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We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which…

Numerical Analysis · Mathematics 2020-01-14 Giacomo Albi , Giacomo Dimarco , Lorenzo Pareschi

This work aims to extend the residual distribution (RD) framework to stiff relaxation problems. The RD is a class of schemes which is used to solve hyperbolic system of partial differential equations. Up to our knowledge, it was used only…

Numerical Analysis · Mathematics 2020-07-08 Rémi Abgrall , Davide Torlo

We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…

Numerical Analysis · Mathematics 2020-01-14 Giacomo Albi , Lorenzo Pareschi

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

Implicit-explicit (IMEX) time integration schemes are well suited for nonlinear structural dynamics because of their low computational cost and high accuracy. However, stability of IMEX schemes cannot be guaranteed for general nonlinear…

Numerical Analysis · Mathematics 2025-06-27 Sun-Beom Kwon , Arun Prakash

While many methods exist to discretize nonlinear time-dependent partial differential equations (PDEs), the rigorous estimation and adaptive control of their discretization errors remains challenging. In this paper, we present a methodology…

Numerical Analysis · Mathematics 2017-06-15 Xunxun Wu , Kristoffer van der Zee , Gorkem Simsek , Harald Van Brummelen

The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…

Numerical Analysis · Mathematics 2021-06-09 Lukas Einkemmer , Alexander Ostermann , Mirko Residori

Quasi-linear hyperbolic systems with source terms introduce significant computational challenges due to the presence of a stiff source term. To address this, a finite volume Nessyahu-Tadmor (NT) central numerical scheme is explored and…

Numerical Analysis · Mathematics 2026-03-30 Sudipta Sahu , Emanuele Macca , Rathan Samala

Euler--Euler or volume-averaged Navier--Stokes equations are used in various applications to model systems with two or more interpenetrating phases. Each fluid obeys its own momentum and mass equations, and the phases are typically coupled…

Numerical Analysis · Mathematics 2025-08-04 Douglas Pacheco , Richard Schussnig

In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…

Numerical Analysis · Mathematics 2022-04-04 Dianming Hou , Zhonghua Qiao

An efficient, iterative semi-implicit (SI) numerical method for the time integration of stiff wave systems is presented. Physics-based assumptions are used to derive a convergent iterative formulation of the SI scheme which enables the…

Computational Physics · Physics 2008-07-02 N. F. Loureiro , G. W. Hammett

In this paper, the design and analysis of high order accurate IMEX finite volume schemes for the compressible Euler-Poisson (EP) equations in the quasineutral limit is presented. As the quasineutral limit is singular for the governing…

Numerical Analysis · Mathematics 2022-09-21 K. R. Arun , N. Crouseilles , S. Samantaray

This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of…

Numerical Analysis · Mathematics 2020-08-10 Ruisheng Qi , Xiaojie Wang

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

We propose two new classes of time integrators for stiff DEs: the implicit-explicit exponential (IMEXP) and the hybrid exponential methods. In contrast to the existing exponential schemes, the new methods offer significant computational…

Numerical Analysis · Mathematics 2016-05-11 Vu Thai Luan , Mayya Tokman , Greg Rainwater

Many hyperbolic and kinetic equations contain a non-stiff convection/transport part and a stiff relaxation/collision part (characterized by the relaxation or mean free time $\varepsilon$). To solve this type of problems, implicit-explicit…

Numerical Analysis · Mathematics 2020-08-19 Jingwei Hu , Ruiwen Shu

In this work we construct a high-order Asymptotic-Preserving (AP) Implicit-Explicit (IMEX) scheme for the ES-BGK model for gas mixtures introduced in [Brull, Commun. Math. Sci., 2015]. The time discretization is based on the IMEX strategy…

Numerical Analysis · Mathematics 2025-12-01 Domenico Caparello , Lorenzo Pareschi , Thomas Rey

Numerical radiation-hydrodynamics (RHD) for non-relativistic flows is a challenging problem because it encompasses processes acting over a very broad range of timescales, and where the relative importance of these processes often varies by…

Instrumentation and Methods for Astrophysics · Physics 2024-07-29 Chong-Chong He , Benjamin D. Wibking , Mark R. Krumholz

We analyze schemes based on a general Implicit-Explicit (IMEX) time discretization for the compressible Euler equations of gas dynamics, showing that they are asymptotic-preserving (AP) in the low Mach number limit. The analysis is carried…

Numerical Analysis · Mathematics 2025-10-23 Giuseppe Orlando , Luca Bonaventura

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…

Numerical Analysis · Mathematics 2024-08-26 Xiaobing Feng , Yukun Li , Liet Vo