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In this paper we present and analyze a general framework for constructing high order explicit local time stepping (LTS) methods for hyperbolic conservation laws. In particular, we consider the model problem discretized by Runge-Kutta…

数值分析 · 数学 2019-05-24 Thi-Thao-Phuong Hoang , Lili Ju , Wei Leng , Zhu Wang

The goal of this paper is to develop 2nd order Implicit-Explicit Runge-Kutta (IMEX-RK) finite volume (FV) schemes for solving 1d parabolic PDEs for option pricing, with possible nonlinearities in the source and advection terms. The spatial…

Strong Stability Preserving (SSP) time integration schemes maintain stability of the forward Euler method for any initial value problem. However, only a small subset of Runge-Kutta (RK) methods are SSP, and many efficient high-order time…

数值分析 · 数学 2026-01-28 Mohammad R. Najafian , Brian C. Vermeire

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

数值分析 · 数学 2024-01-29 Mohammad R. Najafian , Brian C. Vermeire

In this paper, we propose a semi-Lagrangian discontinuous Galerkin method coupled with Runge-Kutta exponential integrators (SLDG-RKEI) for nonlinear Vlasov dynamics. The commutator-free Runge-Kutta (RK) exponential integrators (EI) were…

数值分析 · 数学 2020-11-25 Xiaofeng Cai , Sebastiano Boscarino , Jing-Mei Qiu

An efficient third-order discrete unified gas kinetic scheme (DUGKS) with efficiency is presented in this work for simulating continuum and rarefied flows. By employing two-stage time-stepping scheme and the high-order DUGKS flux…

流体动力学 · 物理学 2018-02-28 Chen Wu , Chang Shu , Baochang Shi , Zhen Chen

Euler--Euler or volume-averaged Navier--Stokes equations are used in various applications to model systems with two or more interpenetrating phases. Each fluid obeys its own momentum and mass equations, and the phases are typically coupled…

数值分析 · 数学 2025-08-04 Douglas Pacheco , Richard Schussnig

A mass-preserving two-step Lagrange-Galerkin scheme of second order in time for convection-diffusion problems is presented, and convergence with optimal error estimates is proved in the framework of $L^2$-theory. The introduced scheme…

数值分析 · 数学 2022-02-22 Kouta Futai , Niklas Kolbe , Hirofumi Notsu , Tasuku Suzuki

Conservation properties of iterative methods applied to implicit finite volume discretizations of nonlinear conservation laws are analyzed. It is shown that any consistent multistep or Runge-Kutta method is globally conservative. Further,…

数值分析 · 数学 2021-06-21 Philipp Birken , Viktor Linders

Extended Stability Runge-Kutta (ESRK) methods are crucial for solving large-scale computational problems in science and engineering, including weather forecasting, aerodynamic analysis, and complex biological modelling. However, balancing…

机器学习 · 计算机科学 2025-06-27 Gavin Lee Goodship , Luis Miralles-Pechuan , Stephen O'Sullivan

In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…

数值分析 · 数学 2023-06-13 Ibrahim Almuslimani , Nicolas Crouseilles

The level set method is often used to capture interface behavior in two or three dimensions. In this paper, we present a combination of local discontinuous Galerkin (LDG) method and level set method for simulating Willmore flow. The LDG…

数值分析 · 数学 2016-03-15 Ruihan Guo , Francis Filbet

The flux vector splitting (FVS) method has firstly been incorporated into the discontinuous Galerkin (DG) framework for reconstructing the numerical fluxes required for the spatial semi-discrete formulation, setting it apart from the…

数值分析 · 数学 2024-12-12 Zhengrong Xie

Based on a discontinuous Galerkin method in the spatial directions and an improved implicit-explicit pressure-correction scheme in the temporal direction, this paper discusses a fully discrete scheme for the…

数值分析 · 数学 2026-05-01 Bikram Bir , Amiya K. Pani

A novel reduced-order model (ROM) formulation for incompressible flows is presented with the key property that it exhibits non-linearly stability, independent of the mesh (of the full order model), the time step, the viscosity, and the…

数值分析 · 数学 2020-08-12 B. Sanderse

The accurate numerical simulation of turbulent incompressible flows is a challenging topic in computational fluid dynamics. For discretisation methods to be robust in the under-resolved regime, mass conservation as well as energy stability…

Discontinuous Galerkin (DG) methods for hyperbolic partial differential equations (PDEs) with explicit time-stepping schemes, such as strong stability-preserving Runge-Kutta (SSP-RK), suffer from time-step restrictions that are…

数值分析 · 数学 2019-03-11 Pierson T. Guthrey , James A. Rossmanith

Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper, we derive explicit stabilized integrators of orders one and…

数值分析 · 数学 2023-06-09 Ibrahim Almuslimani , Gilles Vilmart

In this paper, some theoretical aspects will be addressed for the asymptotic preserving DG-IMEX schemes recently proposed in [J. Jang, F. Li, J.-M. Qiu and T. Xiong, submitted, arxiv:1306.0227] for kinetic transport equations under a…

数值分析 · 数学 2014-06-12 Juhi Jang , Fengyan Li , Jing-Mei Qiu , Tao Xiong

Deterministic solutions of the Boltzmann equation represent a real challenge due to the enormous computational effort which is required to produce such simulations and often stochastic methods such as Direct Simulation Monte Carlo (DSMC)…

数值分析 · 数学 2021-07-26 Walter Boscheri , Giacomo Dimarco