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We derive energy-norm a posteriori error bounds for an Euler time-stepping method combined with various spatial discontinuous Galerkin schemes for linear parabolic problems. For accessibility, we address first the spatially semidiscrete…

Numerical Analysis · Mathematics 2011-04-06 Emmanuil H. Georgoulis , Omar Lakkis , Juha M. Virtanen

This paper presents a semi-implicit spectral deferred correction (SDC) method for incompressible Navier-Stokes problems with variable viscosity and time-dependent boundary conditions. The proposed method integrates elements of velocity- and…

Numerical Analysis · Mathematics 2020-10-28 Jörg Stiller

This study aims to construct a stable, high-order compact finite difference method for solving Sobolev-type equations with Dirichlet boundary conditions in one-space dimension. Approximation of higher-order mixed derivatives in some…

Numerical Analysis · Mathematics 2025-06-05 Lavanya V Salian , Samala Rathan , Rakesh Kumar

Over the last few decades, the numerical methods for stochastic differential delay equations (SDDEs) have been investigated and developed by many scholars. Nevertheless, there is still little work to be completed. By virtue of the novel…

Numerical Analysis · Mathematics 2022-09-21 Zhuoqi Liu , Qian Guo , Shuaibin Gao

We study the strong approximation of the solutions to singular stochastic kinetic equations (also referred to as second-order SDEs) driven by $\alpha$-stable processes, using an Euler-type scheme inspired by [11]. For these equations, the…

Probability · Mathematics 2025-11-18 Chengcheng Ling

ADER (Arbitrary DERivative in space and time) methods for the time-evolution of hyperbolic conservation laws have recently generated a fair bit of interest. The ADER time update can be carried out in a single step, which is desirable in…

Computational Physics · Physics 2010-06-23 Dinshaw S. Balsara , Chad Meyer , Michael Dumbser , Huijing Du , Zhiliang Xu

We present a new numerical tool for solving the special relativistic ideal MHD equations that is based on the combination of the following three key features: (i) a one-step ADER discontinuous Galerkin (DG) scheme that allows for an…

High Energy Astrophysical Phenomena · Physics 2015-08-12 Olindo Zanotti , Francesco Fambri , Michael Dumbser

Spectral deferred correction (SDC) methods are an attractive approach to iteratively computing collocation solutions to an ODE by performing so-called sweeps with a low-order time stepping method. SDC allows to easily construct high order…

Numerical Analysis · Mathematics 2016-03-18 Robert Speck , Daniel Ruprecht , Michael Minion , Matthew Emmett , Rolf Krause

We compare high-order methods including spectral difference (SD), flux reconstruction (FR), the entropy-stable discontinuous Galerkin spectral element method (ES-DGSEM), modal discontinuous Galerkin methods, and WENO to select the best…

Fluid Dynamics · Physics 2023-08-09 Ahmad Peyvan , Khemraj Shukla , Jesse Chan , George Karniadakis

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

Numerical Analysis · Mathematics 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung

We present a novel structure-preserving numerical scheme for discontinuous finite element approximations of nonlinear hyperbolic systems. The method can be understood as a generalization of the Lax-Friedrichs flux to a high-order staggered…

Numerical Analysis · Mathematics 2020-11-13 Tarik Dzanic , Will Trojak , Freddie D. Witherden

We present a new multi-dimensional, robust, and cell-centered finite-volume scheme for the ideal MHD equations. This scheme relies on relaxation and splitting techniques and can be easily used at high order. A fully conservative version is…

We introduce an integral representation of the Monge-Amp\`ere equation, which leads to a new finite difference method based upon numerical quadrature. The resulting scheme is monotone and fits immediately into existing convergence proofs…

Numerical Analysis · Mathematics 2022-12-01 Jake Brusca , Brittany Froese Hamfeldt

With the example of the spherically symmetric scalar wave equation on Minkowski space-time we demonstrate that a fully pseudospectral scheme (i.e. spectral with respect to both spatial and time directions) can be applied for solving…

General Relativity and Quantum Cosmology · Physics 2010-11-05 Jörg Hennig , Marcus Ansorg

Higher-order numerical methods are used to find accurate numerical solutions to hyperbolic partial differential equations and equations of transport type. Limiting is required to either converge to the correct type of solution or to adhere…

Numerical Analysis · Mathematics 2024-07-10 James Woodfield

In this work, we consider the development of implicit explicit total variation diminishing (TVD) methods (also termed SSP: strong stability preserving) for the compressible isentropic Euler system in the low Mach number regime. The scheme…

Numerical Analysis · Mathematics 2018-08-01 Giacomo Dimarco , Raphaël Loubère , Victor Michel-Dansac , Marie-Hélène Vignal

The space-time adaptive ADER finite element DG method with a posteriori correction technique of solutions on subcells by the finite-volume ADER-WENO limiter was used to simulate non-stationary compressible multicomponent reactive flows. The…

Fluid Dynamics · Physics 2024-09-17 I. S Popov

A high order one-step ADER-WENO finite volume scheme with Adaptive Mesh Refinement (AMR) in multiple space dimensions is presented. A high order one-step time discretization is achieved using a local space-time discontinuous Galerkin…

Instrumentation and Methods for Astrophysics · Physics 2014-01-27 Olindo Zanotti , Michael Dumbser , Arturo Hidalgo , Dinshaw Balsara

The (modern) arbitrary derivative (ADER) approach is a popular technique for the numerical solution of differential problems based on iteratively solving an implicit discretization of their weak formulation. In this work, focusing on an ODE…

Numerical Analysis · Mathematics 2024-01-15 Maria Han Veiga , Lorenzo Micalizzi , Davide Torlo

High-order accurate summation-by-parts (SBP) finite difference (FD) methods constitute efficient numerical methods for simulating large-scale hyperbolic wave propagation problems. Traditional SBP FD operators that approximate first-order…

Numerical Analysis · Mathematics 2021-07-27 Kenneth Duru , Frederick Fung , Christopher Williams