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We develop high-order numerical schemes to solve random hyperbolic conservation laws using linear programming. The proposed schemes are high-order extensions of the existing first-order scheme introduced in [{\sc S. Chu, M. Herty, M.…

Numerical Analysis · Mathematics 2025-09-03 Shaoshuai Chu , Michael Herty

We propose a high order numerical scheme for time-dependent first order Hamilton--Jacobi--Bellman equations. In particular we propose to combine a semi-Lagrangian scheme with a Central Weighted Non-Oscillatory reconstruction. We prove a…

Numerical Analysis · Mathematics 2024-02-27 E. Carlini , R. Ferretti , S. Preda , M. Semplice

We develop new adaptive alternative weighted essentially non-oscillatory (A-WENO) schemes for hyperbolic systems of conservation laws. The new schemes employ the recently proposed local characteristic decomposition based central-upwind…

Numerical Analysis · Mathematics 2022-11-15 Alina Chertock , Shaoshuai Chu , Alexander Kurganov

We construct a high order discontinuous Galerkin method for solving general hyperbolic systems of conservation laws. The method is CFL-less, matrix-free, has the complexity of an explicit scheme and can be of arbitrary order in space and…

Analysis of PDEs · Mathematics 2018-02-14 David Coulette , Emmanuel Franck , Philippe Helluy , Michel Mehrenberger , Laurent Navoret

New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…

Numerical Analysis · Mathematics 2024-04-24 Allison M. Carson , Jeffrey W. Banks , William D. Henshaw , Donald W. Schwendeman

We present a novel arbitrary high order accurate central WENO spatial reconstruction procedure (CWENO) for the solution of nonlinear systems of hyperbolic conservation laws on fixed and moving unstructured simplex meshes in two and three…

Numerical Analysis · Mathematics 2018-04-18 Michael Dumbser , Walter Boscheri , Matteo Semplice , Giovanni Russo

It is shown analytically that the energy-conserving implicit nonsymplectic scheme of Bacchini, Ripperda, Chen and Sironi provides a first-order accuracy to numerical solutions of a six-dimensional conservative Hamiltonian system. Because of…

General Relativity and Quantum Cosmology · Physics 2021-12-08 Shiyang Hu , Xin Wu , Enwei Liang

This paper develops a new fifth order accurate Hermite WENO (HWENO) reconstruction method for hyperbolic conservation schemes in the framework of the two-stage fourth order accurate temporal discretization in [{\em J. Li and Z. Du, A…

Numerical Analysis · Mathematics 2018-01-17 Zhifang Du , Jiequan Li

This paper proposes an implicit family of sub-step integration algorithms grounded in the explicit singly diagonally implicit Runge-Kutta (ESDIRK) method. The proposed methods achieve third-order consistency per sub-step and thus the…

Numerical Analysis · Mathematics 2025-06-05 Jinze Li , Hua Li , Kaiping Yu , Rui Zhao

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, A new sixth-order weighted essentially non-oscillatory (WENO) scheme, refered as the WENO-6, is proposed in the finite volume framework for the hyperbolic conservation laws. Instead of selecting one stencil for each cell in…

Numerical Analysis · Mathematics 2017-01-24 Fengxiang Zhao , Liang Pan , Zheng Li , Shuanghu Wang

This article aims at developing a high order pressure-based solver for the solution of the 3D compressible Navier-Stokes system at all Mach numbers. We propose a cell-centered discretization of the governing equations that splits the fluxes…

Numerical Analysis · Mathematics 2021-03-17 Walter Boscheri , Lorenzo Pareschi

We show a novel systematic way to construct conservative finite difference schemes for quasilinear first-order system of ordinary differential equations with conserved quantities. In particular, this includes both autonomous and…

Numerical Analysis · Mathematics 2018-05-23 Andy T. S. Wan , Alexander Bihlo , Jean-Christophe Nave

In this paper, a fifth-order moment-based Hermite weighted essentially non-oscillatory scheme with unified stencils (termed as HWENO-U) is proposed for hyperbolic conservation laws. The main idea of the HWENO-U scheme is to modify the…

Numerical Analysis · Mathematics 2024-02-20 Chuan Fan , Jianxian Qiu , Zhuang Zhao

In this paper, we develop a simple, efficient, and fifth-order finite difference interpolation-based Hermite WENO (HWENO-I) scheme for one- and two-dimensional hyperbolic conservation laws. We directly interpolate the solution and…

Numerical Analysis · Mathematics 2024-11-19 Xiaoyang Xie , Zhanjing Tao , Chunhai Jiao , Min Zhang

The weighted essentially non-oscillatory (WENO) schemes are a popular class of high order accurate numerical methods for solving hyperbolic partial differential equations (PDEs). The computational cost of such schemes increases…

Numerical Analysis · Mathematics 2018-04-04 Dong Lu , Shanqin Chen , Yong-Tao Zhang

We consider hyperbolic systems of conservation laws with relaxation source terms leading to a diffusive asymptotic limit under a parabolic scaling. We introduce a new class of secondorder in time and space numerical schemes, which are…

Numerical Analysis · Mathematics 2022-05-23 Louis Reboul , Teddy Pichard , Marc Massot

We present a new implicit asymptotic preserving time integration scheme for charged-particle orbit computation in arbitrary electromagnetic fields. The scheme is built on the Crank-Nicolson integrator and continues to recover full-orbit…

Computational Physics · Physics 2020-07-15 Lee F. Ricketson , Luis Chacón

A novel scheme, based on third-order Weighted Essentially Non-Oscillatory (WENO) reconstructions, is presented. It attains unconditionally optimal accuracy when the data is smooth enough, even in presence of critical points, and…

Numerical Analysis · Mathematics 2024-02-06 Antonio Baeza , Raimund Bürger , Pep Mulet , David Zorío

In many applications, the governing PDE to be solved numerically contains a stiff component. When this component is linear, an implicit time stepping method that is unencumbered by stability restrictions is often preferred. On the other…

Numerical Analysis · Mathematics 2021-04-27 Kevin Chow , Steven J. Ruuth