Related papers: An iterative semi-implicit scheme with robust damp…

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…

This paper deals with the design of discrete-time algorithms for the robust filtering differentiator. Two discrete-time realizations of the filtering differentiator are introduced. The first one, which is based on an exact discretization of…

We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by…

We develop a time-dependent, grid-based framework for simulating infrared spectra that is specifically designed for quantum computers. The proposed circuit employs a probabilistic strategy for applying the non-unitary dipole operator and an…

We prove first-order convergence of the semi-explicit Euler scheme combined with a finite element discretization in space for elliptic-parabolic problems which are weakly coupled. This setting includes poroelasticity, thermoelasticity, as…

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

Coarse-grained models that preserve hydrodynamics provide a natural approach to study collective properties of soft-matter systems. Here, we demonstrate that commonly used integration schemes in dissipative particle dynamics give rise to…

In this paper, an alternating direction implicit (ADI) difference scheme for two-dimensional time-fractional wave equation of distributed-order with a nonlinear source term is presented. The unique solvability of the difference solution is…

In this work, we extend the fractional linear multistep methods in [C. Lubich, SIAM J. Math. Anal., 17 (1986), pp.704--719] to the tempered fractional integral and derivative operators in the sense that the tempered fractional derivative…

Imposing some flexible sampling scheme we provide some discretization of continuous time discrete scale invariant (DSI) processes which is a subsidiary discrete time DSI process. Then by introducing some simple random measure we provide a…

In many applications, the governing PDE to be solved numerically contains a stiff component. When this component is linear, an implicit time stepping method that is unencumbered by stability restrictions is often preferred. On the other…

This paper is concerned with the convergence rate of policy iteration for (deterministic) optimal control problems in continuous time. To overcome the problem of ill-posedness due to lack of regularity, we consider a semi-discrete scheme by…

We propose a method based on sinc series approximations for computing the Rayleigh-Sommerfeld and Fresnel diffraction integrals of optics. The diffraction integrals are given in terms of a convolution, and our proposed numerical approach is…

Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative…

We present an alternative "encapsulated" formulation of the Selective Frequency Damping method for finding unstable equilibria of dynamical systems, which is particularly useful when analysing the stability of fluid flows. The formulation…

We consider the numerical treatment of one of the most popular finite strain models of the viscoelastic Maxwell body. This model is based on the multiplicative decomposition of the deformation gradient, combined with Neo-Hookean…

Maxwell equations describe the propagation of electromagnetic waves and are therefore fundamental to understanding many problems encountered in the study of antennas and electromagnetics. The aim of this paper is to propose and analyse an…

In this study, we investigate the Shallow Water Equations incorporating source terms accounting for Manning friction and a non-flat bottom topology. Our primary focus is on developing and validating numerical schemes that serve a dual…

We consider a wide class of semi linear Hamiltonian partial differential equa- tions and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical tra jectory remains at least uni-…