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We consider a parameter dependent family of damped hyperbolic equations with interesting limit behavior: the system approaches steady states exponentially fast and for parameter to zero the solutions converge to that of a parabolic limit…

Numerical Analysis · Mathematics 2017-04-19 Herbert Egger , Thomas Kugler

A new class of implicit-explicit (IMEX) methods combined with a p-adaptive mixed finite element formulation is proposed to simulate the diffusion of reacting species. Hierarchical polynomial functions are used to construct an…

An asymptotic-preserving (AP) implicit-explicit PN numerical scheme is proposed for the gray model of the radiative transfer equation, where the first- and second-order numerical schemes are discussed for both the linear and nonlinear…

Numerical Analysis · Mathematics 2024-11-01 Jinxue Fu , Juan Cheng , Weiming Li , Tao Xiong , Yanli Wang

In this paper, we construct and analyze new first- and second-order implicit-explicit (IMEX) schemes for the unsteady Navier-Stokes-Darcy model to describe the coupled free flow-porous media system, which is based on the scalar auxiliary…

Numerical Analysis · Mathematics 2024-05-21 Xinhui Wang , Xu Guo , Xiaoli Li

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 study structure-preserving numerical methods for low Mach number barotropic Euler equations. Besides their asymptotic preserving properties that are crucial in order to obtain uniformly consistent and stable approximations…

Numerical Analysis · Mathematics 2025-05-15 Megala Anandan , Mária Lukáčová-Medvid'ová , S. V. Raghurama Rao

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

We propose and analyse a novel surface finite element method that preserves the invariant regions of systems of semilinear parabolic equations on closed compact surfaces in $\mathbb{R}^3$ under discretisation. We also provide a…

Numerical Analysis · Mathematics 2020-01-20 Massimo Frittelli , Anotida Madzvamuse , Ivonne Sgura , Chandrasekhar Venkataraman

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

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

In this paper, we develop a family of high order asymptotic preserving schemes for some discrete-velocity kinetic equations under a diffusive scaling, that in the asymptotic limit lead to macroscopic models such as the heat equation, the…

Numerical Analysis · Mathematics 2013-06-04 Juhi Jang , Fengyan Li , Jing-Mei Qiu , Tao Xiong

An asymptotic preserving and energy stable scheme for the barotropic Euler system under the low Mach number scaling is designed and analysed. A velocity shift proportional to the pressure gradient is introduced in the convective fluxes,…

Numerical Analysis · Mathematics 2023-07-21 K. R. Arun , Rahuldev Ghorai , Mainak Kar

We present an asymptotic preserving method for the radiative transfer equations in the framework of PN method. An implicit and explicit method is proposed to solve the P N system based on the order analysis of the expansion coefficients of…

Numerical Analysis · Mathematics 2022-03-29 Weiming Li , Peng Song , Yanli Wang

We discuss Implicit-Explicit (IMEX) Runge Kutta methods which are particularly adapted to stiff kinetic equations of Boltzmann type. We consider both the case of easy invertible collision operators and the challenging case of Boltzmann…

Numerical Analysis · Mathematics 2012-05-07 G. Dimarco , L. Pareschi

In this paper the analysis of an asymptotic preserving (AP) IMEX-RK finite volume scheme for the wave equation system in the zero Mach number limit is presented. The accuracy of a numerical scheme at low Mach numbers is its ability to…

Numerical Analysis · Mathematics 2019-10-01 Arun K. R. , Arnab J. Das Gupta , Saurav Samantaray

In this paper, a proof of asymptotic stability for the combined system-optimizer dynamics associated with a class of real-time methods for equality constrained nonlinear model predictive control is presented. General Q-linearly convergent…

Optimization and Control · Mathematics 2020-05-13 Andrea Zanelli , Quoc Tran-Dinh , Moritz Diehl

For the incompressible Navier--Stokes system with variable density and viscosity, we propose and analyse an IMEX framework treating the convective and diffusive terms semi-implicitly. This extends to variable density and second order in…

Numerical Analysis · Mathematics 2024-10-16 Nicolás Espinoza-Contreras , Gabriel Barrenechea , Ernesto Castillo , Douglas Pacheco

This work is concerned with the uniform accuracy of implicit-explicit backward differentiation formulas for general linear hyperbolic relaxation systems satisfying the structural stability condition proposed previously by the third author.…

Numerical Analysis · Mathematics 2023-10-10 Zhiting Ma , Juntao Huang , Wen-An Yong

Chromatographic processes can be modeled by nonlinear, convection-dominated partial differential equations, together with nonlinear relations: the adsorption isotherms. In this paper we consider the nonlinear equilibrium dispersive (ED)…

Numerical Analysis · Mathematics 2017-05-02 Rosa Donat , Francisco Guerrero anad Pep Mulet

An asymptotic preserving and energy stable scheme for the Euler-Poisson system under the quasineutral scaling is designed and analysed. Correction terms are introduced in the convective fluxes and the electrostatic potential, which lead to…

Numerical Analysis · Mathematics 2023-07-24 K. R. Arun , Rahuldev Ghorai , Mainak Kar