相关论文: Implicit-explicit methods based on strong stabilit…

For the incompressible Navier--Stokes system with variable density and viscosity, we propose and analyse an IMEX framework treating the convective and diffusive terms semi-implicitly. This extends to variable density and second order in…

The classical Biot's theory provides the foundation of a fully dynamic poroelasticity model describing the propagation of elastic waves in fluid-saturated media. Multiple network poroelastic theory (MPET) takes into account that the elastic…

High order spatial discretizations with monotonicity properties are often desirable for the solution of hyperbolic PDEs. These methods can advantageously be coupled with high order strong stability preserving time discretizations. The…

In this paper, we consider the problem of stabilizing discrete-time linear systems by computing a nearby stable matrix to an unstable one. To do so, we provide a new characterization for the set of stable matrices. We show that a matrix $A$…

We present an explicit scheme for a two-dimensional multilayer shallow water model with density stratification, for general meshes and collocated variables. The proposed strategy is based on a regularized model where the transport velocity…

We are motivated to approximate solutions of a Hodgkin-Huxley type model with implicit methods. As a representative we chose a psychiatric disease model containing stable as well as chaotic cycling behaviour. We analyze the bifurcation…

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 reinforcement learning, the TD($\lambda$) algorithm is a fundamental policy evaluation method with an efficient online implementation that is suitable for large-scale problems. One practical drawback of TD($\lambda$) is its sensitivity…

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…

We revise the structure-preserving finite element method in [K. Hu, Y. MA and J. Xu. (2017) Stable finite element methods preserving $\nabla \cdot \mathbf{B}=0$ exactly for MHD models. Numer. Math.,135, 371-396]. The revised method is…

Immersed boundary methods have attracted substantial interest in the last decades due to their potential for computations involving complex geometries. Often these cannot be efficiently discretized using boundary-fitted finite elements.…

We consider split-step Milstein methods for the solution of stiff stochastic differential equations with an emphasis on systems driven by multi-channel noise. We show their strong order of convergence and investigate mean-square stability…

The robustness of the stability properties of dynamical systems in the presence of unknown/adversarial perturbations to system parameters is a desirable property. In this paper, we present methods to efficiently compute and improve the…

The pressure-correction method is a well established approach for simulating unsteady, incompressible fluids. It is well-known that implicit discretization of the time derivative in the momentum equation e.g. using a backward…

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 manuscript, we present the development of implicit and implicit-explicit ADER and DeC methodologies within the DeC framework using the two-operators formulation, with a focus on their stability analysis both as solvers for ordinary…

The linearization of the meteorological equations around a specified reference state, usually applied in NWP to define the linear system of constant-coefficients semi-implicit schemes, is outlined as an unnecessarily restrictive approach…

We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…

We propose and study two second-order in time implicit-explicit (IMEX) methods for the coupled Stokes-Darcy system that governs flows in karst aquifers. The first is a combination of a second-order backward differentiation formula and the…

Stability is an important aspect of numerical methods for hyperbolic conservation laws and has received much interest. However, continuity in time is often assumed and only semidiscrete stability is studied. Thus, it is interesting to…