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In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…

Numerical Analysis · Mathematics 2022-04-04 Dianming Hou , Zhonghua Qiao

The robustness of dynamical systems against external perturbations is crucial in engineering; however, it is often overlooked for the lack of methods for rapidly computing it. This paper proposes a novel algorithm for estimating the…

Dynamical Systems · Mathematics 2023-06-27 Bence Szaksz , Gabor Stepan , Giuseppe Habib

We analyse three time integration schemes for unfitted methods in fluid structure interaction. In Alghorithm 1 we propose a fully discrete monolithic algorithm with P1 P1 stabilized finite elements for the fluid problem; for this alghorithm…

Numerical Analysis · Mathematics 2021-05-27 Michele Annese

Second derivative general linear methods (SGLMs) have been already implemented in a variable stepsize environment using Nordsieck technique. In this paper, we introduce variable stepsize SGLMs directly on nonuniform grid. By deriving the…

Numerical Analysis · Mathematics 2021-05-13 A. Jalilian , A. Abdi , G. Hojjati

Time-integration for lumped parameter systems obeying implicit Bingham-Kelvin constitutive models is studied. The governing system of equations describing the lumped parameter system is a non-linear differential-algebraic equation and needs…

Numerical Analysis · Computer Science 2017-11-20 Saeid Karimi

We present a new strategy for solving stiff ODEs with explicit methods. By adaptively taking a small number of stabilizing small explicit time steps when necessary, a stiff ODE system can be stabilized enough to allow for time steps much…

Numerical Analysis · Mathematics 2012-05-15 Kenneth Eriksson , Claes Johnson , Anders Logg

Scale-resolving simulations of high Reynolds number incompressible flows are often limited by the Courant-Friedrichs-Lewy (CFL) stability restriction imposed by explicit time-stepping schemes, resulting in small time step sizes and long…

Fluid Dynamics · Physics 2026-04-20 Henrik Wüstenberg , Alexandra Liosi , Spencer J. Sherwin , Joaquim Peiró , David Moxey

We propose a new framework to implement interior point method (IPM) to solve very large linear programs (LP). Traditional IPMs typically use Newton's method to approximately solve a subproblem that aims to minimize a log-barrier penalty…

Optimization and Control · Mathematics 2020-07-03 Tianyi Lin , Shiqian Ma , Yinyu Ye , Shuzhong Zhang

A single-step high-order implicit time integration scheme with controllable numerical dissipation at high frequencies is presented for the transient analysis of structural dynamic problems. The amount of numerical dissipation is controlled…

Numerical Analysis · Mathematics 2023-09-29 Chongmin Song , Xiaoran Zhang , Sascha Eisenträger , Ankit Ankit

In this work, we propose a numerical approach for simulations of large deformations of interfaces in a level set framework. To obtain a fast and viable numerical solution in both time and space, temporal discretization is based on the…

General Mathematics · Mathematics 2023-05-30 Aymen Laadhari , Ahmad Deeb

Most numerical methods for time integration use real time steps. Complex time steps provide an additional degree of freedom, as we can select the magnitude of the step in both the real and imaginary directions. By time stepping along…

Numerical Analysis · Mathematics 2022-12-06 Jithin D. George , Samuel Y. Jung , Niall M. Mangan

Recent applications (e.g. active gels and self-assembly of elastic sheets) motivate the need to efficiently simulate the dynamics of thin elastic sheets. We present semi-implicit time stepping algorithms to improve the time step constraints…

Computational Physics · Physics 2019-10-23 Silas Alben , Alex A. Gorodetsky , Donghak Kim , Robert D. Deegan

For many systems of differential equations modeling problems in science and engineering, there are natural splittings of the right hand side into two parts, one non-stiff or mildly stiff, and the other one stiff. For such systems…

Numerical Analysis · Computer Science 2013-04-09 Angelamaria Cardone , Zdzislaw Jackiewicz , Hong Zhang , Adrian Sandu

Simulating physical problems involving multi-time scale coupling is challenging due to the need of solving these multi-time scale processes simultaneously. In response to this challenge, this paper proposed an explicit multi-time step…

Computational Engineering, Finance, and Science · Computer Science 2023-09-11 Xiaojing Tang , Dong Wu , Zhengtong Wang , Oskar Haidn , Xiangyu Hu

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

We introduce a family of implicit probabilistic integrators for initial value problems (IVPs), taking as a starting point the multistep Adams-Moulton method. The implicit construction allows for dynamic feedback from the forthcoming…

Methodology · Statistics 2019-04-19 Onur Teymur , Han Cheng Lie , Tim Sullivan , Ben Calderhead

Unconditionally stable time stepping schemes are useful and often practically necessary for advancing parabolic operators in multi-scale systems. However, serious accuracy problems may emerge when taking time steps that far exceed the…

Computational Engineering, Finance, and Science · Computer Science 2024-03-05 Ronald M. Caplan , Craig D. Johnston , Lars K. S. Daldoff , Jon A. Linker

In this paper, we develop a systematic method for constructing a generalized discrete-time control Lyapunov function for the flexible-step Model Predictive Control (MPC) scheme, recently introduced in [2], when restricted to the class of…

Optimization and Control · Mathematics 2025-05-20 Annika Fürnsinn , Christian Ebenbauer , Bahman Gharesifard

The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…

Numerical Analysis · Mathematics 2026-02-20 Boscarino Sebastiano , Giuseppe Izzo

It is well known that the number of particles should be scaled up to enable industrial scale simulation. The calculations are more computationally intensive when the motion of the surrounding fluid is considered. Besides the advances in…

Computational Physics · Physics 2014-07-28 Hao Zhang , F. Xavier Trias , Assensi Oliva , Dongmin Yang , Yuanqiang Tan , Shi Shu , Yong Sheng