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We consider the development of exponential methods for the robust time discretization of space inhomogeneous Boltzmann equations in stiff regimes. Compared to the space homogeneous case, or more in general to the case of splitting based…

Numerical Analysis · Mathematics 2012-08-14 Qin Li , Lorenzo Pareschi

The work deals with two major topics concerning the numerical analysis of Runge-Kutta-like (RK-like) methods, namely their stability and order of convergence. RK-like methods differ from additive RK methods in that their coefficients are…

Numerical Analysis · Mathematics 2025-06-26 Thomas Izgin

We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…

Numerical Analysis · Mathematics 2020-05-21 Zhihui Liu , Zhonghua Qiao

We report on the potential occurrence of a numerical instability in the long-time simulation of black holes using the Baumgarte-Shapiro-Shibata-Nakamura formulation of numerical relativity, even in the simple set-up of a Schwarzschild black…

General Relativity and Quantum Cosmology · Physics 2025-04-09 Sebastian Garcia-Saenz , Guangzhou Guo , Peng Wang , Xinmiao Wang

This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…

Numerical Analysis · Mathematics 2021-05-12 Keita Sana , Beljadid Abdelaziz , Bourgault Yves

This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…

Numerical Analysis · Mathematics 2024-08-26 Xiaobing Feng , Yukun Li , Liet Vo

Non-local systems of conservation laws play a crucial role in modeling flow mechanisms across various scenarios. The well-posedness of such problems is typically established by demonstrating the convergence of robust first-order schemes.…

Numerical Analysis · Mathematics 2025-01-07 Nikhil Manoj , G. D. Veerappa Gowda , Sudarshan Kumar K

Stationary black holes of massless supergravity theories are described by certain geodesic curves on the target space that is obtained after dimensional reduction over time. When the target space is a symmetric coset space we make use of…

High Energy Physics - Theory · Physics 2014-11-21 W. Chemissany , P. Fré , J. Rosseel , A. S. Sorin , M. Trigiante , T. Van Riet

Second-order self-force computations, which will be essential in modeling extreme-mass-ratio inspirals, involve two major new difficulties that were not present at first order. One is the problem of large scales, discussed in [Phys. Rev. D…

General Relativity and Quantum Cosmology · Physics 2016-11-15 Jeremy Miller , Barry Wardell , Adam Pound

A metric-affine approach is employed to study higher-dimensional modified gravity theories involving different powers and contractions of the Ricci tensor. It is shown that the field equations are \emph{always} second-order, as opposed to…

High Energy Physics - Theory · Physics 2015-08-28 D. Bazeia , L. Losano , Gonzalo J. Olmo , D. Rubiera-Garcia , A. Sanchez-Puente

We study black holes for the linear hyperbolic equations describing the wave propagation in the moving medium. Such black holes are called artificial since the Lorentz metric associated with the hyperbolic equation does not necessary…

Analysis of PDEs · Mathematics 2011-05-11 Gregory Eskin

Stiff and chaotic differential equations are challenging for time-stepping numerical methods. For explicit methods, the required time step resolution significantly exceeds the resolution associated with the smoothness of the exact solution…

Numerical Analysis · Mathematics 2024-02-28 Jan Scheffel

Second-order formulations of the 3+1 Einstein equations obtained by eliminating the extrinsic curvature in terms of the time derivative of the metric are examined with the aim of establishing whether they are well posed, in cases of…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Simonetta Frittelli

In this work, we base on the second-order post-Minkowskian equations of motion, and apply an iterative technique to analytically derive the gravitational deflection of the relativistic particles in the equatorial plane of Kerr-Newman black…

General Relativity and Quantum Cosmology · Physics 2020-07-27 Guansheng He , Wenbin Lin

We present high-order compact schemes for a linear second-order parabolic partial differential equation (PDE) with mixed second-order derivative terms in two spatial dimensions. The schemes are applied to option pricing PDE for a family of…

Computational Finance · Quantitative Finance 2016-11-02 Bertram Düring , Christof Heuer

The Einstein's linear equation of a small perturbation in a space-time with a homogeneous section of low dimension, is studied. For every harmonic mode of the horizon, there are two solutions which behave differently at large distance $r$.…

General Relativity and Quantum Cosmology · Physics 2011-01-14 Jose L. Martinez-Morales

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

This is the first paper in a series aimed to implement boundary conditions consistent with the constraints' propagation in 3D numerical relativity. Here we consider spherically symmetric black hole spacetimes in vacuum or with a minimally…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Gioel Calabrese , Luis Lehner , Manuel Tiglio

We present two strategies for designing passivity preserving higher order discretization methods for Maxwell's equations in nonlinear Kerr-type media. Both approaches are based on variational approximation schemes in space and time. This…

Numerical Analysis · Mathematics 2022-02-17 Herbert Egger , Vsevolod Shashkov

We prove optimal error bounds for a second order in time finite element approximation of curve shortening flow in possibly higher codimension. In addition, we introduce a second order in time method for curve diffusion. Both schemes are…

Numerical Analysis · Mathematics 2026-01-29 Klaus Deckelnick , Robert Nürnberg