相关论文: Projective integration for nonlinear BGK kinetic e…

To integrate large systems of nonlinear differential equations in time, we consider a variant of nonlinear waveform relaxation (also known as dynamic iteration or Picard-Lindel\"of iteration), where at each iteration a linear inhomogeneous…

Space discretization of some time-dependent partial differential equations gives rise to systems of ordinary differential equations in additive form whose terms have different stiffness properties. In these cases, implicit methods should be…

In this preliminary work, we present nonstandard time-stepping strategies to solve differential equations based on the algebraic estimation method applied to the estimation of time-derivative, which provides interesting properties of…

The Runge--Kutta (RK) discontinuous Galerkin (DG) method is a mainstream numerical algorithm for solving hyperbolic equations. In this paper, we use the linear advection equation in one and two dimensions as a model problem to prove the…

We introduce a structured approach to the construction of linear BGK-type collision operators ensuring that the resulting Lattice-Boltzmann methods are stable with respect to a weighted $L^2$-norm. The results hold for particular boundary…

We put forward the use of total-variation-diminishing (or more generally, strong stability preserving) implicit-explicit Runge-Kutta methods for the time integration of the equations of motion associated with the semiconvection problem in…

Most numerical methods for time integration use real-valued time steps. Complex time steps, however, can provide an additional degree of freedom, as we can select the magnitude of the time step in both the real and imaginary directions. We…

In this paper, we develop new techniques for solving the large, coupled linear systems that arise from fully implicit Runge-Kutta methods. This method makes use of the iterative preconditioned GMRES algorithm for solving the linear systems,…

In this paper, we extend the Paired-Explicit Runge-Kutta schemes by Vermeire et. al. to fourth-order of consistency. Based on the order conditions for partitioned Runge-Kutta methods we motivate a specific form of the Butcher arrays which…

Variational space-time formulations for Partial Differential Equations have been of great interest in the last decades. While it is known that implicit time marching schemes have variational structure, the Galerkin formulation of explicit…

This article extends the theory of dual-consistent summation-by-parts (SBP) and generalized SBP (GSBP) time-marching methods by showing that they are implicit Runge-Kutta schemes. Through this connection, the accuracy theory for the…

Stabilized Runge-Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For semi-discrete parabolic problems, for instance, stabilized…

Explicit Runge-Kutta schemes with large stable step sizes are developed for integration of high order spectral difference spatial discretization on quadrilateral grids. The new schemes permit an effective time step that is substantially…

In order to solve continuous-time optimal control problems, direct methods transcribe the infinite-dimensional problem to a nonlinear program (NLP) using numerical integration methods. In cases where the integration error can be manipulated…

This minicourse contains a description of recent results on the modelling of rarefied gases in weakly non equilibrium regimes, and the numerical methods used to approximate the resulting equations. Therefore this work focuses on BGK type…

Many time-dependent differential equations are equipped with invariants. Preserving such invariants under discretization can be important, e.g., to improve the qualitative and quantitative properties of numerical solutions. Recently,…

Deriving analytical solutions of ordinary differential equations is usually restricted to a small subset of problems and numerical techniques are considered. Inevitably, a numerical simulation of a differential equation will then always be…

The potential of the hybridized discontinuous Galerkin (HDG) method has been recognized for the computation of stationary flows. Extending the method to time-dependent problems can, e.g., be done by backward difference formulae (BDF) or…

We study solutions to nonlinear hyperbolic systems with fully nonlinear relaxation terms in the limit of, both, infinitely stiff relaxation and arbitrary late time. In this limit, the dynamics is governed by effective systems of parabolic…

We study hypocoercivity for a class of linear and linearized BGK models for discrete and continuous phase spaces. We develop methods for constructing entropy functionals that prove exponential rates of relaxation to equilibrium. Our…