IMEX extensions of linear multistep methods with general monotonicity

For solving hyperbolic systems with stiff sources or relaxation terms, time stepping methods should combine favorable monotonicity properties for shocks and steep solution gradients with good stability properties for stiff terms. In this paper we consider implicit-explicit (IMEX) multistep methods. Suitable methods will be constructed, based on explicit methods with general monotonicity and boundedness properties for hyperbolic equations. Numerical comparisons are made with several implicit-explicit Runge-Kutta methods

Differential-Algebraic Equations

Differential-Algebraic Equations (DAE) are today an independent field of research, which is gaining in importance and becoming of increasing interest for applications and mathematics itself. This workshop has drawn the balance after about 25 years investigations of DAEs and the research aims of the future were intensively discussed

On the Stability of Modified Patankar Methods

Patankar schemes have attracted increasing interest in recent years because they preserve the positivity of the analytical solution of a production-destruction system (PDS) irrespective of the chosen time step size. Although they are now of great interest, for a long time it was not clear what stability properties such schemes have. Recently a new stability approach based on Lyapunov stability with an extension of the center manifold theorem has been proposed to study the stability properties of positivity preserving time integrators. In this work, we study the stability properties of the classical modified Patankar--Runge--Kutta schemes (MPRK) and the modified Patankar Deferred Correction (MPDeC) approaches. We prove that most of the considered MPRK schemes are stable for any time step size and compute the stability function of MPDeC. We investigate its properties numerically revealing that also most MPDeC are stable irrespective of the chosen time step size. Finally, we verify our theoretical results with numerical simulations.Comment: 34 pages, 14 Figure

Modelling and numerical analysis of energy-dissipating systems with nonlocal free energy

The broad objective of this thesis is to design finite-volume schemes for a family of energy-dissipating systems. All the systems studied in this thesis share a common property: they are driven by an energy that decreases as the system evolves. Such decrease is produced by a dissipation mechanism, which ensures that the system eventually reaches a steady state where the energy is minimised. The numerical schemes presented here are designed to discretely preserve the dissipation of the energy, leading to more accurate and cost-effective simulations. Most of the material in this thesis is based on the publications [16, 54, 65, 66, 243]. The research content is structured in three parts. First, Part II presents well-balanced first-, second- and high-order finite-volume schemes for a general class of hydrodynamic systems with linear and nonlinear damping. These well-balanced schemes preserve stationary states at machine precision, while discretely preserving the dissipation of the discrete free energy for first- and second-order accuracy. Second, Part III focuses on finite-volume schemes for the Cahn-Hilliard equation that unconditionally and discretely satisfy the boundedness of the phase eld and the free-energy dissipation. In addition, our Cahn-Hilliard scheme is employed as an image inpainting filter before passing damaged images into a classification neural network, leading to a significant improvement of damaged-image prediction. Third, Part IV introduces nite-volume schemes to solve stochastic gradient-flow equations. Such equations are of crucial importance within the framework of fluctuating hydrodynamics and dynamic density functional theory. The main advantages of these schemes are the preservation of non-negative densities in the presence of noise and the accurate reproduction of the statistical properties of the physical systems. All these fi nite-volume schemes are complemented with prototypical examples from relevant applications, which highlight the bene fit of our algorithms to elucidate some of the unknown analytical results.Open Acces