Related papers: The finite precision computation and the nonconver…
A new DRP scheme is built, which enables us to minimize the error due to the finite difference approximation, by means of an equivalent matrix equation.
It is often the case in numerical relativity that schemes that are known to be convergent for well posed systems are used in evolutions of weakly hyperbolic (WH) formulations of Einstein's equations. Here we explicitly show that with…
We consider the problem of accurate computation of the finite difference $f(\x+\s)-f(\x)$ when $\Vert\s\Vert$ is very small. Direct evaluation of this difference in floating point arithmetic succumbs to cancellation error and yields 0 when…
We prove sharp, computable error estimates for the propagation of errors in the numerical solution of ordinary differential equations. The new estimates extend previous estimates of the influence of data errors and discretisation errors…
Simulation-based verification algorithms can provide formal safety guarantees for nonlinear and hybrid systems. The previous algorithms rely on user provided model annotations called discrepancy function, which are crucial for computing…
Collisional breakage in the particulate process has a lot of recent curiosity. We study the pure collisional breakage equation which is nonlinear in nature accompanied by locally bounded breakage kernel and collision kernel. The continuous…
In the given paper we consider finite difference approximations to systems of polynomially-nonlinear partial differential equations whose coefficients are rational functions over rationals in the independent variables. The notion of strong…
In this paper, we discuss some limitations of the modified equations approach as a tool for stability analysis for a class of explicit linear schemes to scalar partial derivative equations. We show that the infinite series obtained by…
The multi-term time-fractional mixed diffusion-wave equations (TFMDWEs) are considered and the numerical method with its error analysis is presented in this paper. First, a $L2$ approximation is proved with first order accuracy to the…
Finite difference approximation, in addition to Taylor truncation errors, introduces numerical dispersion-and-dissipation errors into numerical solutions of partial differential equations. We analyze a class of finite difference schemes…
The study addresses the problem of precision in floating-point (FP) computations. A method for estimating the errors which affect intermediate and final results is proposed and a summary of many software simulations is discussed. The basic…
An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…
In this paper, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid…
In this work we prove convergence of the finite difference scheme for equations of stationary states of a general class of the spatial segregation of reaction-diffusion systems with $m\geq 2$ components. More precisely, we show that the…
We prove precise rates of convergence for monotone approximation schemes of fractional and nonlocal Hamilton-Jacobi-Bellman (HJB) equations. We consider diffusion corrected difference-quadrature schemes from the literature and new…
The aim of this work is to develop general optimization methods for finite difference schemes used to approximate linear differential equations. The specific case of the transport equation is exposed. In particular, the minimization of the…
In this paper, we introduce a notion of quantum discrepancy, a non-commutative version of combinatorial discrepancy which is defined for projection systems, i.e. finite sets of orthogonal projections, as non-commutative counterparts of set…
A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…
The compensated quotient-difference (Compqd) algorithm is proposed along with some applications. The main motivation is based on the fact that the standard quotient-difference (qd) algorithm can be numerically unstable. The Compqd algorithm…
We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…