Related papers: Stable semi-implicit SDC methods for conservation …
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
Stability is an important aspect of numerical methods for hyperbolic conservation laws and has received much interest. However, continuity in time is often assumed and only semidiscrete stability is studied. Thus, it is interesting to…
Understanding how time delays impact the stability of a delay differential equation is important for modeling many natural and technological systems that experience time delays. Here we introduce a new stability criterion for…
We introduce a new class of arbitrary-order exponential time differencing methods based on spectral deferred correction (ETDSDC) and describe a simple procedure for initializing the requisite matrix functions. We compare the stability and…
Recent applications (e.g. active gels and self-assembly of elastic sheets) motivate the need to efficiently simulate the dynamics of thin elastic sheets. We present semi-implicit time stepping algorithms to improve the time step constraints…
This paper presents a sequence of deferred correction (DC) schemes built recursively from the implicit midpoint scheme for the numerical solution of general first order ordinary differential equations (ODEs). It is proven that each scheme…
We interpret a wide range of flavors of Spectral Deferred Corrections (SDC) as Runge-Kutta methods (RKM). Using Butcher series, we show that the considered class of SDC methods achieve at least order p after p iterations compared to the…
Procedures to recover explicitly discrete and continuous skew-selfadjoint Dirac systems on semi-axis from rational Weyl matrix functions are considered. Their stability is shown. Some new facts on asymptotics of pseudo-exponential…
We study the numerical approximation of numerous processes, solutions of nonlinear stochastic differential equations, that appear in various applications such as financial mathematics and population dynamics. Between the investigated models…
Efficient time integration schemes are necessary to capture the complex processes involved in atmospheric flows over long periods of time. In this work, we propose a high-order, implicit-explicit numerical scheme that combines Multi-Level…
We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…
The choice of numerical integrator in approximating solutions to dynamic partial differential equations depends on the smallest time-scale of the problem at hand. Large-scale deformations in elastic solids contain both shear waves and bulk…
We present a novel quasi-conservative arbitrary high order accurate ADER discontinuous Galerkin (DG) method allowing to efficiently use a non-conservative form of the considered partial differential system, so that the governing equations…
In this paper, we use Fourier analysis to study the superconvergence of the semi-discrete discontinuous Galerkin method for scalar linear advection equations in one spatial dimension. The error bounds and asymptotic errors are derived for…
In this paper we combine a flexible covariant formulation of the shallow water equations with the semi-implicit numerical scheme developed over the years by Casulli and collaborators. After adopting an orthogonal, but non-orthonormal,…
This article is devoted to the construction of a new class of semi-Lagrangian (SL) schemes with implicit-explicit (IMEX) Runge-Kutta (RK) time stepping for PDEs involving multiple space-time scales. The semi-Lagrangian (SL) approach fully…
We develop a family of stabilized backward differentiation formula (sBDF) schemes of orders one through four for semilinear parabolic equations. The proposed methods are designed to achieve three properties that are rarely available…
Conservation properties of iterative methods applied to implicit finite volume discretizations of nonlinear conservation laws are analyzed. It is shown that any consistent multistep or Runge-Kutta method is globally conservative. Further,…
A system of semi-discrete coupled nonlinear Schr\"{o}dinger equations is studied. To show the complete integrability of the model with multiple components, we extend the discrete version of the inverse scattering method for the…
We present modifications of the second-order Douglas stabilizing corrections method, which is a splitting method based on the implicit trapezoidal rule. Inclusion of an explicit term in a forward Euler way is straightforward, but this will…