相关论文: Optimal explicit stabilized postprocessed $\tau$-l…

We further develop a simple modification of Runge--Kutta methods that guarantees conservation or stability with respect to any inner-product norm. The modified methods can be explicit and retain the accuracy and stability properties of the…

In this contribution, we are concerned with parameter optimization problems that are constrained by multiscale PDE state equations. As an efficient numerical solution approach for such problems, we introduce and analyze a new relaxed and…

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…

As a competitive recovery method for heavy oil, In-Situ Combustion (ISC) shows its great potential accompanied by technological advances in recent years. Reservoir simulation will play an indispensable role in the prediction of the…

We construct eight implicit-explicit (IMEX) Runge-Kutta (RK) schemes up to third order of the type in which all stages are implicit so that they can be used in the zero relaxation limit in a unified and convenient manner. These…

We propose a numerical recipe for risk evaluation defined by a backward stochastic differential equation. Using dual representation of the risk measure, we convert the risk valuation to a stochastic control problem where the control is a…

When a high dimension system of ordinary differential equations is solved numerically, the computer memory capacity may be compromised. Thus, for such systems, it is important to incorporate low memory usage to some other properties of the…

This paper presents high-order Runge-Kutta (RK) discontinuous Galerkin methods for the Euler-Poisson equations in spherical symmetry. The scheme can preserve a general polytropic equilibrium state and achieve total energy conservation up to…

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

There exist several methods for simulating biological and physical systems as represented by chemical reaction networks. Systems with low numbers of particles are frequently modelled as discrete-state Markov jump processes and are typically…

We introduce the Stable Physics-Informed Kernel Evolution (SPIKE) method for numerical computation of inviscid hyperbolic conservation laws. SPIKE resolves a fundamental paradox: how strong-form residual minimization can capture weak…

The Bhatnagar-Gross-Krook (BGK) model of the Boltzmann equation allows for efficient flow simulations, especially in the transition regime between continuum and high rarefaction. However, ensuring efficient performances for multiscale…

The Parker-Sochacki (PS) method is investigated as an alternative to Runge-Kutta (RK) methods for solving the Lorentz equations of motion for a charged particle in a static magnetic field. Traditional methods, including fixed-time-step…

We randomize the implicit two-stage Runge-Kutta scheme in order to improve the rate of convergence (with respect to a deterministic scheme) and stability of the approximate solution (with respect to the solution generated by the explicit…

Convection-diffusion-reaction equations are a class of second-order partial differential equations widely used to model phenomena involving the change of concentration/population of one or more substances/species distributed in space.…

The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…

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…

Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered…

In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…

We investigate modified steepest descent methods coupled with a loping Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations. We show that the proposed method is a convergent regularization…