Related papers: IMEX method convergence for a parabolic equation
We investigate the asymptotic behavior of solutions for quasilinear parabolic equations in bounded intervals. In particular, we are concerned with a special class of solutions, called interface solutions, which exhibit e metastable…
A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…
We present the acceleration of an IMplicit-EXplicit (IMEX) non-hydrostatic atmospheric model on manycore processors such as GPUs and Intel's MIC architecture. IMEX time integration methods sidestep the constraint imposed by the…
A semilinear initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For L1-type discretizations of this…
This work presents IMplicit-EXplicit (IMEX) formulations for discontinuous Galerkin (DG) discretizations of the compressible Euler equations governing non-hydrostatic atmospheric flows. In particular, we show two different IMEX formulations…
Solutions to differential equations, which are used to model physical systems, are computed numerically by solving a set of discretized equations. This set of discretized equations is reduced to a large linear system, whose solution is…
We present a novel and general methodology for building second-order finite volume implicit-explicit Runge-Kutta numerical schemes for solving two-dimensional financial parabolic PDEs with mixed derivatives. The methods achieve second-order…
We propose a probabilistic definition of solutions of semilinear elliptic equations with (possibly nonlocal) operators associated with regular Dirichlet forms and with measure data. Using the theory of backward stochastic differential…
Fitted finite element methods are constructed for a singularly perturbed convection-diffusion problem in two space dimensions. Exponential splines as basis functions are combined with Shishkin meshes to obtain a stable parameter-uniform…
Several relaxation approximations to partial differential equations have been recently proposed. Examples include conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems. The present paper focuses…
Implicit-Explicit (IMEX) methods are flexible numerical time integration methods which solve an initial-value problem (IVP) that is partitioned into stiff and nonstiff processes with the goal of lower computational costs than a purely…
For a class of linear elliptic equations of general type with rapidly oscillating coefficients, we use the sigma-convergence method to prove the homogenization result and a corrector-type result. In the case of asymptotic periodic…
In this paper we establish best approximation property of fully discrete Galerkin solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty(I;W^{1,\infty}(\Om))$ norm. The discretization method…
Eigenvalue perturbation theory is applied to justify using complex-valued linear scalar test equations to characterize the stability of implicit-explicit general linear methods (IMEX GLMs) solving autonomous linear ordinary differential…
We present and analyze a new stable space-time Isogeometric Analysis (IgA) method for the numerical solution of parabolic evolution equations in fixed and moving spatial computational domains. The discrete bilinear form is elliptic on the…
A general procedure for constructing conservative numerical integrators for time dependent partial differential equations is presented. In particular, linearly implicit methods preserving a time discretised version of the invariant is…
We herein propose a variant of the projected inexact Levenberg--Marquardt method (ILMM) for solving constrained nonsmooth equations. Since the orthogonal projection onto the feasible set may be computationally expensive, we propose a local…
We study a degenerate parabolic-hyperbolic equation with zero flux boundary condition. The aim of this paper is to prove convergence of numerical approximate solutions towards the unique entropy solution. We propose an implicit finite…
We consider a linear implicit-explicit (IMEX) time discretization of the Cahn-Hilliard equation with a source term, endowed with Dirichlet boundary conditions. For every time step small enough, we build an exponential attractor of the…
This work aims to extend the residual distribution (RD) framework to stiff relaxation problems. The RD is a class of schemes which is used to solve hyperbolic system of partial differential equations. Up to our knowledge, it was used only…