Ten different finite-difference schemes for the numerical integration of the primitive equations for the freesurface model are tested for stability and accuracy. The integrations show that the quadratic conservative and the total energy conservative schemes are more stable than the usual second-order conservative scheme. But the most stable schemes are those in which the finite-difference appro...

Energy preserving/decaying schemes are presented for the simulation of the nonlinear multibody systems involving shell components. The proposed schemes are designed to meet four specific requirements: unconditional nonlinear stability of the scheme, a rigorous treatment of both geometric and material nonlinearities, exact satisfaction of the constraints, and the presence of high frequency numer...

nonstandard finite difference schemes for the black-scholes partial differential equation preserving the positivity property are proposed. computationally simple schemes are derived by using a nonlocal approximation in the reaction term of the black-scholes equation. unlike the standard methods, the solutions of new proposed schemes are positive and free of the spurious oscillations.

The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather prediction (NWP), is addressed. Parallel-in-time schemes are a possible way to increase, on the algorithmic level, the amount of parallelism, a requirement arisin...

The integration of an Inertial Navigation System (INS) and the Global Positioning System (GPS) is common in mobile mapping and navigation applications to seamlessly determine the position, velocity, and orientation of the mobile platform. In most INS/GPS integrated architectures, the GPS is considered to be an accurate reference with which to correct for the systematic errors of the inertial se...

Time-symmetric integration schemes share with symplectic schemes the property that their energy errors show a much better behavior than is the case for generic integration schemes. Allowing adaptive time steps typically leads to a loss of symplecticity. In contrast, time symmetry can be easily maintained, at least for a continuous choice of time step size. In large-scale N-body simulations, how...

Several relaxation approximations to partial differential equations have been recently proposed. Examples include conservation laws, HamiltonJacobi equations, convection-diffusion problems, gas dynamics problems. The present paper focuses onto diffusive relaxation schemes for the numerical approximation of nonlinear parabolic equations. These schemes are based on a suitable semilinear hyperboli...

We study the problem of efficient integration of variational equations in multi-dimensional Hamiltonian systems. For this purpose, we consider a Runge-Kutta-type integrator, a Taylor series expansion method and the so-called ‘Tangent Map’ (TM) technique based on symplectic integration schemes, and apply them to the Fermi-Pasta-Ulam β (FPU-β) lattice of N nonlinearly coupled oscillators, with N ...

Abstract. This contribution compares the efficiency of Rosenbrock time integration schemes with ESDIRK schemes, applicable to unsteady flow and fluid-structure interaction simulations. Compared to non-linear ESDIRK schemes, the linear implicit RosenbrockWanner schemes require subsequent solution of the same linear systems with different right hand sides. By solving the linear systems with the i...

To this end, we introduce general families of entropy-conservative schemes, interesting in their own right. The present treatment of such schemes extends our earlier recipe for construction of entropy-conservative schemes, introduced in Tadmor (1987b). The new families of entropy-conservative schemes offer two main advantages, namely, (i) their numerical fluxes admit an explicit, closed-form ex...