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Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

This paper is devoted to two issues. One is to provide Lyapunov-based tools to establish integral input-to-state stability (iISS) and input-to-state stability (ISS) for some classes of nonlinear parabolic equations. The other is to provide…

Dynamical Systems · Mathematics 2014-10-14 Andrii Mironchenko , Hiroshi Ito

In this paper we continue the work on implicit-explicit (IMEX) time discretizations for the incompressible Oseen equations that we started in \cite{BGG23} (E. Burman, D. Garg, J. Guzm\`an, {\emph{Implicit-explicit time discretization for…

Numerical Analysis · Mathematics 2024-05-22 Erik Burman , Deepika Garg , Johnny Guzman

Peer methods are a comprehensive class of time integrators offering numerous degrees of freedom in their coefficient matrices that can be used to ensure advantageous properties, e.g. A-stability or super-convergence. In this paper, we show…

Numerical Analysis · Mathematics 2020-10-27 Moritz Schneider , Jens Lang

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…

Numerical Analysis · Mathematics 2019-02-06 Moritz Schneider , Jens Lang , Rüdiger Weiner

As the penetration of Grid-Following inverters (GFL) in power systems continues to increase, the dynamic characteristics of power systems undergo significant transformations. Recently, modal analysis based on the impedance model (MAI) has…

Systems and Control · Electrical Eng. & Systems 2025-03-04 Le Zheng , Jiajie Zheng , Lei Chen , Chongru Liu

We present a structure-preserving scheme based on a recently-proposed mixed formulation for incompressible hyperelasticity formulated in principal stretches. Although there exist Hamiltonians introduced for quasi-incompressible…

Numerical Analysis · Mathematics 2023-06-28 Jiashen Guan , Hongyan Yuan , Ju Liu

We propose a second-order implicit-explicit (IMEX) time-stepping scheme for the isentropic, compressible Cahn-Hilliard-Navier-Stokes equations in the low Mach number regime. The method is based on finite differences on staggered grids and…

Numerical Analysis · Mathematics 2026-02-25 Andreu Martorell , Pep Mulet , Dionisio F. Yáñez

We present a novel framework based on semi-bounded spatial operators for analyzing and discretizing initial boundary value problems on moving and deforming domains. This development extends an existing framework for well-posed problems and…

Numerical Analysis · Mathematics 2023-02-14 Tomas Lundquist , Arnaud Malan , Jan Nordström

We propose and analyse a novel surface finite element method that preserves the invariant regions of systems of semilinear parabolic equations on closed compact surfaces in $\mathbb{R}^3$ under discretisation. We also provide a…

Numerical Analysis · Mathematics 2020-01-20 Massimo Frittelli , Anotida Madzvamuse , Ivonne Sgura , Chandrasekhar Venkataraman

This paper addresses the synthesis of interval observers for partially unknown nonlinear systems subject to bounded noise, aiming to simultaneously estimate system states and learn a model of the unknown dynamics. Our approach leverages…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Mohammad Khajenejad , Zeyuan Jin

From a mathematical perspective, the extraordinary properties of metamaterials are often reflected in the coefficients of the governing partial differential equations (PDEs). These coefficients may fall outside the assumptions of classical…

Numerical Analysis · Mathematics 2026-05-22 Eric T. Chung , Patrick Ciarlet , Xingguang Jin , Changqing Ye

We develop a family of stabilized backward differentiation formula (sBDF) schemes of orders one through four for semilinear parabolic equations. The proposed methods are designed to achieve three properties that are rarely available…

Numerical Analysis · Mathematics 2026-03-25 Haishen Dai , Huan Lei , Bin Zheng

Electromagnetic transient (EMT) simulation is a crucial tool for power system dynamic analysis because of its detailed component modeling and high simulation accuracy. However, it suffers from computational burdens for large power grids…

Systems and Control · Electrical Eng. & Systems 2023-12-21 Min Xiong , Kaiyang Huang , Yang Liu , Rui Yao , Kai Sun , Feng Qiu

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…

Numerical Analysis · Mathematics 2025-04-15 Lingyun Ding

We address a numerical methodology for the computation of coarse-grained stable and unstable manifolds of saddle equilibria/stationary states of multiscale/stochastic systems for which a "good" macroscopic description in the form of…

Dynamical Systems · Mathematics 2019-09-10 Constantinos Siettos , Lucia Russo

We consider general parameter to solution maps $\theta \mapsto \mathcal G(\theta)$ of non-linear partial differential equations and describe an approach based on a Banach space version of the implicit function theorem to verify the gradient…

Statistics Theory · Mathematics 2026-01-16 Aurélien Castre , Richard Nickl

In this paper we consider a class of robust multilevel precontioners for the Helmholtz equation with high wave number. The key idea in this work is to use the continuous interior penalty finite element methods (CIP-FEM) studied in…

Numerical Analysis · Mathematics 2013-04-26 Huangxin Chen , Haijun Wu , Xuejun Xu

An efficient and reliable stress computation algorithm is presented, which is based on implicit integration of the local evolution equations of multiplicative finite-strain plasticity/viscoplasticity. The algorithm is illustrated by an…

Numerical Analysis · Mathematics 2016-05-25 A. V. Shutov