Related papers: A fully adaptive explicit stabilized integrator fo…
In this paper the projection hybrid FV/FE method presented in Busto et al. 2014 is extended to account for species transport equations. Furthermore, turbulent regimes are also considered thanks to the $k-\varepsilon$ model. Regarding the…
Convenient, easy to implement stochastic integration methods are developed on the basis of abstract one-step deterministic order $p$ integration techniques. The abstraction as an arbitrary one step map allows the inspection of easy to…
This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…
Splitting methods constitute a well-established class of numerical schemes for solving convection-diffusion-reaction problems. They have been shown to be effective in solving problems with periodic boundary conditions. However, in the case…
We consider Implicit-Explicit (IMEX) Runge-Kutta (R-K) schemes for hyperbolic systems with stiff relaxation in the so-called diffusion limit. In such regime the system relaxes towards a convection-diffusion equation. The first objective of…
We introduce a class of high order accurate, semi-implicit Runge-Kutta schemes in the general setting of evolution equations that arise as gradient flow for a cost function, possibly with respect to an inner product that depends on the…
Exponential Runge--Kutta methods have shown to be competitive for the time integration of stiff semilinear parabolic PDEs. The current construction of stiffly accurate exponential Runge--Kutta methods, however, relies on a convergence…
We present second-order optimally stable Implicit-Explicit (IMEX) Runge-Kutta (RK) schemes with application to a modified set of shallow water equations that can be used to model the dynamics of lava flows. The schemes are optimally stable…
Explicit Runge-Kutta (RK) integration of hyperbolic initial-boundary value problems with time-dependent Dirichlet data often displays order reduction: the observed convergence order falls below the nominal order because the stage structure…
This work constructs and analyzes new efficient high-order two-derivative diagonally implicit Runge--Kutta (TDDIRK) schemes with optimized phase errors. Specifically, we present a convergence result for TDDIRK methods and investigate their…
In this paper, we perform stability analysis for a class of second and third order accurate strong-stability-preserving modified Patankar Runge-Kutta (SSPMPRK) schemes, which were introduced in [4,5] and can be used to solve convection…
We develop two new sets of stable, rank-adaptive Dynamically Orthogonal Runge-Kutta (DORK) schemes that capture the high-order curvature of the nonlinear low-rank manifold. The DORK schemes asymptotically approximate the truncated singular…
A high-order accurate adjoint-based optimization framework is presented for unsteady multiphysics problems. The fully discrete adjoint solver relies on the high-order, linearly stable, partitioned solver introduced in [1], where different…
We introduce an automatic variationally stable analysis (AVS) for finite element (FE) computations of scalar-valued convection-diffusion equations with non-constant and highly oscillatory coefficients. In the spirit of least squares FE…
This article shows how to develop an efficient solver for a stabilized numerical space-time formulation of the advection-dominated diffusion transient equation. At the discrete space-time level, we approximate the solution by using…
A time discretization method is called strongly stable, if the norm of its numerical solution is nonincreasing. It is known that, even for linear semi-negative problems, many explicit Runge--Kutta (RK) methods fail to preserve this…
This article is devoted to the construction of a new class of semi-Lagrangian (SL) schemes with implicit-explicit (IMEX) Runge-Kutta (RK) time stepping for PDEs involving multiple space-time scales. The semi-Lagrangian (SL) approach fully…
High-order adaptive time-stepping algorithms are of significant practical value and theoretical interest for accelerating long-time fluid-flow simulations and resolving complex dynamical behaviors. While several high-order implicit-explicit…
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…
Sampling with Markov chain Monte Carlo methods often amounts to discretizing some continuous-time dynamics with numerical integration. In this paper, we establish the convergence rate of sampling algorithms obtained by discretizing smooth…