相关论文: Projective and telescopic projective integration f…

We propose a new randomized method for solving systems of nonlinear equations, which can find sparse solutions or solutions under certain simple constraints. The scheme only takes gradients of component functions and uses Bregman…

We develop new adaptive algorithms for temporal integration of nonlinear evolution equations on tensor manifolds. These algorithms, which we call step-truncation methods, are based on performing one time step with a conventional…

Numerically solving the Boltzmann kinetic equations with the small Knudsen number is challenging due to the stiff nonlinear collision term. A class of asymptotic preserving schemes was introduced in [6] to handle this kind of problems. The…

Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the…

We combine the recent relaxation approach with multiderivative Runge-Kutta methods to preserve conservation or dissipation of entropy functionals for ordinary and partial differential equations. Relaxation methods are minor modifications of…

In this paper, we present high-performance computing for the BGK model of the Boltzmann equation with a mesh-free method. For the numerical simulation of the BGK equation we use an Arbitrary-Lagrangian-Eulerian (ALE) method developed in…

We investigate a projective integration scheme for a kinetic equation in the limit of vanishing mean free path, in which the kinetic description approaches a diffusion phenomenon. The scheme first takes a few small steps with a simple,…

We generalize the idea of relaxation time stepping methods in order to preserve multiple nonlinear conserved quantities of a dynamical system by projecting along directions defined by multiple time stepping algorithms. Similar to the…

We consider high order, implicit Runge-Kutta schemes to solve time-dependent stiff PDEs on dynamically adapted grids generated by multiresolution analysis for unsteady problems disclosing localized fronts. The multiresolution finite volume…

In this paper we present a parallelization strategy on distributed memory systems for the Fast Kinetic Scheme --- a semi-Lagrangian scheme developed in [J. Comput. Phys., Vol. 255, 2013, pp 680-698] for solving kinetic equations. The…

In this note we discuss the construction of high order asymptotic preserving numerical schemes for the Boltzmann equation. The methods are based on the use of Implicit-Explicit (IMEX) Runge-Kutta methods combined with a penalization…

Runge-Kutta methods have an irreplaceable position among numerical methods designed to solve ordinary differential equations. Especially, implicit ones are suitable for approximating solutions of stiff initial value problems. We propose a…

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…

We propose implicit integrators for solving stiff differential equations on unit spheres. Our approach extends the standard backward Euler and Crank-Nicolson methods in Cartesian space by incorporating the geometric constraint inherent to…

Implicit-explicit (IMEX) time stepping methods can efficiently solve differential equa- tions with both stiff and nonstiff components. IMEX Runge-Kutta methods and IMEX linear multistep methods have been studied in the literature. In this…

The Boltzmann equation, an integro-differential equation for the molecular distribution function in the physical and velocity phase space, governs the fluid flow behavior at a wide range of physical conditions, including compressible,…

This article describes methods for the deterministic simulation of the collisional Boltzmann equation. It presumes that the transport and collision parts of the equation are to be simulated separately in the time domain. Time stepping…

In this paper a new Runge-Kutta type scheme is introduced for nonlinear stochastic partial differential equations (SPDEs) with multiplicative trace class noise. The proposed scheme converges with respect to the computational effort with a…

A wide range of physical phenomena exhibit auxiliary admissibility criteria, such as conservation of entropy or various energies, which arise implicitly under exact solution of their governing PDEs. However, standard temporal schemes, such…

In this paper, we propose a new semi-Lagrangian scheme for the polyatomic ellipsoidal BGK model. In order to avoid time step restrictions coming from convection term and small Knudsen number, we combine a semi-Lagrangian approach for the…