相关论文: A Performance Study of Horizontally Explicit Verti…

We prove that a popular classical implicit-explicit scheme for the 2D incompressible Navier--Stokes equations that treats the viscous term implicitly while the nonlinear advection term explicitly is long time stable provided that the time…

In the present work, we propose a novel hybrid explicit jump immersed interface approach in conjunction with a higher order compact (HOC) scheme for simulating transient complex flows governed by the streamfunction-vorticity…

One of main obstacles in verifying the energy dissipation laws of implicit-explicit Runge-Kutta (IERK) methods for phase field equations is to establish the uniform boundedness of stage solutions without the global Lipschitz continuity…

The lifted Heston model is a stochastic volatility model emerging as a Markovian lift of the rough Heston model and the class of rough volatility processes. The model encodes the path dependency of volatility on a set of N square-root state…

We present an implicit-explicit (IMEX) scheme for semilinear wave equations with strong damping. By treating the nonlinear, nonstiff term explicitly and the linear, stiff part implicitly, we obtain a method which is not only unconditionally…

In this work we present a new class of Runge-Kutta (RK) methods for solving systems of hyperbolic equations with a particular structure, generalization of a wave-equation. The new methods are {\it partially implicit} in the sense that a…

When simulating trajectories by integrating time-continuous car-following models, standard integration schemes such as the forth-order Runge-Kutta method (RK4) are rarely used while the simple Euler's method is popular among researchers. We…

This work presents algorithms for the efficient implementation of discontinuous Galerkin methods with explicit time stepping for acoustic wave propagation on unstructured meshes of quadrilaterals or hexahedra. A crucial step towards…

We develop a formalism for computing the non-linear response of interacting integrable systems. Our results are asymptotically exact in the hydrodynamic limit where perturbing fields vary sufficiently slowly in space and time. We show that…

We present a numerical method for two-phase incompressible Navier-Stokes equation with jump discontinuity in the normal component of the stress tensor and in the material properties. Although the proposed method is only first-order…

In this paper, we construct a novel Eulerian-Lagrangian finite volume (ELFV) method for nonlinear scalar hyperbolic equations in one space dimension. It is well known that the exact solutions to such problems may contain shocks though the…

We propose an efficient algorithmic framework for time domain circuit simulation using exponential integrator. This work addresses several critical issues exposed by previous matrix exponential based circuit simulation research, and makes…

This note introduces a novel numerical analysis framework for the incompressible Navier-Stokes equations based on Besov spaces. The key contribution of this note is to establish the stability and convergence of a semi-implicit time-stepping…

In various industrial contexts, estimating the distribution of unobserved random vectors Xi from some noisy indirect observations H(Xi) + Ui is required. If the relation between Xi and the quantity H(Xi), measured with the error Ui, is…

We provide an analytical framework for analyzing the quality of stochastic Verlet-type integrators for simulating the Langevin equation. Focusing only on basic objective measures, we consider the ability of an integrator to correctly…

This article presents a priori error estimates of the miscible displacement of one incompressible fluid by another through a porous medium characterized by a coupled system of nonlinear elliptic and parabolic equations. The study utilizes…

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…

We consider partitioned time integration for heterogeneous coupled heat equations. First and second order multirate, as well as time-adaptive Dirichlet-Neumann Waveform relaxation (DNWR) methods are derived. In 1D and for implicit Euler…

Multiphase flow in porous media occurs in several disciplines including petroleum reservoir engineering, petroleum systems' analysis, and CO$_2$ sequestration. While simulations often use a fully implicit discretization to increase the time…

We present an optimization-based method for the joint estimation of system parameters and noise covariances of linear time-variant systems. Given measured data, this method maximizes the likelihood of the parameters. We solve the…