Related papers: High-order implicit time integration scheme based …
A new high order accurate semi-implicit space-time Discontinuous Galerkin method on staggered grids, for the simulation of viscous incompressible flows on two-dimensional domains is presented. The designed scheme is of the Arbitrary…
In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…
We develop efficient and high-order accurate solvers for the Helmholtz equation on complex geometry. The schemes are based on the WaveHoltz algorithm which computes solutions of the Helmholtz equation by time-filtering solutions of the wave…
The solution of time-dependent hyperbolic conservation laws on cut cell meshes causes the small cell problem: standard schemes are not stable on the arbitrarily small cut cells if an explicit time stepping scheme is used and the time step…
In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…
The explicit split-operator algorithm is often used for solving the linear and nonlinear time-dependent Schr\"{o}dinger equations. However, when applied to certain nonlinear time-dependent Schr\"{o}dinger equations, this algorithm loses…
We present a novel implicit scheme for the numerical solution of time-dependent conservation laws. The core idea of the presented method is to exploit and approximate the mixed spatial-temporal derivative of the solution that occurs…
This article presents a strongly polynomial-time algorithm for the general linear programming problem. This algorithm is an implicit reduction procedure that works as follows. Primal and dual problems are combined into a special system of…
In this research work, we propose a high-order time adapted scheme for pricing a coupled system of fixed-free boundary constant elasticity of variance (CEV) model on both equidistant and locally refined space-grid. The performance of our…
We describe a new algorithm to solve the time dependent, frequency integrated radiation transport (RT) equation implicitly, which is coupled to an explicit solver for equations of magnetohydrodynamics (MHD) using {\sf Athena++}. The…
Magnetic quadrupoles are essential components of particle accelerators like the Large Hadron Collider. In order to study numerically the stability of the particle beam crossing a quadrupole, a large number of particle revolutions in the…
Efficient and energy stable high order time marching schemes are very important but not easy to construct for the study of nonlinear phase dynamics. In this paper, we propose and study two linearly stabilized second order semi-implicit…
We present an explicit multiscale algorithm for solving differential equations for problems with high-frequency modes that can be averaged over by separating and scaling the fast and slow dynamics within a single equation. We introduce a…
We introduce a new numerical method for the time-dependent Maxwell equations on unstructured meshes in two space dimensions. This relies on the introduction of a new mesh, which is the barycentric-dual cellular complex of the starting…
The aim of this work is to design implicit and semi-implicit high-order well-balanced finite-volume numerical methods for 1D systems of balance laws. The strategy introduced by two of the authors in a previous paper for explicit schemes…
Unconditionally stable implicit time-marching methods are powerful in solving stiff differential equations efficiently. In this work, a novel framework to handle stiff physical terms implicitly is proposed. Both physical and numerical…
We propose a novel finite-difference time-domain (FDTD) scheme for the solution of the Maxwell's equations in which linear dispersive effects are present. The method uses high-order accurate approximations in space and time for the…
Recent advances in the field of machine learning open a new era in high performance computing. Applications of machine learning algorithms for the development of accurate and cost-efficient surrogates of complex problems have already…
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…
Locally refined meshes impose severe stability constraints on explicit time-stepping methods for the numerical simulation of time dependent wave phenomena. Local time-stepping methods overcome that bottleneck by using smaller time-steps…