Related papers: Semi-explicit integration of second order for weak…
Implicit-explicit (IMEX) time stepping methods can efficiently solve differential equa- tions with both stiff and nonstiff components. IMEX Runge-Kutta methods and IMEX linear multistep methods have been studied in the literature. In this…
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…
This paper studies the thermo-poroelasticity model. By introducing an intermediate variable, we transform the original three-field model into a four-field model. Building upon this four-field model, we present both a coupled finite element…
In this paper a special semi-smooth equation associated to the second order cone is studied. It is shown that, under mild assumptions, the semi-smooth Newton method applied to this equation is well-defined and the generated sequence is…
We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…
It is a well-known rule of thumb that approximations of stochastic partial differential equations have essentially twice the order of weak convergence compared to the corresponding order of strong convergence. This is already known for many…
An extension of the two-step staggered time discretization of linear elastodynamics in stress-velocity form to systems involving internal variables subjected to a possibly non-linear dissipative evolution is proposed. The original scheme is…
The linearization of the meteorological equations around a specified reference state, usually applied in NWP to define the linear system of constant-coefficients semi-implicit schemes, is outlined as an unnecessarily restrictive approach…
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…
We propose and analyze a second-order Strang splitting method for a class of stiff matrix differential equations with Sylvester-type structure. The method splits the dynamics into a stiff linear part, treated exactly via matrix…
In this paper we deal with a second order evolution inclusion involving a multivalued term generated by a Clarke subdifferential of a locally Lipschitz potential. For this problem we construct a double step time-semidiscrete approximation,…
Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…
This paper is the second in a series of works on weak convergence of one-step schemes for solving stochastic differential equations (SDEs) with one-sided Lipschitz conditions. It is known that the super-linear coefficients may lead to a…
High-order discretizations of partial differential equations (PDEs) necessitate high-order time integration schemes capable of handling both stiff and nonstiff operators in an efficient manner. Implicit-explicit (IMEX) integration based on…
This paper contributes to the exploration of a recently introduced computational paradigm known as second-order flows, which are characterized by novel dissipative hyperbolic partial differential equations extending accelerated gradient…
This paper proposes and analyzes an implicit-explicit BDF-Galerkin scheme of second order for the time-dependent nonlinear thermistor problem. For this, we combine the second-order backward differentiation formula with special extrapolation…
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
The isentropic compressible Cahn-Hilliard-Navier-Stokes equations is a system of fourth-order partial differential equations that model the evolution of some binary fluids under convection. The purpose of this paper is the design of…
A new parametric class of semi-implicit numerical schemes for a level set advection equation on Cartesian grids is derived and analyzed. An accuracy and a stability study is provided for a linear advection equation with a variable velocity…