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In this paper, we propose a new high order semi-implicit scheme for the all Mach full Euler equations of gas dynamics. Material waves are treated explicitly, while acoustic waves are treated implicitly, thus avoiding severe CFL restrictions…

Numerical Analysis · Mathematics 2021-10-28 Sebastiano Boscarino , Jing-Mei Qiu , Giovanni Russo , Tao Xiong

The residual-based variational multiscale (VMS) formulation has achieved remarkable success in large-eddy simulation of turbulent flows. However, its temporal discretization has largely remained limited to second-order implicit schemes. The…

Fluid Dynamics · Physics 2025-12-09 Yujie Sun , Chi Ding , Ju Liu

This study addresses the critical challenge of error accumulation in spatio-temporal auto-regressive (AR) predictions within scientific machine learning models by exploring temporal integration schemes and adaptive multi-step rollout…

Machine Learning · Computer Science 2025-09-25 Sunwoong Yang , Ricardo Vinuesa , Namwoo Kang

We present stochastic variants of the exponential time differencing schemes for stiff stochastic differential equations. We derive three explicit schemes that offer better stability compared to Euler-Maruyama and Milstein's method, and…

Computational Physics · Physics 2025-12-01 Martin Kjøllesdal Johnsrud , Navdeep Rana

This work aims to introduce a heuristic timestep-adaptive algorithm for Computational Fluid Dynamics (CFD) and Fluid-Structure Interaction (FSI) problems where the flow is dominated by the pressure. In such scenarios, many time-adaptive…

Numerical Analysis · Mathematics 2024-07-02 Ivan Prusak , Davide Torlo , Monica Nonino , Gianluigi Rozza

In this paper we develop the James - Stein improved estimation method for a nonparametric periodic function observed with the Levy noises in continuous time. An adaptive model selection procedure based on the improved weighted least square…

Statistics Theory · Mathematics 2019-09-17 Evgeny Pchelintsev , Valerii Pchelintsev , Serguei Pergamenshchikov

We introduce a second-order numerical scheme for compressible atmospheric motions at small to planetary scales. The collocated finite volume method treats the advection of mass, momentum, and mass-weighted potential temperature in…

Numerical Analysis · Mathematics 2020-01-08 Tommaso Benacchio , Rupert Klein

Exponential integrators have been introduced as an efficient alternative to explicit and implicit methods for integrating large stiff systems of differential equations. Over the past decades these methods have been studied theoretically and…

Numerical Analysis · Mathematics 2018-04-03 Lukas Einkemmer , Mayya Tokman , John Loffeld

To solve the Cahn-Hilliard equation numerically, a new time integration algorithm is proposed, which is based on a combination of the Eyre splitting and the local iteration modified (LIM) scheme. The latter is employed to tackle the…

Numerical Analysis · Mathematics 2024-09-27 M. A. Botchev , I. A. Fahurdinov , E. B. Savenkov

Exponential integrators are a well-known class of time integration methods that have been the subject of many studies and developments in the past two decades. Surprisingly, there have been limited efforts to analyze their stability and…

Numerical Analysis · Mathematics 2021-08-03 Tommaso Buvoli , Michael L. Minion

Segregated Runge-Kutta (SRK) schemes are time integration methods for the incompressible Navier-Stokes equations. In this approach, convection and diffusion can be independently treated either explicitly or implicitly, which in particular…

Numerical Analysis · Mathematics 2025-06-12 Pavel Bakhvalov

We investigate two common numerical techniques for integrating reversible moist processes in atmospheric flows in the context of solving the fully compressible Euler equations. The first is a one-step, coupled technique based on using…

Atmospheric and Oceanic Physics · Physics 2015-05-11 Max Duarte , Ann S. Almgren , Kaushik Balakrishnan , John B. Bell , David M. Romps

Efficient time integration methods based on operator splitting are introduced for the Westervelt equation, a nonlinear damped wave equation that arises in nonlinear acoustics as mathematical model for the propagation of sound waves in high…

Numerical Analysis · Mathematics 2013-11-07 Barbara Kaltenbacher , Vanja Nikolic , Mechthild Thalhammer

We propose a second-order implicit-explicit (IMEX) time-stepping scheme for the isentropic, compressible Cahn-Hilliard-Navier-Stokes equations discretized on staggered (MAC) grids. The scheme is based on finite difference approximations…

Numerical Analysis · Mathematics 2025-12-24 Andreu Martorell , Pep Mulet , Dionisio F. Yáñez

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

In this paper, we derive a variational integrator for certain highly oscillatory problems in mechanics. To do this, we take a new approach to the splitting of fast and slow potential forces: rather than splitting these forces at the level…

Numerical Analysis · Mathematics 2009-08-03 Ari Stern , Eitan Grinspun

We develop an efficient, unconditionally stable, variable step second order exponential time differencing scheme for the incompressible Navier Stokes equations in two and three spatial dimensions under periodic boundary conditions, together…

Numerical Analysis · Mathematics 2026-02-24 Haifeng Wang , Xiaoming Wang , Min Zhang

We propose a novel family of asymptotically stable, implicit-explicit, adaptive, time integration method (denoted with the $\theta$-method) for the solution of the fractional advection-diffusion-reaction (FADR) equations. This family of…

Numerical Analysis · Mathematics 2023-01-18 Dipa Ghosh , Tanisha Chauhan , Sarthok Sircar

This work aims to model the hypersurface of the effective elastic modulus, \( E_{z, \text{eff}} \), and thickness, \( th_{\text{eff}} \), in corrugated boards. A Latin Hypercube Sampling (LHS) is followed by Gaussian Process Regression…

Applied Physics · Physics 2025-07-04 Ricardo Fitas

Splitting is a method to handle application problems by splitting physics, scales, domain, and so on. Many splitting algorithms have been designed for efficient temporal discretization. In this paper, our goal is to use temporal splitting…

Numerical Analysis · Mathematics 2022-08-17 Yalchin Efendiev , Wing Tat Leung , Guang Lin , Zecheng Zhang