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Related papers: High-Order Multiderivative IMEX Schemes

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High-order surface reconstruction is an important technique for CAD-free, mesh-based geometric and physical modeling, and for high-order numerical methods for solving partial differential equations (PDEs) in engineering applications. In…

Numerical Analysis · Mathematics 2024-12-20 Yipeng Li , Xinglin Zhao , Navamita Ray , Xiangmin Jiao

This paper extends the high-order entropy stable (ES) adaptive moving mesh finite difference schemes developed in [14] to the two- and three-dimensional (multi-component) compressible Euler equations with the stiffened equation of state.…

Numerical Analysis · Mathematics 2022-08-10 Shangting Li , Junming Duan , Huazhong Tang

We propose a class of temporally high-order parametric finite element methods for simulating solid-state dewetting of thin films in two dimensions using a sharp-interface model. The process is governed by surface diffusion and contact point…

Numerical Analysis · Mathematics 2025-10-21 Xiaowen Gan , Yuqian Teng , Sisheng Wang

In this work, third-order semi-implicit schemes on staggered meshes for the shallow water and Saint-Venant-Exner systems are presented. They are based on a third-order extension of the technique introduced in Cassulli \& Cheng [1]. The…

Numerical Analysis · Mathematics 2025-06-23 Enrique D. Fernandez-Nieto , Jose Garres-Diaz , Emanuele Macca , Giovanni Russo

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…

Numerical Analysis · Mathematics 2020-08-26 Andrea Thomann , Gabriella Puppo , Christian Klingenberg

Quasi-linear hyperbolic systems with source terms introduce significant computational challenges due to the presence of a stiff source term. To address this, a finite volume Nessyahu-Tadmor (NT) central numerical scheme is explored and…

Numerical Analysis · Mathematics 2026-03-30 Sudipta Sahu , Emanuele Macca , Rathan Samala

We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical…

Optimization and Control · Mathematics 2018-08-14 Tony Stillfjord

We present in this paper algorithms for solving stiff PDEs on the unit sphere with spectral accuracy in space and fourth-order accuracy in time. These are based on a variant of the double Fourier sphere method in coefficient space with…

Numerical Analysis · Mathematics 2017-12-27 Hadrien Montanelli , Yuji Nakatsukasa

In this article we present a novel and general methodology for building second order finite volume implicit-explicit (IMEX) numerical schemes for solving two dimensional financial parabolic PDEs with mixed derivatives. In particular,…

In this paper, a high-order moment-based multi-resolution Hermite weighted essentially non-oscillatory (HWENO) scheme is designed for hyperbolic conservation laws. The main idea of this scheme is derived from our previous work [J. Comput.…

Numerical Analysis · Mathematics 2022-09-07 Jiayin Li , Chi-Wang Shu , Jianxian Qiu

In this paper, we develop a class of high-order conservative methods for simulating non-equilibrium radiation diffusion problems. Numerically, this system poses significant challenges due to strong nonlinearity within the stiff source terms…

Numerical Analysis · Mathematics 2024-01-30 Shaoqin Zheng , Min Tang , Qiang Zhang , Tao Xiong

In this paper we continue the work on implicit-explicit (IMEX) time discretizations for the incompressible Oseen equations that we started in \cite{BGG23} (E. Burman, D. Garg, J. Guzm\`an, {\emph{Implicit-explicit time discretization for…

Numerical Analysis · Mathematics 2024-05-22 Erik Burman , Deepika Garg , Johnny Guzman

In this paper, the design and analysis of a class of second order accurate IMEX finite volume schemes for the compressible Euler equations in the zero Mach number limit is presented. In order to account for the fast and slow waves, the…

Numerical Analysis · Mathematics 2019-12-09 K. R. Arun , S. Samantaray

This paper presents an asymptotic preserving (AP) implicit-explicit (IMEX) scheme for solving the quantum BGK equation using the Hermite spectral method. The distribution function is expanded in a series of Hermite polynomials, with the…

Numerical Analysis · Mathematics 2023-12-29 Ruo Li , Yixiao Lu , Yanli Wang

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

Hermite interpolation property is desired in applied and computational mathematics. Hermite and vector subdivision schemes are of interest in CAGD for generating subdivision curves and in computational mathematics for building Hermite…

Numerical Analysis · Mathematics 2024-08-12 Bin Han

In the present work, a high order finite element type residual distribution scheme is designed in the framework of multidimensional compressible Euler equations of gas dynamics. The strengths of the proposed approximation rely on the…

Numerical Analysis · Mathematics 2023-01-16 Remi Abgrall , Paola Bacigaluppi , Tokareva Svetlana

This work introduces a general framework for constructing high-order, linearly stable, partitioned solvers for multiphysics problems from a monolithic implicit-explicit Runge-Kutta (IMEX-RK) discretization of the semi-discrete equations.…

Numerical Analysis · Mathematics 2019-02-20 Daniel Z. Huang , Per-Olof Persson , Matthew J. Zahr

We present a family of modified Hermite integrators of arbitrary order possessing superior behaviour for the integration of Keplerian and near-Keplerian orbits. After recounting the derivation of Hermite N-body integrators of arbitrary…

Earth and Planetary Astrophysics · Physics 2020-06-23 Alexander J. Dittmann

This article is devoted to the construction of a new class of semi-Lagrangian (SL) schemes with implicit-explicit (IMEX) Runge-Kutta (RK) time stepping for PDEs involving multiple space-time scales. The semi-Lagrangian (SL) approach fully…

Numerical Analysis · Mathematics 2021-07-16 Walter Boscheri , Maurizio Tavelli , Lorenzo Pareschi
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