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In this paper, a new implicit-explicit local method with an arbitrary order is produced for stiff initial value problems. Here, a general method for one-step time integrations has been created, considering a direction free approach for…

Numerical Analysis · Mathematics 2021-04-14 Huseyin Tunc , Murat Sari

This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…

Optimization and Control · Mathematics 2020-10-06 Adam W. Koenig , Simone D'Amico

The industrial application motivating this work is the fatigue computation of aircraft engines' high-pressure turbine blades. The material model involves nonlinear elastoviscoplastic behavior laws, for which the parameters depend on the…

Numerical Analysis · Mathematics 2019-08-12 Fabien Casenave , Nissrine Akkari

The Reynolds-Averaged Navier-Stokes equations and the Large-Eddy Simulation equations can be coupled using a transition function to switch from a set of equations applied in some areas of a domain to the other set in the other part of the…

Computational Physics · Physics 2019-04-11 Laurent Muscat , Guillaume Puigt , Marc Montagnac , Pierre Brenner

The parallel linear equations solver capable of effectively using 1000+ processors becomes the bottleneck of large-scale implicit engineering simulations. In this paper, we present a new hierarchical parallel master-slave-structural…

Computational Physics · Physics 2015-06-11 Ran Xu , Bin Liu , Yuan Dong

Efficient exploitation of exascale architectures requires rethinking of the numerical algorithms used in many large-scale applications. These architectures favor algorithms that expose ultra fine-grain parallelism and maximize the ratio of…

This study proposes an extension of the high-order compact gas-kinetic scheme (CGKS) to compressible flow simulation in an arbitrary Lagrangian-Eulerian (ALE) formulation in unstructured mesh. The ALE method is achieved by subdividing…

Computational Physics · Physics 2024-01-05 Yue Zhang , Kun Xu

This study focuses on the analysis of signals containing multiple components with crossover instantaneous frequencies (IF). This problem was initially solved with the chirplet transform (CT). Also, it can be sharpened by adding the…

Numerical Analysis · Mathematics 2024-05-14 Yi-Ju Yen , De-Yan Lu , Sing-Yuan Yeh , Jian-Jiun Ding , Chun-Yen Shen

We present a fourth-order finite-volume algorithm in space and time for low Mach number reacting flow with detailed kinetics and transport. Our temporal integration scheme is based on a multi-implicit spectral deferred correction (MISDC)…

Numerical Analysis · Mathematics 2016-08-24 Will Pazner , Andrew Nonaka , John Bell , Marcus Day , Michael Minion

Cohesive fracture is among the few techniques able to model complex fracture nucleation and propagation with a sharp (nonsmeared) representation of the crack. Implicit time-stepping schemes are often favored in mechanics due to their…

Numerical Analysis · Mathematics 2019-10-23 Stephen A. Vavasis , Katerina D. Papoulia , M. Reza Hirmand

We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility jump models, e.g. in Bates model. In such models the option price is determined as the solution of a partial integro-differential…

Computational Finance · Quantitative Finance 2019-02-25 Bertram Düring , Alexander Pitkin

A transient magneto-quasistatic vector potential formulation involving nonlinear material is spatially discretized using the finite element method of first and second polynomial order. By applying a generalized Schur complement the…

Computational Engineering, Finance, and Science · Computer Science 2020-11-09 Bernhard Kähne , Markus Clemens , Sebastian Schöps

We present new tight bounds for averaging differential inclusions, which we apply to multi-frequency inclusions consisting of a sum of time periodic set-valued mappings. For this family of inclusions we establish an a tight estimate of…

Optimization and Control · Mathematics 2014-03-11 Ido Bright

A general framework for the development of high-order compact schemes has been proposed recently. The core steps of the schemes are composed of the following. 1). Based on a kinetic model equation, from a generalized initial distribution of…

Fluid Dynamics · Physics 2022-08-25 Fengxiang Zhao , Xing Ji , Wei Shyy , Kun Xu

Hamiltonian systems are known to conserve the Hamiltonian function, which describes the energy evolution over time. Obtaining a numerical spatio-temporal scheme that accurately preserves the discretized Hamiltonian function is often a…

Numerical Analysis · Mathematics 2023-10-10 Anand Srinivasan , Jose E. Castillo

In this paper, we consider the task of efficiently computing the numerical solution of evolutionary complex Ginzburg--Landau equations on Cartesian product domains with homogeneous Dirichlet/Neumann or periodic boundary conditions. To this…

Numerical Analysis · Mathematics 2024-06-19 Marco Caliari , Fabio Cassini

We present an algorithm for the rapid numerical integration of smooth, time-periodic differential equations with small nonlinearity, particularly suited to problems with small dissipation. The emphasis is on speed without compromising…

Numerical Analysis · Mathematics 2015-06-23 Michele V. Bartuccelli , Jonathan H. B. Deane , Guido Gentile

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

In this work, we introduce a self-adaptive implicit-explicit (IMEX) time integration scheme, named IMEX-RB, for the numerical integration of systems of ordinary differential equations (ODEs), arising from spatial discretizations of partial…

Numerical Analysis · Mathematics 2025-07-28 Micol Bassanini , Simone Deparis , Francesco Sala , Riccardo Tenderini

In networked control systems, communication resource constraints often necessitate the use of \emph{sparse} control input vectors. A prototypical problem is how to ensure controllability of a linear dynamical system when only a limited…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Krishna Praveen V. S. Kondapi , Chandrasekhar Sriram , Geethu Joseph , Chandra R. Murthy
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