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Stiff systems of ordinary differential equations (ODEs) and sparse training data are common in scientific problems. This paper describes efficient, implicit, vectorized methods for integrating stiff systems of ordinary differential…

Numerical Analysis · Mathematics 2023-10-16 Mark C. Messner , Tianchen Hu , Tianju Chen

We present novel model reduction methods for rapid solution of parametrized nonlinear partial differential equations (PDEs) in real-time or many-query contexts. Our approach combines reduced basis (RB) space for rapidly convergent…

Numerical Analysis · Mathematics 2024-10-04 Ngoc Cuong Nguyen

We present a new efficient computational approach for time-dependent first-order Hamilton-Jacobi-Bellman PDEs. Since our method is based on a time-implicit Eulerian discretization, the numerical scheme is unconditionally stable, but…

Numerical Analysis · Mathematics 2013-06-18 Alexander Vladimirsky , Changxi Zheng

An exponential time-integrator scheme of second-order accuracy based on the predictor-corrector methodology, denoted PCEXP, is developed to solve multi-dimensional nonlinear partial differential equations pertaining to fluid dynamics. The…

Computational Physics · Physics 2018-05-09 Shu-Jie Li , Li-Shi Luo , Z. J. Wang , Lili Ju

In this paper, we develop a high order finite difference boundary treatment method for the implicit-explicit (IMEX) Runge-Kutta (RK) schemes solving hyperbolic systems with possibly stiff source terms on a Cartesian mesh. The main challenge…

Numerical Analysis · Mathematics 2020-10-28 Weifeng Zhao , Juntao Huang

In this work, we propose a novel framework for the numerical solution of time-dependent conservation laws with implicit schemes via primal-dual hybrid gradient methods. We solve an initial value problem (IVP) for the partial differential…

Numerical Analysis · Mathematics 2022-07-18 Siting Liu , Stanley Osher , Wuchen Li , Chi-Wang Shu

Time-dependent basis reduced order models (TDB ROMs) have successfully been used for approximating the solution to nonlinear stochastic partial differential equations (PDEs). For many practical problems of interest, discretizing these PDEs…

Numerical Analysis · Mathematics 2023-08-21 M. Donello , G. Palkar , M. H. Naderi , D. C. Del Rey Fernández , H. Babaee

This paper introduces a novel computational approach termed the Reduced Augmentation Implicit Low-rank (RAIL) method by investigating two predominant research directions in low-rank solutions to time-dependent partial differential equations…

Numerical Analysis · Mathematics 2024-09-12 Joseph Nakao , Jing-Mei Qiu , Lukas Einkemmer

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…

Numerical Analysis · Mathematics 2023-10-27 João Guilherme Caldas Steinstraesser , Pedro da Silva Peixoto , Martin Schreiber

We present a high-order implicit-explicit discontinuous Galerkin (IMEX-DG) solver for the compressible Euler equations to account for rotational effects within a fully compressible atmospheric framework. Time integration follows a…

Numerical Analysis · Mathematics 2026-05-29 Letizia Bottani , Tommaso Benacchio , Giuseppe Orlando , Luca Bonaventura , Allan Peter Engsig-Karup

This paper proposes a theoretical framework for establishing the energy dissipation of general implicit-explicit linear multistep methods (IMEX-LMMs) for gradient flows, by constructing a dissipative modified energy consisting of the…

Numerical Analysis · Mathematics 2026-05-27 Chaoyu Quan , Huaijin Wang , Xuping Wang , Chuanju Xu

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet for fluid problems it only achieves first-order spatial accuracy near embedded boundaries for the velocity field and…

Numerical Analysis · Mathematics 2017-03-08 David B. Stein , Robert D. Guy , Becca Thomases

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

Stiff systems of ordinary differential equations (ODEs) arise in a wide range of scientific and engineering disciplines and are traditionally solved using implicit integration methods due to their stability and efficiency. However, these…

Numerical Analysis · Mathematics 2024-12-02 Colby Fronk , Linda Petzold

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…

Numerical Analysis · Mathematics 2026-04-29 Haoran Zhou , Zhaohui Fu , Yangshuai Wang , Xinlong Feng

The purpose of this work is to introduce a new idea of how to avoid the factorization of large matrices during the solution of stiff systems of ODEs. Starting from the general form of an explicit linear multistep method we suggest to…

Numerical Analysis · Mathematics 2019-08-22 Boris Faleichik

We present implicit-explicit (IMEX) kinetic simulations of weakly collisional parallel plasma transport in magnetic mirror configurations using the continuum code \textsc{COGENT}. The numerical scheme employs a Jacobian-free Newton--Krylov…

Plasma Physics · Physics 2025-10-09 M. Dorf , M. Dorr , V. Geyko , D. Ghosh , M. Umansky , J. Angus

We consider the development of implicit-explicit time integration schemes for optimal control problems governed by the Goldstein-Taylor model. In the diffusive scaling this model is a hyperbolic approximation to the heat equation. We…

Numerical Analysis · Mathematics 2013-08-05 Giacomo Albi , Michael Herty , Christian Jörres , Lorenzo Pareschi

We propose a second-order implicit-explicit (IMEX) time-stepping scheme for the isentropic, compressible Cahn-Hilliard-Navier-Stokes equations discretized on staggered (MAC) grids. The scheme is based on finite difference approximations…

Numerical Analysis · Mathematics 2025-12-24 Andreu Martorell , Pep Mulet , Dionisio F. Yáñez

In this paper we present a new high order semi-implicit DG scheme on two-dimensional staggered triangular meshes applied to different nonlinear systems of hyperbolic conservation laws such as advection-diffusion models, incompressible…

Numerical Analysis · Mathematics 2024-02-13 M. Tavelli , W. Boscheri