English
Related papers

Related papers: Multirate Linearly-Implicit GARK Schemes

200 papers

This paper presents a new class of high order linear ImEx multistep schemes with large regions of unconditional stability. Unconditional stability is a desirable property of a time stepping scheme, as it allows the choice of time step…

Numerical Analysis · Mathematics 2019-04-26 Rodolfo Ruben Rosales , Benjamin Seibold , David Shirokoff , Dong Zhou

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…

Numerical Analysis · Mathematics 2025-04-15 Lingyun Ding

We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…

Numerical Analysis · Mathematics 2015-11-19 Gil Ariel , Seong Jun Kim , Richard Tsai

The immersed boundary (IB) method is an approach to fluid-structure interaction that uses Lagrangian variables to describe the structure and Eulerian variables to describe the fluid. Explicit time stepping schemes for the IB method require…

Numerical Analysis · Mathematics 2017-04-06 Robert D. Guy , Bobby Philip , Boyce E. Griffith

We propose a new method that extends conservative explicit multirate methods to implicit explicit-multirate methods. We develop extensions of order one and two with different stability properties on the implicit side. The method is suitable…

Numerical Analysis · Mathematics 2021-12-21 Emil M. Constantinescu

This work proposes novel techniques for the efficient numerical simulation of parameterized, unsteady partial differential equations. Projection-based reduced order models (ROMs) such as the reduced basis method employ a (Petrov-)Galerkin…

Numerical Analysis · Mathematics 2023-12-05 Nicholas Mueller , Santiago Badia

Many HPC applications that solve differential equations rely on the Runge-Kutta family of methods for time integration. Among these methods, the fourth-order accurate RK4 scheme is especially popular. This time integration scheme requires…

General Relativity and Quantum Cosmology · Physics 2026-03-09 Lucas Timotheo Sanches , Steven Robert Brandt , Jay Kalinani , Liwei Ji , Erik Schnetter

When applied to stiff, linear differential equations with time-dependent forcing, Runge-Kutta methods can exhibit convergence rates lower than predicted by the classical order condition theory. Commonly, this order reduction phenomenon is…

Numerical Analysis · Mathematics 2022-02-15 Steven Roberts , Adrian Sandu

The accurate assembly of the system matrix is an important step in any code that solves partial differential equations on a mesh. We either explicitly set up a matrix, or we work in a matrix-free environment where we have to be able to…

Mathematical Software · Computer Science 2020-06-19 Charles D. Murray , Tobias Weinzierl

Immersed boundary methods have attracted substantial interest in the last decades due to their potential for computations involving complex geometries. Often these cannot be efficiently discretized using boundary-fitted finite elements.…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Tim Bürchner , Lars Radtke , Philipp Kopp , Stefan Kollmannsberger , Ernst Rank , Alexander Düster

To address the issues of stability and accuracy for reaction-diffusion equations, the development of high order and stable time-stepping methods is necessary. This is particularly true in the context of cardiac electrophysiology, where…

Numerical Analysis · Mathematics 2019-06-18 Yves Coudière , Charlie Douanla Lontsi , Charles Pierre

Due to the wide separation of time scales in geophysical fluid dynamics, semi-implicit time integrators are commonly used in operational atmospheric forecast models. They guarantee the stable treatment of fast (acoustic and gravity) waves,…

Computational Physics · Physics 2020-12-30 Christopher Maynard , Thomas Melvin , Eike Hermann Müller

We present a new class of iterative schemes for solving initial value problems (IVP) based on discontinuous Galerkin (DG) methods. Starting from the weak DG formulation of an IVP, we derive a new iterative method based on a preconditioned…

Numerical Analysis · Mathematics 2016-10-06 Xiaozhou Li , Pietro Benedusi , Rolf Krause

In order to further enhance the computational efficiency of the implicit unified gas-kinetic scheme (IUGKS, JCP 315 (2016) 16-38) for multi-scale flow simulation, a two-step IUGKS is proposed in this paper. The multiscale solution of the…

Computational Physics · Physics 2021-05-04 Xiaocong Xu , Yajun Zhu , Chang Liu , Kun Xu

We present a multirate method that is particularly suited for integrating the systems of Ordinary Differential Equations (ODEs) that arise in step models of surface evolution. The surface of a crystal lattice, that is slightly miscut from a…

Numerical Analysis · Mathematics 2008-10-15 Pak-Wing Fok , Rodolfo R. Rosales

The multistage robust unit commitment (UC) is of paramount importance for achieving reliable operations considering the uncertainty of renewable realizations. The typical affine decision rule method and the robust feasible region method may…

Optimization and Control · Mathematics 2023-03-07 Yu Lan , Qiaozhu Zhai , Xiaoming Liu , Xiaohong Guan

In multiobjective optimization, inertial gradient systems accelerate convergence toward weakly Pareto optimal solutions. To achieve even faster convergence, we introduce a multiobjective inertial gradient system with time scaling (MITS),…

Optimization and Control · Mathematics 2026-01-08 Yingdong Yin

Parallel algorithms and simulators with good scalabilities are particularly important for large-scale reservoir simulations on modern supercomputers with a large number of processors. In this paper, we introduce and study a family of highly…

Numerical Analysis · Mathematics 2020-07-29 Rui Li , Haijian Yang , Chao Yang

We propose a practical implementation of high-order fully implicit Runge-Kutta(IRK) methods in a multiple precision floating-point environment. Although implementations based on IRK methods in an IEEE754 double precision environment have…

Numerical Analysis · Mathematics 2013-06-18 Tomonori Kouya

In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…

Numerical Analysis · Mathematics 2024-09-19 S. Boscarino , E. Macca