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Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a…
We propose a fully discretised numerical scheme for the hyperelastic rod wave equation on the line. The convergence of the method is established. Moreover, the scheme can handle the blow-up of the derivative which naturally occurs for this…
In this article, we propose a modified convex combination of the polynomial reconstructions of odd-order WENO schemes to maintain the central substencil prevalence over the lateral ones in all parts of the solution. New "centered" versions…
There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). In this paper, we introduce a deep recurrent framework for solving time-dependent PDEs without generating large scale data…
We consider the parallel-in-time solution of hyperbolic partial differential equation (PDE) systems in one spatial dimension, both linear and nonlinear. In the nonlinear setting, the discretized equations are solved with a preconditioned…
Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…
Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…
The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…
The numerical simulation of nonlinear dispersive waves is a central research topic of many investigations in the nonlinear wave community. Simple and robust solvers are needed for numerical studies of water waves as well. The main…
This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…
In this paper, we study the stability of various difference approximations of the Euler-Korteweg equations. This system of evolution PDEs is a classical isentropic Euler system perturbed by a dispersive (third order) term. The Euler…
A new explicit stabilized scheme of weak order one for stiff and ergodic stochastic differential equations (SDEs) is introduced. In the absence of noise, the new method coincides with the classical deterministic stabilized scheme (or…
Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…
The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators…
In this paper, two high order complex contour discretization methods are proposed to simulate wave propagation in locally perturbed periodic closed waveguides. As is well known the problem is not always uniquely solvable due to the…
In [1] is proposed a simplified DeC method, that, when combined with the residual distribution (RD) framework, allows to construct a high order, explicit FE scheme with continuous approximation avoiding the inversion of the mass matrix for…
We present a newly developed cosmological hydrodynamics code based on weighted essentially non-oscillatory (WENO) schemes for hyperbolic conservation laws. WENO is a higher order accurate finite difference scheme designed for problems with…
In this paper we present a new family of semi-discrete and fully-discrete finite volume schemes for overdetermined, hyperbolic and thermodynamically compatible PDE systems. In the following we will denote these methods as HTC schemes. In…
This paper develops the high-order accurate entropy stable finite difference schemes for one- and two-dimensional special relativistic hydrodynamic equations. The schemes are built on the entropy conservative flux and the weighted…
This paper presents a systematic methodology for the discretization and reduction of a class of one-dimensional Partial Differential Equations (PDEs) with inputs and outputs collocated at the spatial boundaries. The class of system that we…