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Scale-resolving simulations of high Reynolds number incompressible flows are often limited by the Courant-Friedrichs-Lewy (CFL) stability restriction imposed by explicit time-stepping schemes, resulting in small time step sizes and long…

Fluid Dynamics · Physics 2026-04-20 Henrik Wüstenberg , Alexandra Liosi , Spencer J. Sherwin , Joaquim Peiró , David Moxey

In this paper we propose and analyze a (temporally) third order accurate backward differentiation formula (BDF) numerical scheme for the no-slope-selection (NSS) equation of the epitaxial thin film growth model, with Fourier pseudo-spectral…

Numerical Analysis · Mathematics 2021-02-03 Yonghong Hao , Qiumei Huang , Cheng Wang

Structure-preserving numerical schemes for a nonlinear parabolic fourth-order equation, modeling the electron transport in quantum semiconductors, with periodic boundary conditions are analyzed. First, a two-step backward differentiation…

Numerical Analysis · Mathematics 2012-08-28 Mario Bukal , Etienne Emmrich , Ansgar Jüngel

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…

Numerical Analysis · Mathematics 2013-06-18 Alexander Vladimirsky , Changxi Zheng

In this contribution, a discretisation of the IBC EFIE is introduced that (i) yields the correct solution at arbitrarily small frequencies, (ii) requires for its solution a number of matrix vector products bounded as the frequency tends to…

Computational Physics · Physics 2016-06-27 Alexandre Dely , Francesco P. Andriulli , Kristof Cools

We construct high-order semi-discrete-in-time and fully discrete (with Fourier-Galerkin in space) schemes for the incompressible Navier-Stokes equations with periodic boundary conditions, and carry out corresponding error analysis. The…

Numerical Analysis · Mathematics 2021-03-23 Fukeng Huang , Jie Shen

In our recent work [22], a family of high order asymptotic preserving (AP) methods, termed as IMEX-LDG methods, are designed to solve some linear kinetic transport equations, including the one-group transport equation in slab geometry and…

Numerical Analysis · Mathematics 2020-05-13 Zhichao Peng , Yingda Cheng , Jing-Mei Qiu , Fengyan Li

Peer methods are a comprehensive class of time integrators offering numerous degrees of freedom in their coefficient matrices that can be used to ensure advantageous properties, e.g. A-stability or super-convergence. In this paper, we show…

Numerical Analysis · Mathematics 2020-10-27 Moritz Schneider , Jens Lang

We prove that the two-step backward differentiation formula (BDF2) method is stable on arbitrary time grids; while the variable-step BDF3 scheme is stable if almost all adjacent step ratios are less than 2.553. These results relax the…

Numerical Analysis · Mathematics 2023-01-31 Zhaoyi Li , Hong-lin Liao

For many systems of differential equations modeling problems in science and engineering, there are natural splittings of the right hand side into two parts, one non-stiff or mildly stiff, and the other one stiff. For such systems…

Numerical Analysis · Computer Science 2013-04-09 Angelamaria Cardone , Zdzislaw Jackiewicz , Hong Zhang , Adrian Sandu

In this paper we present a new high order semi-implicit DG scheme on two-dimensional staggered triangular meshes applied to different nonlinear systems of hyperbolic conservation laws such as advection-diffusion models, incompressible…

Numerical Analysis · Mathematics 2024-02-13 M. Tavelli , W. Boscheri

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…

Numerical Analysis · Mathematics 2024-03-08 Walter Boscheri , Andrea Thomann

We study numerical schemes for incompressible Navier-Stokes equations using IMEX temporal discretizations, finite element spacial discretizations, and equipped with continuous data assimilation (a technique recently developed by Azouani,…

Numerical Analysis · Mathematics 2019-02-20 Adam Larios , Leo G. Rebholz , Camille Zerfas

In this paper we consider a linearized variable-time-step two-step backward differentiation formula (BDF2) scheme for solving nonlinear parabolic equations. The scheme is constructed by using the variable time-step BDF2 for the linear term…

Numerical Analysis · Mathematics 2025-08-29 Chengchao Zhao , Nan Liu , Yuheng Ma , Jiwei Zhang

In this paper, we extend the implicit-explicit (IMEX) methods of Peer type recently developed in [Lang, Hundsdorfer, J. Comp. Phys., 337:203--215, 2017] to a broader class of two-step methods that allow the construction of super-convergent…

Numerical Analysis · Mathematics 2018-06-08 Moritz Schneider , Jens Lang , Willem Hundsdorfer

In this paper we investigate a new class of implicit-explicit (IMEX) two-step methods of Peer type for systems of ordinary differential equations with both non-stiff and stiff parts included in the source term. An extrapolation approach…

Numerical Analysis · Mathematics 2017-03-29 Jens Lang , Willem Hundsdorfer

In this paper we consider the development of Implicit-Explicit (IMEX) Runge-Kutta schemes for hyperbolic systems with multiscale relaxation. In such systems the scaling depends on an additional parameter which modifies the nature of the…

Numerical Analysis · Mathematics 2017-01-17 S. Boscarino , L. Pareschi , G. Russo

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…

Numerical Analysis · Mathematics 2024-10-16 Nicolás Espinoza-Contreras , Gabriel Barrenechea , Ernesto Castillo , Douglas Pacheco

High-order time-stepping schemes are crucial for simulating incompressible fluid flows due to their ability to capture complex turbulent behavior and unsteady motion. In this work, we propose a third-order accurate numerical scheme for the…

Numerical Analysis · Mathematics 2025-12-22 Kelong Cheng , Jingwei Sun , Hong Zhang

We present an implicit-explicit finite volume scheme for two-fluid single-temperature flow in all Mach number regimes which is based on a symmetric hyperbolic thermodynamically compatible description of the fluid flow. The scheme is stable…

Numerical Analysis · Mathematics 2023-12-15 Mária Lukáčová-Medvid'ová , Ilya Peshkov , Andrea Thomann