Related papers: Hybrid Explicit-Implicit Predictor-Corrector Expon…

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

The context of this work is the development of first order total variation diminishing (TVD) implicit-explicit (IMEX) Runge-Kutta (RK) schemes as a basis of a Multidimensional Optimal Order detection (MOOD) approach to approximate the…

This paper is concerned with the time-step condition of commonly-used linearized semi-implicit schemes for nonlinear parabolic PDEs with Galerkin finite element approximations. In particular, we study the time-dependent nonlinear Joule…

In this work, we introduce a self-adaptive implicit-explicit (IMEX) time integration scheme, named IMEX-RB, for the numerical integration of systems of ordinary differential equations (ODEs), arising from spatial discretizations of partial…

In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…

Accurate forecasts of macroeconomic and financial data, such as GDP, CPI, unemployment rates, and stock indices, are crucial for the success of countries, businesses, and investors, resulting in a constant demand for reliable forecasting…

An adaptive scheme to generate reduced-order models for parametric nonlinear dynamical systems is proposed. It aims to automatize the POD-Greedy algorithm combined with empirical interpolation. At each iteration, it is able to adaptively…

Standard explicit schemes for parabolic equations are not very convenient for computing practice due to the fact that they have strong restrictions on a time step. More promising explicit schemes are associated with explicit-implicit…

The empirical mode decomposition (EMD) method and its variants have been extensively employed in the load and renewable forecasting literature. Using this multiresolution decomposition, time series (TS) related to the historical load and…

The time domain analysis of eddy current problems often requires the simulation of long time intervals, e.g. until a steady state is reached. Fast-switching excitations e.g. in pulsedwidth modulated signals require in addition very small…

Quaternion kinematical differential equation (QKDE) plays a key role in navigation, control and guidance systems. Although explicit symplectic geometric algorithms (ESGA) for this problem are available, there is a lack of a unified way for…

Discontinuous Galerkin (DG) methods for hyperbolic partial differential equations (PDEs) with explicit time-stepping schemes, such as strong stability-preserving Runge-Kutta (SSP-RK), suffer from time-step restrictions that are…

We investigate new developments of the combined Reduced-Basis and Empirical Interpolation Methods (RB-EIM) for parametrized nonlinear parabolic problems. In many situations, the cost of the EIM in the offline stage turns out to be…

In this paper, we introduce a method for adapting the step-sizes of temporal difference (TD) learning. The performance of TD methods often depends on well chosen step-sizes, yet few algorithms have been developed for setting the step-size…

We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…

The goal of this paper is to develop 2nd order Implicit-Explicit Runge-Kutta (IMEX-RK) finite volume (FV) schemes for solving 1d parabolic PDEs for option pricing, with possible nonlinearities in the source and advection terms. The spatial…

We propose the interpolatory hybridizable discontinuous Galerkin (Interpolatory HDG) method for a class of scalar parabolic semilinear PDEs. The Interpolatory HDG method uses an interpolation procedure to efficiently and accurately…

Numerical simulation of viscoelastic flows is challenging because of the hyperbolic nature of viscoelastic constitutive equations. Despite their superior accuracy and efficiency, pseudo-spectral methods require the introduction of…

This paper presents a rigorous numerical framework for computing multiple solutions of semilinear elliptic problems by spatiotemporal high-index saddle dynamics (HiSD), which extends the traditional HiSD to the continuous-in-space setting,…

In this article, we present a simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations by optimally selecting the time step used to advance the numerical solution and…