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This report considers linear multistep methods through time filtering. The approach has several advantages. It is modular and requires the addition of only one line of additional code. Error estimation and variable timesteps is…

Numerical Analysis · Mathematics 2017-08-22 Ahmet Guzel , William Layton

Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…

Numerical Analysis · Mathematics 2020-11-24 Ross Glandon , Mahesh Narayanamurthi , Adrian Sandu

Pre-filtering and post-filtering steps can be added to many of the traditional numerical methods to generate new, higher order methods with strong stability properties. Presented in this paper are a variable step pre-filter and post-filter…

Numerical Analysis · Mathematics 2025-04-02 Stephen M. McGovern

High-order discretizations of partial differential equations (PDEs) necessitate high-order time integration schemes capable of handling both stiff and nonstiff operators in an efficient manner. Implicit-explicit (IMEX) integration based on…

Numerical Analysis · Mathematics 2022-01-19 Steven Roberts , Arash Sarshar , Adrian Sandu

This article proposes a new class of general linear method with $p=q$ and $r=s=p+1$. The construction of the present method is carried out using order conditions and error minimization subject to $A$- stability constraints. The proposed…

Numerical Analysis · Mathematics 2025-12-15 Sakshi Gautam , Ram K. Pandey

Implicit-explicit (IMEX) time stepping methods can efficiently solve differential equa- tions with both stiff and nonstiff components. IMEX Runge-Kutta methods and IMEX linear multistep methods have been studied in the literature. In this…

Numerical Analysis · Mathematics 2013-03-26 Hong Zhang , Adrian Sandu

Among the methods for solving ODE-IVPs, the class of General Linear Methods (GLMs) is able to encompass most of them, ranging from Linear Multistep Formulae (LMF) to RK formulae. Moreover, it is possible to obtain methods able to overcome…

Numerical Analysis · Mathematics 2010-01-05 Luigi Brugnano , Cecilia Magherini

Despite the increasing use of the Particle Finite Element Method (PFEM) in fluid flow simulation and the outstanding success of the Generalized-alpha time integration method, very little discussion has been devoted to their combined…

A sequential estimator based on the Ensemble Kalman Filter for Data Assimilation of fluid flows is presented in this research work. The main feature of this estimator is that the Kalman filter update, which relies on the determination of…

Computational Engineering, Finance, and Science · Computer Science 2021-07-28 Gabriel Moldovan , Guillame Lehnasch , Laurent Cordier , Marcello Meldi

Most high order computational fluid dynamics (CFD) methods for compressible flows are based on Riemann solver for the flux evaluation and Runge-Kutta (RK) time stepping technique for temporal accuracy. The main advantage of this kind of…

Computational Physics · Physics 2018-01-17 Xing Ji , Fengxiang Zhao , Wei Shyy , Kun Xu

Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…

Information Theory · Computer Science 2019-04-01 Jean Barbier , Florent Krzakala , Nicolas Macris , Léo Miolane , Lenka Zdeborová

This paper is concerned with the development and testing of advanced time-stepping methods suited for the integration of time-accurate, real-world applications of computational fluid dynamics (CFD). The performance of several time…

Computational Engineering, Finance, and Science · Computer Science 2017-10-03 Arash Sarshar , Paul Tranquilli , Brent Pickering , Andrew McCall , Adrian Sandu , Christopher J. Roy

The present work is devoted to introduce the backward Euler based modular time filter method for MHD flow. The proposed method improves the accuracy of the solution without a significant change in the complexity of the system. Since time…

Numerical Analysis · Mathematics 2019-06-20 Aytekin Cibik , Fatma G. Eroglu , Songul Kaya

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

Most of the real-time implementations of the stabilizing optimal control actions suffer from the necessity to provide high computational effort. This paper presents a cutting-edge approach for real-time evaluation of linear-quadratic model…

Systems and Control · Electrical Eng. & Systems 2023-09-11 Kristína Fedorová , Yuning Jiang , Juraj Oravec , Colin N. Jones , Michal Kvasnica

An adpative integration technique for time advancement of particle motion in the context of coupled computational fluid dynamics (CFD) - discrete element method (DEM) simulations is presented in this work. CFD-DEM models provide an accurate…

Computational Physics · Physics 2018-02-28 Hariswaran Sitaraman , Ray Grout

For computational fluid dynamics (CFD), the generalized Riemann problem (GRP) solver and the gas-kinetic kinetic scheme (GKS) provide a time-accurate flux function starting from a discontinuous piecewise linear flow distributions around…

Numerical Analysis · Mathematics 2016-10-12 Liang Pan , Kun Xu , Qibing Li , Jiequan Li

This paper builds on our Uncertainty-Guided Live Measurement Sequencing (UGLMS) method. UGLMS is a closed-loop test strategy that adaptively selects SAR ADC code edges based on model uncertainty and refines a behavioral mismatch model in…

Hardware Architecture · Computer Science 2026-04-24 Thorben Schey , Khaled Karoonlatifi , Michael Weyrich , Andrey Morozov

Computational fluid dynamics (CFD) simulations of viscous fluids described by the Navier-Stokes equations are considered. Depending on the Reynolds number of the flow, the Navier-Stokes equations may exhibit a highly nonlinear behavior. The…

Numerical Analysis · Mathematics 2023-10-11 Anouk Zandbergen , Tycho van Noorden , Alexander Heinlein

We consider settings for which one needs to perform multiple flow simulations based on the Navier-Stokes equations, each having different values for the physical parameters and/or different initial condition data, boundary conditions data,…

Numerical Analysis · Mathematics 2017-06-14 Max Gunzburger , Nan Jiang , Zhu Wang
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