Concept

Explicit and implicit methods

Related publications (32)

Numerical simulation of immiscible incompressible viscous, viscoelastic and elastic multiphase flows

A unified numerical framework is presented for the modelling of multiphasic viscoelasticand elastic flows. The rheologies considered range from incompressible Newtonian orOldroyd-B viscoelastic fluids to Neo-Hookean elastic solids. The model is formulatedi ...

EPFL2023

Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation

Fabio Nobile

Because of their robustness, efficiency, and non intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification for computing expected values of quantities of interest. Multilevel Monte Carlo (MLMC) methods signific ...

2022

Explicit Stabilized Multirate Method For Stiff Stochastic Differential Equations

Assyr Abdulle, Giacomo Rosilho De Souza

Stabilized explicit methods are particularly efficient, for large systems of stiff stochastic differential equations (SDEs) due to their extended stability domain. However, they lose their efficiency when a severe stiffness is induced by very few "fast" de ...

SIAM PUBLICATIONS2022

Explicit Stabilized Multirate Method For Stiff Differential Equations

Assyr Abdulle, Giacomo Rosilho De Souza

Stabilized Runge???Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For semi-discrete parabolic problems, for instance, stabilized Runge???Kutta me ...

AMER MATHEMATICAL SOC2022

Dynamical low rank approximation for uncertainty quantification of time-dependent problems

Eva Vidlicková

The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...

EPFL2022

Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs

Assyr Abdulle, Gilles Vilmart

Explicit stabilized integrators are an efficient alternative to implicit or semi-implicit methods to avoid the severe timestep restriction faced by standard explicit integrators applied to stiff diffusion problems. In this paper, we provide a fully discret ...

EPFL2021

Adaptive Path Interpolation Method for Sparse Systems: Application to a Censored Block Model

Nicolas Macris, Jean François Emmanuel Barbier, Chun Lam Chan

Recently, a new adaptive path interpolation method has been developed as a simple and versatile scheme to calculate exactly the asymptotic mutual information of Bayesian inference problems defined on dense factor graphs. These include random linear and gen ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2021

MATHICSE Technical Report : Uncertainty Quantification by MLMC and Local Time-stepping For Wave Propagation

Fabio Nobile

Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values of quantities of interest (QoIs). Multilevel Monte Carlo (MLMC) methods sig ...

EPFL2021

Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations

Fabio Nobile, Yoshihito Kazashi, Eva Vidlicková

We consider the Dynamical Low Rank (DLR) approximation of random parabolic equations and propose a class of fully discrete numerical schemes. Similarly to the continuous DLR approximation, our schemes are shown to satisfy a discrete variational formulation ...

SPRINGER HEIDELBERG2021

Investigation of the Time Resolution Set Up Used to Compute the Full Load Vortex Rope in a Francis Turbine

François Avellan, Arthur Tristan Favrel, Andres Müller, Cécile Münch-Alligné

The flow in a Francis turbine at full load is characterised by the development of an axial vortex rope in the draft tube. The vortex rope often promotes cavitation if the turbine is operated at a sufficiently low Thoma number. Furthermore, the vortex rope ...

2021

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