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In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator $A$ is the generator of a strongly…

数值分析 · 数学 2024-12-19 Katharina Klioba , Mark Veraar

An asymptotic preserving and energy stable scheme for the barotropic Euler system under the low Mach number scaling is designed and analysed. A velocity shift proportional to the pressure gradient is introduced in the convective fluxes,…

数值分析 · 数学 2023-07-21 K. R. Arun , Rahuldev Ghorai , Mainak Kar

In this paper, we present a quantum implicit-explicit (IMEX) scheme for multiscale ordinary and partial differential equations whose discretization parameters are independent of the scaling parameter $\varepsilon$. A key ingredient of our…

数值分析 · 数学 2026-05-29 Qitong Hu , Xiaoyang He , Shi Jin , Xiao-Dong Zhang

We prove first-order convergence of the semi-explicit Euler scheme combined with a finite element discretization in space for elliptic-parabolic problems which are weakly coupled. This setting includes poroelasticity, thermoelasticity, as…

数值分析 · 数学 2019-09-10 Robert Altmann , Roland Maier , Benjamin Unger

We propose a low Mach number, Godunov-type finite volume scheme for the numerical solution of the compressible Euler equations of gas dynamics. The scheme combines Klein's non-stiff/stiff decomposition of the fluxes (J. Comput. Phys.…

In this work, we consider the development of implicit explicit total variation diminishing (TVD) methods (also termed SSP: strong stability preserving) for the compressible isentropic Euler system in the low Mach number regime. The scheme…

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…

数值分析 · 数学 2020-07-08 Rémi Abgrall , Davide Torlo

We present a divergence-free semi-implicit finite volume scheme for the simulation of the ideal magnetohydrodynamics (MHD) equations which is stable for large time steps controlled by the local transport speed at all Mach and Alfv\'en…

数值分析 · 数学 2024-03-08 Walter Boscheri , Andrea Thomann

We consider the simulation of barotropic flow of gas in long pipes and pipe networks. Based on a Hamiltonian reformulation of the governing system, a fully discrete approximation scheme is proposed using mixed finite elements in space and…

数值分析 · 数学 2023-03-01 H. Egger , J. Giesselmann , T. Kunkel , N. Philippi

This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

数值分析 · 数学 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

We propose a second-order implicit-explicit (IMEX) time-stepping scheme for the isentropic, compressible Cahn-Hilliard-Navier-Stokes equations discretized on staggered (MAC) grids. The scheme is based on finite difference approximations…

数值分析 · 数学 2025-12-24 Andreu Martorell , Pep Mulet , Dionisio F. Yáñez

In this article, we propose high-order finite-difference entropy stable schemes for the two-fluid relativistic plasma flow equations. This is achieved by exploiting the structure of the equations, which consists of three independent flux…

数值分析 · 数学 2023-05-11 Deepak Bhoriya , Harish Kumar , Praveen Chandrashekar

We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…

数值分析 · 数学 2020-01-14 Giacomo Albi , Lorenzo Pareschi

Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally,…

数值分析 · 数学 2019-06-28 R. Herbin , T. Gallouët , J. -C Latché , N Therme

We present an exponentially convergent semi-implicit meshless algorithm for the solution of Navier-Stokes equations in complex domains. The algorithm discretizes partial derivatives at scattered points using radial basis functions as…

数值分析 · 数学 2021-06-15 Shantanu Shahane , Surya Pratap Vanka

We design an energy-stable and asymptotic-preserving finite volume scheme for the compressible Euler system. Using the relative energy framework, we establish rigorous error estimates that yield convergence of the numerical solutions in two…

High-order discretizations of partial differential equations (PDEs) necessitate high-order time integration schemes capable of handling both stiff and nonstiff operators in an efficient manner. Implicit-explicit (IMEX) integration based on…

数值分析 · 数学 2022-01-19 Steven Roberts , Arash Sarshar , Adrian Sandu

The aim of this work is to design implicit and semi-implicit high-order well-balanced finite-volume numerical methods for 1D systems of balance laws. The strategy introduced by two of the authors in a previous paper for explicit schemes…

In this paper we propose a novel and general approach to design semi-implicit methods for the simulation of fluid-structure interaction problems in a fully Eulerian framework. In order to properly present the new method, we focus on the…

数值分析 · 数学 2023-10-31 Mirco Ciallella , Thomas Milcent

We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which…

数值分析 · 数学 2020-01-14 Giacomo Albi , Giacomo Dimarco , Lorenzo Pareschi