Related papers: On the explicit two-stage fourth-order accurate ti…
A new criterion for A-stability of peer two-step methods is presented which is verifiable exactly in exact arithmetic by checking semi-definiteness of a certain test matrix. It depends on the existence of two positive definite weight…
A new class of third order Runge-Kutta methods for stochastic differential equations with additive noise is introduced. In contrast to Platen's method, which to the knowledge of the author has been up to now the only known third order…
The derivation of second-order ordinary differential equations (ODEs) as continuous-time limits of optimization algorithms has been shown to be an effective tool for the analysis of these algorithms. Additionally, discretizing…
We investigate the temporal accuracy of two generalized-$\alpha$ schemes for the incompressible Navier-Stokes equations. The conventional approach treats the pressure with the backward Euler method while discretizing the remainder of the…
Among the family of fourth-order time integration schemes, the two-stage Gauss--Legendre method, which is an implicit Runge--Kutta method based on collocation, is the only superconvergent. The computational cost of this implicit scheme for…
We consider second order explicit and implicit two-step time-discrete schemes for wave-type equations. We derive optimal order aposteriori estimates controlling the time discretization error. Our analysis, has been motivated by the need to…
In this work we consider the two dimensional instationary Navier-Stokes equations with homogeneous Dirichlet/no-slip boundary conditions. We show error estimates for the fully discrete problem, where a discontinuous Galerkin method in time…
Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…
A coercivity property of temporal convolution operators is an essential tool in the analysis of time-dependent boundary integral equations and their space and time discretisations. It is known that this coercivity property is inherited by…
Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the…
Unconditionally stable implicit time-marching methods are powerful in solving stiff differential equations efficiently. In this work, a novel framework to handle stiff physical terms implicitly is proposed. Both physical and numerical…
For time-dependent problems with high-contrast multiscale coefficients, the time step size for explicit methods is affected by the magnitude of the coefficient parameter. With a suitable construction of multiscale space, one can achieve a…
We present a novel fully fourth order in time and space {finite difference method for the time domain Maxwell's equations} in metamaterials. We consider a Drude metamaterial model for the material response to incident electromagnetic…
Semidiscretization in time is studied for a class of quasi-linear evolution equations in a framework due to Kato, which applies to symmetric first-order hyperbolic systems and to a variety of fluid and wave equations. In the regime where…
This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…
In this paper, we consider local and uniform invariance preserving steplength thresholds on a set when a discretization method is applied to a linear or nonlinear dynamical system. For the forward or backward Euler method, the existence of…
A nonlinear adaptive procedure for optimising both the schemes in time and space is proposed in view of increasing the numerical efficiency and reducing the computational time. The method is based on a four-parameter family of schemes we…
An inverse-free dynamical system is proposed to solve the generalized absolute value equation (GAVE) with a fixed time convergence, where the time of convergence is finite and is uniformly bounded for all initial points. Moreover, an…
We consider a space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable. Conforming tensor-product finite element discretisations with piecewise…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…