Related papers: Implicit-explicit methods based on strong stabilit…
We propose and analyse a new Milstein type scheme for simulating stochastic differential equations (SDEs) with highly nonlinear coefficients. Our work is motivated by the need to justify multi-level Monte Carlo simulations for…
Stochastic gradient descent procedures have gained popularity for parameter estimation from large data sets. However, their statistical properties are not well understood, in theory. And in practice, avoiding numerical instability requires…
Simulating physical problems involving multi-time scale coupling is challenging due to the need of solving these multi-time scale processes simultaneously. In response to this challenge, this paper proposed an explicit multi-time step…
In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…
Schemes with the second-order approximation in time are considered for numerical solving the Cauchy problem for an evolutionary equation of first order with a self-adjoint operator. The implicit two-level scheme based on the Pad\'{e}…
In this study, we present a novel stabilized finite element analysis for transient Stokes model. The algebraic subgrid multiscale approach has been employed to arrive at the stabilized coupled variational formulation. Derivation of the…
Several results regarding the stability and the stabilization of linear impulsive positive systems under arbitrary, constant, minimum, maximum and range dwell-time are obtained. The proposed stability conditions characterize the pointwise…
In this paper, we focus on finding one-dimensional maps that detect global stability in multidimensional maps. We consider various local and global stability techniques in discrete-time dynamical systems and discuss their advantages and…
We study the numerical strong stability of explicit schemes for the numerical approximation of the solution to a BSDE where the driver has polynomial growth in the primary variable and satisfies a monotone decreasing condition, and we…
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…
We study in this paper the accuracy and stability of partially and fully implicit schemes for phase field modeling. Through theoretical and numerical analysis of Allen-Cahn and Cahn-Hillard models, we investigate the potential problems of…
We derive an implicit-explicit (IMEX), realizability-preserving first-order scheme for moment models with Lipschitz-continuous source terms. In contrast to fully-explicit schemes the time step does not depend on the physical parameters,…
In this paper we construct a third order method for solving additively split autonomous stiff systems of ordinary differential equations. The constructed additive method is L-stable with respect to the implicit part and allows to use an…
In this paper, we present a linearly implicit energy-preserving scheme for the Camassa-Holm equation by using the multiple scalar auxiliary variables approach, which is first developed to construct efficient and robust energy stable schemes…
This paper is part of a program to combine a staggered time and staggered spatial discretization of continuum wave equations so that important properties of the continuum that are proved using vector calculus can be proven in an analogous…
In this work, we propose a bi-grid scheme framework for the Allen-Cahn equation in Finite Element Method. The new methods are based on the use of two FEM spaces, a coarse one and a fine one, and on a decomposition of the solution into mean…
Semi-discrete Galerkin formulations of transient wave equations, either with conforming or discontinuous Galerkin finite element discretizations, typically lead to large systems of ordinary differential equations. When explicit time…
Given a family of systems, identifying stabilizing switching signals in terms of infinite walks constructed by concatenating cycles on the underlying directed graph of a switched system that satisfy certain conditions, is a well-known…
In this paper, we develop an asymptotic-preserving dynamical low-rank method for the multiscale linear kinetic transport equation. The proposed scheme is unconditionally stable in the diffusive regime while preserving the correct asymptotic…
In biochemically reactive systems with small copy numbers of one or more reactant molecules, the dynamics is dominated by stochastic effects. To approximate those systems, discrete state-space and stochastic simulation approaches have been…