Related papers: Accuracy analysis for explicit-implicit finite vol…
In this paper, we discuss the U-MUSCL reconstruction scheme -- an unstructured-grid extension of Van Leer's kappa-scheme -- proposed by Burg for the edge-based discretization [AIAA Paper 2005-4999]. This technique has been widely used in…
In biochemically reactive systems with small copy numbers of one or more reactant molecules, the dynamics is dominated by stochastic effects. To approximate those systems, discrete state-space and stochastic simulation approaches have been…
In the setting of continuum elasticity martensitic phase transformations are characterized by a non-convex free energy density function that possesses multiple wells in strain space and includes higher-order gradient terms for…
In the presence of strong heterogeneities, it is well known that the use of explicit schemes for the transport of species in a porous medium suffers from severe restrictions on the time step. This has led to the development of implicit…
We present a high-order compact finite difference approach for a class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in $n$ spatial dimensions.…
Explicit time-marching schemes are popular for solving time-dependent partial differential equations; one of the biggest challenges these methods suffer is increasing the critical time-marching step size that guarantees numerical stability.…
We consider finite-volume schemes for linear hyperbolic systems with constant coefficients on unstructured meshes. Under the stability assumption, they exhibit the convergence rate between $p$ and $p+1$ where $p$ is the order of the…
The present paper is focused on the proof of the convergence of the discrete implicit Marker-and-Cell (MAC) scheme for time-dependent Navier--Stokes equations with variable density and variable viscosity. The problem is completed with…
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…
It is known from the monograph [1, Chapter 5] that the weak convergence analysis of numerical schemes for stochastic Maxwell equations is an unsolved problem. This paper aims to fill the gap by establishing the long-time weak convergence…
Stochastic MPECs have found increasing relevance for modeling a broad range of settings in engineering and statistics. Yet, there seem to be no efficient first/zeroth-order schemes equipped with non-asymptotic rate guarantees for resolving…
We introduce a new electrostatic particle-in-cell algorithm capable of using large timesteps compared to particle gyro-period under a uniform external magnetic field. The algorithm extends earlier electrostatic fully implicit PIC…
A method for relaxing the CFL-condition, which limits the time step size in explicit methods in computational fluid dynamics, is presented. The method is based on re-formulating explicit methods in matrix form, and considering them as a…
This paper is concerned about the implicit-explicit (IMEX) methods for a class of dissipative wave systems with time-varying velocity feedbacks and nonlinear potential energies, equipped with different boundary conditions. Firstly, we…
We present a higher-order finite volume method for solving elliptic PDEs with jump conditions on interfaces embedded in a 2D Cartesian grid. Second, fourth, and sixth order accuracy is demonstrated on a variety of tests including problems…
Overset meshes are an effective tool for the computational fluid dynamic simulation of problems with complex geometries or multiscale spatio-temporal features. When the maximum allowable timestep on one or more meshes is significantly…
An error analysis is presented for explicit partitioned Runge-Kutta methods and multirate methods applied to conservation laws. The interfaces, across which different methods or time steps are used, lead to order reduction of the schemes.…
Stokes flow equations have been implemented successfully in practice for simulating problems with moving interfaces. Though computational methods produce accurate solutions and numerical convergence can be demonstrated using a resolution…
The stress integration of critical soil model is usually based on implicit Euler algorithm, where the stress predictor is corrected by employing a return mapping algorithm. In the case of large load step, the solution of local nonlinear…
In this work modified Patankar-Runge-Kutta (MPRK) schemes up to order four are considered and equipped with a dense output formula of appropriate accuracy. Since these time integrators are conservative and positivity preserving for any time…