Related papers: An explicit finite difference scheme for the Camas…
A fully implicit finite difference scheme has been developed to solve the hydrodynamic equations coupled with radiation transport. Solution of the time dependent radiation transport equation is obtained using the discrete ordinates method…
In this work, a new compact sixth order accurate finite difference scheme for the two and three-dimensional Helmholtz equation is presented. The main significance of the proposed scheme is that its sixth order leading truncation error term…
A finite volume scheme for the (Patlak-) Keller-Segel model in two space dimensions with an additional cross-diffusion term in the elliptic equation for the chemical signal is analyzed. The main feature of the model is that there exists a…
In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed…
An implicit variable-step BDF2 scheme is established for solving the space fractional Cahn-Hilliard equation, involving the fractional Laplacian, derived from a gradient flow in the negative order Sobolev space $H^{-\alpha}$,…
The modified Camassa-Holm (mCH) equation is a bi-Hamiltonian system possessing $N$-peakon weak solutions, for all $N\geq 1$, in the setting of an integral formulation which is used in analysis for studying local well-posedness, global…
A new parameterization of the Jacobi inversion problem is used along with the dynamics of the peaks to describe finite time interaction of peakon weak solutions of the Shallow Water equation.
We discuss algorithms applicable to the numerical solution of second-order ordinary differential equations by finite-differences. We make particular reference to the solution of the dissipative particle dynamics fluid model, and present…
In this paper, we present and analyse a class of "filtered" numerical schemes for second order Hamilton-Jacobi-Bellman equations. Our approach follows the ideas introduced in B.D. Froese and A.M. Oberman, Convergent filtered schemes for the…
This paper focuses on the numerical approximation of the linearized shallow water equations using hybridizable discontinuous Galerkin (HDG) methods, leveraging the Hamiltonian structure of the evolution system. First, we propose an…
In this Letter we propose that for Lax integrable nonlinear partial differential equations the natural concept of weak solutions is implied by the compatibility condition for the respective distributional Lax pairs. We illustrate our…
This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…
It is shown in \cite[Adv. Differ. Equ(2017)]{HT} that the Cauchy problem for the generalized Camassa-Holm equation is well-posed in $C^1$ and the data-to-solution map is H\"{o}lder continuous from $C^\alpha$ to $\mathcal{C}([0,T];C^\alpha)$…
We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility jump models, e.g. in Bates model. In such models the option price is determined as the solution of a partial integro-differential…
In this paper, we propose a unified framework, the Hessian discretisation method (HDM), which is based on four discrete elements (called altogether a Hessian discretisation) and a few intrinsic indicators of accuracy, independent of the…
This work introduces a new higher-order accurate super compact (HOSC) finite difference scheme for solving complex unsteady three-dimensional (3D) non-Newtonian fluid flow problems. As per the author's knowledge, the proposed scheme is the…
We provide a closed Poisson algebra involving the Ragnisco--Bruschi generalization of peakon dynamics in the Camassa--Holm shallow-water equation. This algebra is generated by three independent matrices. From this presentation, we propose a…
We apply a composite idea of semi-discrete finite difference approximation in time and Galerkin finite element method in space to solve the Navier-Stokes equations with Caputo derivative of order 0 < {\alpha} < 1. The stability properties…
A system of singularly perturbed ordinary differential equations of first order with given initial conditions is considered. The leading term of each equation is multiplied by a small positive parameter. These parameters are assumed to be…
The discretization approximation method commonly used to simulate the dynamics of quantum system coupled to the environment in continuum often suffers from the periodically partial recovery of initial state because of the effect of finite…