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Time-implicit schemes are attractive since they allow numerical time steps that are much larger than those permitted by the Courant-Friedrich-Lewy criterion characterizing time-explicit methods. This advantage comes, however, with a cost:…

Solar and Stellar Astrophysics · Physics 2015-06-16 Maxime Viallet , Isabelle Baraffe , Rolf Walder

We present a finite-difference integration algorithm for solution of a system of differential equations containing a diffusion equation with nonlinear terms. The approach is based on Crank-Nicolson method with predictor-corrector algorithm…

Computational Physics · Physics 2019-07-05 V. P. Lipp , B. Rethfeld , M. E. Garcia , D. S. Ivanov

Spectral methods provide highly accurate numerical solutions for partial differential equations, exhibiting exponential convergence with the number of spectral nodes. Traditionally, in addressing time-dependent nonlinear problems, attention…

Numerical Analysis · Mathematics 2024-06-05 Dibyendu Adak , M. Engin Danis , Duc P. Truong , Kim Ø. Rasmussen , Boian S. Alexandrov

Immersed boundary methods simplify mesh generation by embedding the domain of interest into an extended domain that is easy to mesh, introducing the challenge of dealing with cells that intersect the domain boundary. Combined with explicit…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Christian Faßbender , Tim Bürchner , Philipp Kopp , Ernst Rank , Stefan Kollmannsberger

In Becker and Jentzen (2019) and Becker et al. (2017), an explicit temporal semi-discretization scheme and a space-time full-discretization scheme were, respectively, introduced and analyzed for the additive noise-driven stochastic…

Numerical Analysis · Mathematics 2020-10-07 Xiaojie Wang

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial…

Numerical Analysis · Mathematics 2022-05-03 Minglei Yang , Guannan Zhang , Diego Del-Castillo-Negrete , Yanzhao Cao

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

A high-order finite element method is proposed to solve the nonlinear convection-diffusion equation on a time-varying domain whose boundary is implicitly driven by the solution of the equation. The method is semi-implicit in the sense that…

Numerical Analysis · Mathematics 2022-01-03 Chuwen Ma , Weiying Zheng

This work concerns the analysis of the discontinuous Galerkin spectral element method (DGSEM) with implicit time stepping for the numerical approximation of nonlinear scalar conservation laws in multiple space dimensions. We consider either…

Numerical Analysis · Mathematics 2024-06-21 Florent Renac

Immersed boundary methods have attracted substantial interest in the last decades due to their potential for computations involving complex geometries. Often these cannot be efficiently discretized using boundary-fitted finite elements.…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Tim Bürchner , Lars Radtke , Philipp Kopp , Stefan Kollmannsberger , Ernst Rank , Alexander Düster

The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather…

Computational Engineering, Finance, and Science · Computer Science 2015-10-09 Daniel Ruprecht , Rolf Krause

As an extension of our previous work in Sun et.al (2018) [41], we develop a discontinuous Galerkin method for solving cross-diffusion systems with a formal gradient flow structure. These systems are associated with non-increasing entropy…

Numerical Analysis · Mathematics 2018-10-09 Zheng Sun , José Antonio Carrillo , Chi-Wang Shu

Coupled nonlinear system of reaction-diffusion equations describing multi-component (species) interactions with heterogeneous coefficients is considered. Finite volume method based approximation for the space is used to construct…

Numerical Analysis · Mathematics 2022-09-13 Maria Vasilyeva , Alexey Sadovski , D. Palaniappan

A low diffusive flux difference splitting based kinetic scheme is developed based on a discrete velocity Boltzmann equation, with a novel three velocity model. While two discrete velocities are used for upwinding, the third discrete…

Fluid Dynamics · Physics 2024-10-01 Shrinath. K. S , Maruthi. N. H , S. V. Raghurama Rao , Veeredhi Vasudeva Rao

Within this paper, we introduce partially and fully decoupled time stepping schemes for linear thermo-poroelasticity. This means that the mechanics, heat, and flow equations can be solved sequentially. We provide sufficient conditions on…

Numerical Analysis · Mathematics 2026-03-17 R. Altmann , R. Maier , J. Schmeck

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…

Computational Engineering, Finance, and Science · Computer Science 2009-11-13 Thomas Y. Hou , Zuoqiang Shi

We consider Lie and Strang splitting for the time integration of constrained partial differential equations with a nonlinear reaction term. Since such systems are known to be sensitive with respect to perturbations, the splitting procedure…

Numerical Analysis · Mathematics 2016-07-27 Robert Altmann , Alexander Ostermann

In this article we present robust, efficient and accurate fully implicit time-stepping schemes and nonlinear solvers for systems of reaction-diffusion equations. The applications of reaction-diffusion systems is abundant in the literature,…

Numerical Analysis · Mathematics 2015-01-26 Anotida Madzvamuse , Andy H. W. Chung

This paper considers one-dimensional heat transfer in a media with temperature-dependent thermal conductivity. To model the transient behavior of the system, we solve numerically the one-dimensional unsteady heat conduction equation with…

Numerical Analysis · Mathematics 2018-11-16 Stefan M Filipov , István Faragó

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou