Related papers: Unconditionally stable higher order semi-implicit …
We prove that a popular classical implicit-explicit scheme for the 2D incompressible Navier--Stokes equations that treats the viscous term implicitly while the nonlinear advection term explicitly is long time stable provided that the time…
In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…
The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…
We derive an implicit numerical scheme for the solution of advection equation where the roles of space and time variables are exchanged using the inverse Lax-Wendroff procedure. The scheme contains a linear weight for which it is always…
The Immersed Boundary method has evolved into one of the most useful computational methods in studying fluid structure interaction. On the other hand, the Immersed Boundary method is also known to suffer from a severe timestep stability…
In this paper, we study a numerical method for the solution of partial differential equations on evolving surfaces. The numerical method is built on the stabilized trace finite element method (TraceFEM) for the spatial discretization and…
A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…
We present strongly convergent explicit and semi-implicit adaptive numerical schemes for systems of stiff stochastic differential equations (SDEs) where both the drift and diffusion are non-globally Lipschitz continuous. This stiffness may…
We introduce a new family of high order accurate semi-implicit schemes for the solution of non-linear hyperbolic partial differential equations on unstructured polygonal meshes. The time discretization is based on a splitting between…
Two semi-implicit Euler schemes for differential inclusions are proposed and analyzed in depth. An error analysis shows that both semi-implicit schemes inherit favorable stability properties from the differential inclusion. Their…
The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…
In this paper we consider various splitting schemes for unsteady problems containing the grad-div operator. The fully implicit discretization of such problems would yield at each time step a linear problem that couples all components of the…
The level set approach represents surfaces implicitly, and advects them by evolving a level set function, which is numerically defined on an Eulerian grid. Here we present an approach that augments the level set function values by gradient…
For the incompressible Navier--Stokes system with variable density and viscosity, we propose and analyse an IMEX framework treating the convective and diffusive terms semi-implicitly. This extends to variable density and second order in…
We study numerical methods for the nonlinear partial differential equation that governs the motion of level sets by affine curvature. We show that standard finite difference schemes are nonlinearly unstable. We build convergent finite…
The companion paper "Higher-order in time quasi-unconditionally stable ADI solvers for the compressible Navier-Stokes equations in 2D and 3D curvilinear domains", which is referred to as Part I in what follows, introduces ADI (Alternating…
We present a forward semi-Lagrangian numerical method for systems of transport equations able to advect smooth and discontinuous fields with high-order accuracy. The numerical scheme is composed of an integration of the transport equations…
In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…
In this paper, we present a sparse grid-based Monte Carlo method for solving high-dimensional semi-linear nonlocal diffusion equations with volume constraints. The nonlocal model is governed by a class of semi-linear partial…
This paper considers a two-step fourth-order modified explicit Euler/Crank-Nicolson numerical method for solving the time-variable fractional mobile-immobile advection-dispersion model subjects to suitable initial and boundary conditions.…