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In this paper, we focus on constructing numerical schemes preserving the averaged energy evolution law for nonlinear stochastic wave equations driven by multiplicative noise. We first apply the compact finite difference method and the…

Numerical Analysis · Mathematics 2022-01-26 Jialin Hong , Baohui Hou , Liying Sun

We propose new algorithms for numerical integration of the equations of motion for classical spin systems with fixed spatial site positions. The algorithms are derived on the basis of a mid-point scheme in conjunction with the multiple time…

Statistical Mechanics · Physics 2009-10-31 I. P. Omelyan , I. M. Mryglod , R. Folk

In this paper, we investigate a sequentially decoupled numerical method for solving the fully coupled quasi-static thermo-poroelasticity problems with nonlinear convective transport. The symmetric interior penalty discontinuous Galerkin…

Numerical Analysis · Mathematics 2025-09-09 Fan Chen , Ming Cui , Chenguang Zhou

We present a conservative/dissipative time integration scheme for nonlinear mechanical systems. Starting from a weak form, we derive algorithmic forces and velocities that guarantee the desired conservation/dissipation properties. Our…

Numerical Analysis · Mathematics 2019-11-01 Cristian G. Gebhardt , Ignacio Romero , Raimund Rolfes

Many conservative partial differential equations such as the Korteweg-de Vries (KdV) equation, and the nonlinear Schr\"{o}dinger equations, the Klein-Gordon equation have more than one invariant functionals. In this paper, we propose the…

Numerical Analysis · Mathematics 2025-08-19 Wei Shi , Bin Wang , Kai Liu

Semi-implicit multilevel spectral deferred correction (SI-MLSDC) methods provide a promising approach for high-order time integration for nonlinear evolution equations including conservation laws. However, existing methods lack robustness…

Numerical Analysis · Mathematics 2025-12-09 Erik Pfister , Jörg Stiller

We are interested in the numerical simulations of the Euler system with variable congestion encoded by a singular pressure. This model describes for instance the macroscopic motion of a crowd with individual congestion preferences. We…

Numerical Analysis · Mathematics 2021-02-04 Pierre Degond , Piotr Minakowski , Laurent Navoret , Ewelina Zatorska

We study numerically the semiclassical limit for the nonlinear Schroedinger equation thanks to a modification of the Madelung transform due to E.Grenier. This approach is naturally asymptotic preserving, and allows for the presence of…

Numerical Analysis · Mathematics 2011-09-22 Rémi Carles , Bijan Mohammadi

The increasing integration of power electronic devices is driving the development of more advanced tools and methods for the modeling, analysis, and control of modern power systems to cope with the different time-scale oscillations. In this…

Systems and Control · Electrical Eng. & Systems 2019-10-22 Umberto Biccari , Noboru Sakamoto , Eneko Unamuno , Danel Madariaga , Enrique Zuazua , Jon Andoni Barrena

In this paper, we develop a class of high-order conservative methods for simulating non-equilibrium radiation diffusion problems. Numerically, this system poses significant challenges due to strong nonlinearity within the stiff source terms…

Numerical Analysis · Mathematics 2024-01-30 Shaoqin Zheng , Min Tang , Qiang Zhang , Tao Xiong

A multi-component semi-discrete nonlinear integrable system associated with the relevant third-order auxiliary linear problem is claimed to be the prototype system for several reduced integrable systems formulated in terms of true dynamical…

Exactly Solvable and Integrable Systems · Physics 2020-11-25 Oleksiy O. Vakhnenko

This paper is concerned with the numerical approximation of the isothermal Euler equations for charged particles subject to the Lorentz force. When the magnetic field is large, the so-called drift-fluid approximation is obtained. In this…

Mathematical Physics · Physics 2014-04-08 Pierre Degond , Fabrice Deluzet , Afeintou Sangam , Marie-Hélène Vignal

This paper is concerned with the numerical approximation of stochastic mechanical systems with nonlinear holonomic constraints. Such systems are described by second order stochastic differential-algebraic equations involving an implicitly…

Probability · Mathematics 2017-09-26 Felix Lindner , Holger Stroot

We propose efficient numerical methods for nonseparable non-canonical Hamiltonian systems which are explicit, K-symplectic in the extended phase space with long time energy conservation properties. They are based on extending the original…

Numerical Analysis · Mathematics 2023-03-01 Beibei Zhu , Lun Ji , Aiqing Zhu , Yifa Tang

Numerical algorithms based on variational and symplectic integrators exhibit special features that make them promising candidates for application to general relativity and other constrained Hamiltonian systems. This paper lays part of the…

General Relativity and Quantum Cosmology · Physics 2009-11-11 David Brown

In this paper we propose and investigate a general approach to constructing local energy-preserving algorithms which can be of arbitrarily high order in time for solving Hamiltonian PDEs. This approach is based on the temporal…

Numerical Analysis · Mathematics 2021-03-31 Yuwen Li , Xinyuan Wu

A well-known issue associated with the use of fully conservative schemes in multicomponent-flow simulations is the generation of spurious pressure oscillations at contact interfaces. These oscillations can rapidly lead to solver divergence…

Fluid Dynamics · Physics 2023-10-30 Eric J. Ching , Ryan F. Johnson , Andrew D. Kercher

Entropy-conserving numerical fluxes are a cornerstone of modern high-order entropy-dissipative discretizations of conservation laws. In addition to entropy conservation, other structural properties mimicking the continuous level such as…

Numerical Analysis · Mathematics 2022-04-25 Hendrik Ranocha

We analyze, from the viewpoint of positivity preservation, certain discretizations of a fundamental partial differential equation, the one-dimensional advection equation with periodic boundary condition. The full discretization is obtained…

Numerical Analysis · Mathematics 2021-05-18 Yiannis Hadjimichael , David I. Ketcheson , Lajos Lóczi

A new method is proposed to numerically integrate a dynamical system on a manifold such that the trajectory stably remains on the manifold and preserves first integrals of the system. The idea is that given an initial point in the manifold…

Numerical Analysis · Mathematics 2016-11-29 Dong Eui Chang , Fernando Jimenez , Matthew Perlmutter