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In this paper, we consider the numerical approximation for a diffuse interface model of the two-phase incompressible inductionless magnetohydrodynamics problem. This model consists of Cahn-Hilliard equations, Navier-Stokes equations and…
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…
Stochastic interpolants offer a robust framework for continuously transforming samples between arbitrary data distributions, holding significant promise for generative modeling. Despite their potential, rigorous finite-time convergence…
We propose a new method for simulating certain type of time-dependent Hamiltonian $H(t) = \sum_{i=1}^m \gamma_i(t) H_i$ where $\gamma_i(t)$ (and its higher order derivatives) is bounded, computable function of time $t$, and each $H_i$ is…
Fully implicit timestepping methods have several potential advantages for atmosphere/ocean simulation. First, being unconditionally stable, they degrade more gracefully as the Courant number increases, typically requiring more solver…
We consider the numerical discretization of the time-domain Maxwell's equations with an energy-conserving discontinuous Galerkin finite element formulation. This particular formulation allows for higher order approximations of the electric…
Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are considered. A generalized exponential Euler method, named here…
We study a model for induction hardening of steel. The related differential system consists of a time domain vector potential formulation of the Maxwell's equations coupled with an internal energy balance and an ODE for the volume fraction…
We present stochastic variants of the exponential time differencing schemes for stiff stochastic differential equations. We derive three explicit schemes that offer better stability compared to Euler-Maruyama and Milstein's method, and…
This paper investigates an efficient exponential integrator generalized multiscale finite element method for solving a class of time-evolving partial differential equations in bounded domains. The proposed method first performs the spatial…
We introduce a new family of high order accurate semi-implicit schemes for the solution of non-linear hyperbolic partial differential equations on unstructured polygonal meshes. The time discretization is based on a splitting between…
This paper is concerned with high moment and pathwise error estimates for fully discrete mixed finite element approximattions of stochastic Navier-Stokes equations with general additive noise. The implicit Euler-Maruyama scheme and standard…
In this paper we consider the numerical approximation of a semilinear reaction-diffusion model problem (PDEs) by means of reduced order methods (ROMs) based on proper orthogonal decomposition (POD). We focus on the time integration of the…
We propose a family of reliable symplectic integrators adapted to the Discrete Non-Linear Schr\"odinger equation; based on an idea of Yoshida (H. Yoshida, Construction of higher order symplectic integrators, Physics Letters A, 150, 5,6,7,…
We develop an efficient, unconditionally stable, variable step second order exponential time differencing scheme for the incompressible Navier Stokes equations in two and three spatial dimensions under periodic boundary conditions, together…
This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…
Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally,…
We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…
We consider high order, implicit Runge-Kutta schemes to solve time-dependent stiff PDEs on dynamically adapted grids generated by multiresolution analysis for unsteady problems disclosing localized fronts. The multiresolution finite volume…
In this note we discuss the numerical solution of the eddy current approximation of the Maxwell equations using the simple Pragmatic Algebraic Model to include hysteresis effects. In addition to the more standard time-stepping approach we…