced. It turns out to be particularly suitable for the study of front and…
A novel class of high-order linearly implicit energy-preserving integrating factor Runge-Kutta methods are proposed for the nonlinear Schr\"odinger equation. Based on the idea of the scalar auxiliary variable approach, the original equation…
We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…
In the research community, there exists the strong belief that a continuous Galerkin scheme is notoriously unstable and additional stabilization terms have to be added to guarantee stability. In the first part of the series [6], the…
In this paper is described a general 2-nd order accurate (weak sense) procedure for stablizing Monte-Carlo simulations of Ito stochastic differential equations. The splitting procedure includes explicit Runge-Kutta methods, semi-implicit…
This work is aimed to develop a new class of methods for the BGK model of the Boltzmann equation. This technique allows to get high order of accuracy both in space and time, theoretically without CFL stability limitation. It's based on a…
We propose a new probabilistic scheme which combines deep learning techniques with high order schemes for backward stochastic differential equations belonging to the class of Runge-Kutta methods to solve high-dimensional semi-linear…
In this paper we construct a third order method for solving additively split autonomous stiff systems of ordinary differential equations. The constructed additive method is L-stable with respect to the implicit part and allows to use an…
We present a high-order accurate fully discrete numerical scheme for solving Initial Boundary Value Problems (IBVPs) within the Continuous Galerkin (CG)-based Finite Element framework. Both the spatial and time approximation in…
Gauss-Lobatto quadrature nodes and weights are optimal for closed summation-by-parts (SBP) formulations based on polynomial approximation spaces in the sense that for a prescribed function space they yield an SBP operator of minimal…
New time integration methods are proposed for simulating incompressible multiphase flow in pipelines described by the one-dimensional two-fluid model. The methodology is based on 'half-explicit' Runge-Kutta methods, being explicit for the…
Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic…
In this work, we present approaches to rigorously certify $A$- and $A(\alpha)$-stability in Runge-Kutta methods through the solution of convex feasibility problems defined by linear matrix inequalities. We adopt two approaches. The first is…
For the approximation of solutions for stochastic partial differential equations, numerical methods that obtain a high order of convergence and at the same time involve reasonable computational cost are of particular interest. We therefore…
Summation-by-parts (SBP) finite difference methods have several desirable properties for second-order wave equations. They combine the computational efficiency of narrow-stencil finite difference operators with provable stability on…
This paper investigates the stability of both the semi-discrete and the implicit central scheme for the linear damped wave equation on the half-line, where the spatial boundary is characteristic for the limiting equation. The proposed…
High order strong stability preserving (SSP) time discretizations are advantageous for use with spatial discretizations with nonlinear stability properties for the solution of hyperbolic PDEs. The search for high order strong stability…