Related papers: Error analysis of an implicit-explicit time discre…
The Adam optimizer, often used in Machine Learning for neural network training, corresponds to an underlying ordinary differential equation (ODE) in the limit of very small learning rates. This work shows that the classical Adam algorithm…
Implicit-explicit Runge-Kutta (IMEX-RK) time discretization methods are very popular when solving stiff kinetic equations. In [21], an asymptotic analysis shows that a specific class of high-order IMEX-RK schemes can accurately capture the…
Despite the growing interest in parallel-in-time methods as an approach to accelerate numerical simulations in atmospheric modelling, improving their stability and convergence remains a substantial challenge for their application to…
In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…
We study a discrete-time random feature method for nonlinear, time-dependent partial differential equations. In contrast to continuous-time formulations that treat time as an additional input variable, the method advances the solution step…
We study space--time isogeometric discretizations of the linear acoustic wave equation that use splines of arbitrary degree p, both in space and time. We propose a space--time variational formulation that is obtained by adding a…
Earth system models are composed of coupled components that separately model systems such as the global atmosphere, ocean, and land surface. While these components are well developed, coupling them in a single system can be a significant…
We prove sharp wavenumber-explicit error bounds for first- or second-family-N\'ed\'elec-element (a.k.a. edge-element) conforming discretisations, of arbitrary (fixed) order, of the variable-coefficient time-harmonic Maxwell equations posed…
A space-discretization for the elastic flow of inextensible curves is devised and quasi-optimal convergence of the corresponding semi-discrete problem is proved for a suitable discretization of the nonlinear inextensibility constraint.…
The coupled system, where one is a degenerate parabolic equation and the other has not a diffusion term arises in the modeling of European options with liquidity shocks. Two implicit-explicit (IMEX) schemes that preserve the positivity of…
Dynamical systems with sub-processes evolving on many different time scales are ubiquitous in applications. Their efficient solution is greatly enhanced by automatic time step variation. This paper is concerned with the theory, construction…
We present an implicit-explicit well-balanced finite volume scheme for the Euler equations with a gravitational source term which is able to deal also with low Mach flows. To visualize the different scales we use the non-dimensionalized…
This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…
Stability and convergence of full discretizations of various surface evolution equations are studied in this paper. The proposed discretization combines a higher-order evolving-surface finite element method (ESFEM) for space discretization…
We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…
We propose a multi-index algorithm for the Monte Carlo (MC) discretization of a linear, elliptic PDE with affine-parametric input. We prove an error vs. work analysis which allows a multi-level finite-element approximation in the physical…
In this work we construct a multiderivative implicit-explicit (IMEX) scheme for a class of stiff ordinary differential equations. Our solver is high-order accurate and has an asymptotic preserving (AP) property. The proposed method is based…
This work proposes a discretization of the acoustic wave equation with possibly oscillatory coefficients based on a superposition of discrete solutions to spatially localized subproblems computed with an implicit time discretization. Based…
This paper proposes a virtual element method (VEM) combined with a second-order implicit-explicit scheme based on the scalar auxiliary variable (SAV) method for the incompressible magnetohydrodynamics (MHD) equations. We employ the BDF2…
We study a wave equation with a nonlocal time fractional damping term that models the effects of acoustic attenuation characterized by a frequency dependence power law. First we prove existence of a unique solution to this equation with…