相关论文: High-Order Implicit Time-Marching Methods Based on…

We study Runge-Kutta methods for rough differential equations which can be used to calculate solutions to stochastic differential equations driven by processes that are rougher than a Brownian motion. We use a Taylor series representation…

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

New time integration methods are proposed for simulating incompressible multiphase flow in pipelines described by the one-dimensional two-fluid model. The methodology is based on 'half-explicit' Runge-Kutta methods, being explicit for the…

Strong stability preserving (SSP) integrators for initial value ODEs preserve temporal monotonicity solution properties in arbitrary norms. All existing SSP methods, including implicit methods, either require small step sizes or achieve…

We develop a general framework for designing conservative numerical methods based on summation by parts operators and split forms in space, combined with relaxation Runge-Kutta methods in time. We apply this framework to create new classes…

We present novel entropy-conservative and entropy-stable multirate Runge-Kutta methods based on Paired Explicit Runge-Kutta (P-ERK) schemes with relaxation for conservation laws and related systems of partial differential equations.…

A large class of semilinear parabolic equations satisfy the maximum bound principle (MBP) in the sense that the time-dependent solution preserves for any time a uniform pointwise bound imposed by its initial and boundary conditions.…

The construction of high order entropy stable collocation schemes on quadrilateral and hexahedral elements has relied on the use of Gauss-Legendre-Lobatto collocation points and their equivalence with summation-by-parts (SBP) finite…

We consider the efficient numerical solution of coupled dynamical systems, consisting of a small nonlinear part and a large linear time invariant part, possibly stemming from spatial discretization of an underlying partial differential…

We present an energy/entropy stable and high order accurate finite difference (FD) method for solving the nonlinear (rotating) shallow water equations (SWEs) in vector invariant form using the newly developed dual-pairing and…

The fast marching method is well-known for its worst-case optimal computational complexity in solving the Eikonal equation, and has been employed in numerous scientific and engineering fields. However, it has barely benefited from…

In this paper, we introduce a new simple approach to developing and establishing the convergence of splitting methods for a large class of stochastic differential equations (SDEs), including additive, diagonal and scalar noise types. The…

We present an extension of the summation-by-parts (SBP) framework to tensor-product spectral-element operators in collapsed coordinates. The proposed approach enables the construction of provably stable discretizations of arbitrary order…

Many HPC applications that solve differential equations rely on the Runge-Kutta family of methods for time integration. Among these methods, the fourth-order accurate RK4 scheme is especially popular. This time integration scheme requires…

Conservation properties of iterative methods applied to implicit finite volume discretizations of nonlinear conservation laws are analyzed. It is shown that any consistent multistep or Runge-Kutta method is globally conservative. Further,…

We investigate a high-order, fully explicit, asymptotic-preserving scheme for a kinetic equation with linear relaxation, both in the hydrodynamic and diffusive scalings in which a hyperbolic, resp. parabolic, limiting equation exists. The…

A space-time fully adaptive multiresolution method for evolutionary non-linear partial differential equations is presented introducing an improved local time-stepping method. The space discretisation is based on classical finite volumes,…

Irksome is a library based on the Unified Form Language (UFL) that automates the application of Runge-Kutta time-stepping methods for finite element spatial discretizations of partial differential equations (PDEs). This paper describes…

The high-order accurate continuous Galerkin finite element method offers attractive computational efficiency for computational fluid dynamics. A challenge is however spurious oscillations which result for convection dominated flows over…

We investigate the RG-time integration of the effective potential in the functional renormalization group in the presence of spontaneous symmetry breaking and its subsequent convexity restoration on the example of a scalar theory in $d=3$.…