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In this work, we study and extend a class of semi-Lagrangian exponential methods, which combine exponential time integration techniques, suitable for integrating stiff linear terms, with a semi-Lagrangian treatment of nonlinear advection…
Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…
Stiff systems of ordinary differential equations (ODEs) and sparse training data are common in scientific problems. This paper describes efficient, implicit, vectorized methods for integrating stiff systems of ordinary differential…
In this paper, we develop a structure-preserving discretization of the Lagrangian framework for electromagnetism, combining techniques from variational integrators and discrete differential forms. This leads to a general family of…
In this article, we develop and analyze a full discretization, based on the spatial spectral Galerkin method and the temporal drift implicit Euler scheme, for the stochastic Cahn--Hilliard equation driven by multiplicative space-time white…
In this work, we construct novel discretizations for the unsteady convection-diffusion equation. Our discretization relies on multiderivative time integrators together with a novel discretization that reduces the total number of unknowns…
This paper is concerned with numerical solution of transport problems in heterogeneous porous media. A semi-discrete continuous-in-time formulation of the linear advection-diffusion equation is obtained by using a mixed hybrid finite…
We address in this paper a model for the simulation of turbulent deflagrations in industrial applications. The flow is governed by the Euler equations for a variable composition mixture and the combustion modelling is based on a…
The paper introduces a finite element method for an Eulerian formulation of partial differential equations governing the transport and diffusion of a scalar quantity in a time-dependent domain. The method follows the idea from Lehrenfeld &…
This paper is focused on the approximation of the Euler equations of compressible fluid dynamics on a staggered mesh. With this aim, the flow parameters are described by the velocity, the density and the internal energy. The thermodynamic…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…
We study a system of Maxwell's equations that describes the time evolution of electromagnetic fields with an additional electric scalar variable to make the system amenable to a mixed finite element spatial discretization. We demonstrate…
Stability is an important aspect of numerical methods for hyperbolic conservation laws and has received much interest. However, continuity in time is often assumed and only semidiscrete stability is studied. Thus, it is interesting to…
This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…
We consider the discretization in time of a system of parabolic stochastic partial differential equations with slow and fast components; the fast equation is driven by an additive space-time white noise. The numerical method is inspired by…
We carry out a stability and convergence analysis of a fully discrete scheme for the time-dependent Navier-Stokes equations resulting from combining an $H(\mathrm{div}, \Omega)$-conforming discontinuous Galerkin spatial discretization, and…
In the present work, we delve into further study of numerical approximations of SDEs with non-globally monotone coefficients. We design and analyze a new family of stopped increment-tamed time discretization schemes of Euler, Milstein and…
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal…
An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…
Semi-discrete Galerkin formulations of transient wave equations, either with conforming or discontinuous Galerkin finite element discretizations, typically lead to large systems of ordinary differential equations. When explicit time…