Related papers: High resolution compact implicit numerical scheme …
In this work we introduce an implicit-explicit invariant-domain preserving approximation of the nonequilibrium gray radiation-hydrodynamics equations. A time and space approximation of the system is proposed using a novel split of the…
This paper introduces a new class of numerical methods for the time integration of evolution equations set as Cauchy problems of ODEs or PDEs. The systematic design of these methods mixes the Runge-Kutta collocation formalism with…
Schemes with the second-order approximation in time are considered for numerical solving the Cauchy problem for an evolutionary equation of first order with a self-adjoint operator. The implicit two-level scheme based on the Pad\'{e}…
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…
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…
We present a new high-order finite volume reconstruction method for hyperbolic conservation laws. The method is based on a piecewise cubic polynomial which provides its solutions a fifth-order accuracy in space. The spatially reconstructed…
We present a divergence-free semi-implicit finite volume scheme for the simulation of the ideal magnetohydrodynamics (MHD) equations which is stable for large time steps controlled by the local transport speed at all Mach and Alfv\'en…
The central-upwind flux is a widely used numerical flux function for local conservation laws. It has been investigated by Kurganov and Polizzi (2009) for a specific nonlocal conservation law and can be derived from a fully-discrete…
We present a new efficient computational approach for time-dependent first-order Hamilton-Jacobi-Bellman PDEs. Since our method is based on a time-implicit Eulerian discretization, the numerical scheme is unconditionally stable, but…
We develop new conservative discontinuous Galerkin (DG) methods for nonlinear wave problems, focusing on the generalized Korteweg-de Vries (gKdV) equation and the coupled Hirota-Satsuma KdV (HS-KdV) system. The proposed methods preserve…
A method for symbolically computing conservation laws of nonlinear partial differential equations (PDEs) in multiple space dimensions is presented in the language of variational calculus and linear algebra. The steps of the method are…
We show a novel systematic way to construct conservative finite difference schemes for quasilinear first-order system of ordinary differential equations with conserved quantities. In particular, this includes both autonomous and…
We provide a systematic description of the steps necessary -- and of the potential pitfalls to be encountered -- when implementing a two-moment scheme within an Implicit-Explicit (IMEX) scheme to include radiative-transfer contributions in…
A numerical scheme is described for including radiation in multi-dimensional general-relativistic conservative fluid dynamics codes. In this method, a covariant form of the M1 closure scheme is used to close the radiation moments, and the…
This work concerns the analysis of the discontinuous Galerkin spectral element method (DGSEM) with implicit time stepping for the numerical approximation of nonlinear scalar conservation laws in multiple space dimensions. We consider either…
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…
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…
We introduce a discrete scheme for second order fully nonlinear parabolic PDEs with Caputo's time fractional derivatives. We prove the convergence of the scheme in the framework of the theory of viscosity solutions. The discrete scheme can…
The hybrid kinetic-ion fluid-electron plasma model is widely used to study challenging multi-scale problems in space and laboratory plasma physics. Here, a novel conservative scheme for this model employing implicit particle-in-cell…
We present a conservative/dissipative time integration scheme for nonlinear mechanical systems. Starting from a weak form, we derive algorithmic forces and velocities that guarantee the desired conservation/dissipation properties. Our…