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Stabilized explicit methods are particularly efficient for large systems of stiff stochastic differential equations (SDEs) due to their extended stability domain. However, they loose their efficiency when a severe stiffness is induced by…

Numerical Analysis · Mathematics 2021-08-13 Assyr Abdulle , Giacomo Rosilho de Souza

In many applications, the governing PDE to be solved numerically contains a stiff component. When this component is linear, an implicit time stepping method that is unencumbered by stability restrictions is often preferred. On the other…

Numerical Analysis · Mathematics 2021-04-27 Kevin Chow , Steven J. Ruuth

Simulating physical problems involving multi-time scale coupling is challenging due to the need of solving these multi-time scale processes simultaneously. In response to this challenge, this paper proposed an explicit multi-time step…

Computational Engineering, Finance, and Science · Computer Science 2023-09-11 Xiaojing Tang , Dong Wu , Zhengtong Wang , Oskar Haidn , Xiangyu Hu

For many systems of differential equations modeling problems in science and engineering, there are often natural splittings of the right hand side into two parts, one of which is non-stiff or mildly stiff, and the other part is stiff. Such…

Numerical Analysis · Mathematics 2018-11-07 Giuseppe Izzo , Zdzislaw Jackiewicz

In this note we propose and analyze novel implicit-explicit methods based on second order strong stability preserving multistep time discretizations. Several schemes are developed, and a linear stability analysis is performed to study their…

Numerical Analysis · Mathematics 2025-10-20 Thor Gjesdal

Use of explicit integration methods for power electronic circuits with ideal switch models significantly improves simulation speed. The PLECS package [1] has effectively used this idea; however, the implementation details involved in PLECS…

Computational Engineering, Finance, and Science · Computer Science 2024-06-19 Mahesh B. Patil

As inverter-based resources (IBRs) penetrate power systems, the dynamics become more complex, exhibiting multiple timescales, including electromagnetic transient (EMT) dynamics of power electronic controllers and electromechanical dynamics…

Systems and Control · Electrical Eng. & Systems 2025-03-17 Kaiyang Huang , Min Xiong , Yang Liu , Kai Sun

We show that, even for extremely stiff systems, explicit integration may compete in both accuracy and speed with implicit methods if algebraic methods are used to stabilize the numerical integration. The required stabilizing algebra depends…

Solar and Stellar Astrophysics · Physics 2016-08-01 M. W. Guidry , R. Budiardja , E. Feger , J. J. Billings , W. R. Hix , O. E. B. Messer , K. J. Roche , E. McMahon , M. He

The stability of classical semi-implicit scheme, and some more advanced iterative schemes recently proposed for Numerical Weather Prediction (NWP) purpose is examined. In all these schemes, the solution of the centred-implicit non-linear…

Atmospheric and Oceanic Physics · Physics 2009-11-10 Pierre Benard

Implicit-Explicit (IMEX) methods are flexible numerical time integration methods which solve an initial-value problem (IVP) that is partitioned into stiff and nonstiff processes with the goal of lower computational costs than a purely…

Numerical Analysis · Mathematics 2026-02-11 Alex C. Fish , Daniel R. Reynolds , Steven B. Roberts

Variational multiscale (VMS) methods offer a robust framework for handling under-resolved flow scales without resorting to problem-specific turbulence models. Here, we propose and assess a dynamic, term-by-term VMS stabilized formulation…

Fluid Dynamics · Physics 2026-02-06 Diego Escobar , Douglas Pacheco , Alejando Aguirre , Ernesto Castillo

The application of immersed boundary methods in static analyses is often impeded by poorly cut elements (small cut elements problem), leading to ill-conditioned linear systems of equations and stability problems. While these concerns may…

Stochastic differential equations (SDE) often exhibit large random transitions. This property, which we denote as pathwise stiffness, causes transient bursts of stiffness which limit the allowed step size for common fixed time step explicit…

Numerical Analysis · Mathematics 2018-04-13 Christopher Rackauckas , Qing Nie

This paper studies the emulation-based stabilization of nonlinear networked control systems with two time scales. We address the challenge of using a single communication channel for transmitting both fast and slow variables between the…

Optimization and Control · Mathematics 2025-02-27 Weixuan Wang , Alejandro I. Maass , Dragan Nešić , Ying Tan , Romain Postoyan , W. P. M. H. Heemels

The existence of generalized steady states (GSSs) in nonlinear mechanical systems under moderate temporally aperiodic forcing has only been shown recently. Here we derive systematic expansions for such GSSs and construct a numerical…

Dynamical Systems · Mathematics 2026-02-20 Roshan S. Kaundinya , Isabella Thiel , Bálint Kaszás , Shobhit Jain , George Haller

We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with relatively small number of negative eigenvalues. The proposed…

Numerical Analysis · Computer Science 2019-01-29 Murat Manguoglu , Volker Mehrmann

High order strong stability preserving (SSP) time discretizations ensure the nonlinear non-inner-product strong stability properties of spatial discretizations suited for the stable simulation of hyperbolic PDEs. Over the past decade…

Numerical Analysis · Mathematics 2024-12-20 Sigal Gottlieb , Zachary J. Grant

Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…

Numerical Analysis · Mathematics 2020-11-24 Ross Glandon , Mahesh Narayanamurthi , Adrian Sandu

Many complex applications require the solution of initial-value problems where some components change fast, while others vary slowly. Multirate schemes apply different step sizes to resolve different components of the system, according to…

Numerical Analysis · Mathematics 2021-02-23 Michael Guenther , Adrian Sandu

Explicit stabilized methods are highly efficient time integrators for large and stiff systems of ordinary differential equations especially when applied to semi-discrete parabolic problems. However, when local spatial mesh refinement is…

Numerical Analysis · Mathematics 2025-10-20 Mathieu Benninghoff , Gilles Vilmart
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