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The development of surrogate models to study uncertainties in hydrologic systems requires significant effort in the development of sampling strategies and forward model simulations. Furthermore, in applications where prediction time is…

Computational Physics · Physics 2023-01-19 Chen Chen , Clint Dawson , Eirik Valseth

High order strong stability preserving (SSP) time discretizations ensure the nonlinear non-inner-product strong stability properties of spatial discretizations suited for the stable simulation of hyperbolic PDEs. Over the past decade…

Numerical Analysis · Mathematics 2024-12-20 Sigal Gottlieb , Zachary J. Grant

We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1,…

Numerical Analysis · Mathematics 2020-04-07 Daniel Z. Huang , Will Pazner , Per-Olof Persson , Matthew J. Zahr

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

Singularly perturbed systems (SPSs) are prevalent in engineering applications, where numerically solving their initial value problems (IVPs) is challenging due to stiffness arising from multiple time scales. Classical explicit methods…

Numerical Analysis · Mathematics 2025-04-15 Yibo Shi , Cristian R. Rojas

Molecular dynamics is one of the most commonly used approaches for studying the dynamics and statistical distributions of many physical, chemical, and biological systems using atomistic or coarse-grained models. It is often the case,…

Computational Physics · Physics 2015-06-16 Ben Leimkuhler , Daniel T. Margul , Mark E. Tuckerman

We introduce a high-order spline geometric approach for the initial boundary value problem for Maxwell's equations. The method is geometric in the sense that it discretizes in structure preserving fashion the two de Rham sequences of…

Numerical Analysis · Mathematics 2023-03-03 Bernard Kapidani , Rafael Vázquez

The goal of this work is to develop a novel splitting approach for the numerical solution of multiscale problems involving the coupling between Stokes equations and ODE systems, as often encountered in blood flow modeling applications. The…

Numerical Analysis · Mathematics 2018-04-16 Lucia Carichino , Giovanna Guidoboni , Marcela Szopos

We propose a hierarchical splitting approach to differential equations that provides a design principle for constructing splitting methods for $N$-split systems by iteratively applying splitting methods for two-split systems. We analyze the…

Numerical Analysis · Mathematics 2026-01-21 Kevin Schäfers , Michael Günther

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…

Numerical Analysis · Mathematics 2025-10-16 Werner Bauer , Colin J. Cotter

We present a priori error analysis for a fully discrete, parallelizable, explicit loosely coupled scheme for the time-dependent Stokes-Biot problem. The method decouples the fluid and poroelastic subproblems in a fully explicit fashion,…

Numerical Analysis · Mathematics 2026-03-24 Yifan Wang , Jeonghun Lee , Suncica Canic

We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which…

Numerical Analysis · Mathematics 2020-01-14 Giacomo Albi , Giacomo Dimarco , Lorenzo Pareschi

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

We show that existing Runge-Kutta methods for ordinary differential equations (odes) can be modified to solve stochastic differential equations (sdes) with strong solutions provided that appropriate changes are made to the way stepsizes are…

Quantum Physics · Physics 2007-09-30 Joshua Wilkie , Murat Cetinbas

We develop a two-dimensional high-order numerical scheme that exactly preserves and captures the moving steady states of the shallow water equations with topography or Manning friction. The high-order accuracy relies on a suitable…

Numerical Analysis · Mathematics 2022-02-24 Victor Michel-Dansac , Christophe Berthon , Stéphane Clain , Françoise Foucher

Cloud and precipitation microphysics packages in atmospheric general circulation models typically use first-order time integration methods with a large time step, requiring ad hoc limiters and substepping of the sedimentation scheme to…

Atmospheric and Oceanic Physics · Physics 2026-03-13 Justin Dong , Sean P. Santos , Steven B. Roberts , Christopher J. Vogl , Carol S. Woodward

In this work modified Patankar-Runge-Kutta (MPRK) schemes up to order four are considered and equipped with a dense output formula of appropriate accuracy. Since these time integrators are conservative and positivity preserving for any time…

Numerical Analysis · Mathematics 2025-01-24 Thomas Izgin

In this paper, we propose multicontinuum splitting schemes for multiscale problems, focusing on a parabolic equation with a high-contrast coefficient. Using the framework of multicontinuum homogenization, we introduce spatially smooth…

Numerical Analysis · Mathematics 2024-10-08 Yalchin Efendiev , Wing Tat Leung , Buzheng Shan , Min Wang

In the study of micro-swimmers, both artificial and biological ones, many-query problems arise naturally. Even with the use of advanced high performance computing (HPC), it is not possible to solve this kind of problems in an acceptable…

Numerical Analysis · Mathematics 2020-08-04 Nicola Giuliani , Martin W. Hess , Antonio DeSimone , Gianluigi Rozza

This paper investigates the two-dimensional stochastic steady-state Navier-Stokes(NS) equations with additive random noise. We introduce an innovative splitting method that decomposes the stochastic NS equations into a deterministic NS…

Numerical Analysis · Mathematics 2025-04-23 Jie Zhu , Yujun Zhu , Ju Ming , Max D. Gunzburger