Related papers: The finite precision computation and the nonconver…
In this paper we consider an initial-boundary value problem with a Caputo time derivative of order $\alpha\in(0,1)$. The solution typically exhibits a weak singularity near the initial time and this causes a reduction in the orders of…
We show that if a numerical method is posed as a sequence of operators acting on data and depending on a parameter, typically a measure of the size of discretization, then consistency, convergence and stability can be related by a…
Let $z_{1},z_{2},...,z_{N}$ be a sequence of distinct grid points. A finite difference formula approximates the $m$-th derivative $f^{(m)}(0)$ as $\sum w_{k}f(z_{k})$, with $w_{k}$ being the weights. We derive an algorithm for finding the…
Results about existence and uniqueness of solutions of initial value problem for certain types of partial differential equations are recalled as well as iterative scheme and an error estimate for approximate solutions obtained using this…
We use the Reversibility Error Method and the Fidelity to analyze the global effects of a small perturbation in a non-integrable system. Both methods have already been proposed and used in the literature but the aim of this paper is to…
We present a class of non-standard numerical schemes which are modifications of the discrete gradient method. They preserve the energy integral exactly (up to the round-off error). The considered class contains locally exact discrete…
We present a (partial) historical summary of the mathematical analysis of finite differences and finite volumes methods, paying a special attention to the Lax-Richtmyer and Lax-Wendroff theorems. We then state a Lax-Wendroff consistency…
We prove a general finite convergence theorem for "upward-guarded" fixpoint expressions over a well-quasi-ordered set. This has immediate applications in regular model checking of well-structured systems, where a main issue is the eventual…
Recently, the construction of finite difference schemes from lattice Boltzmann schemes has been rigorously analyzed [Bellotti et al. (2022), Numer. Math. 152, pp. 1-40]. It is thus known that any lattice Boltzmann scheme can be expressed in…
The computation time required by standard finite difference methods with fixed timesteps for solving fractional diffusion equations is usually very large because the number of operations required to find the solution scales as the square of…
Recently a useful finite-difference scheme was proposed in [Phys. Rev. E 98, 033302 (2018)] to solve Fokker-Planck equations with drift-admitting jumps. However, while the scheme is fifth order for the case with smooth drifts, it is only…
A unified approach to derive optimal finite differences is presented which combines three critical elements for numerical performance especially for multi-scale physical problems, namely, order of accuracy, spectral resolution and…
It is by now well-known that one can recover a potential in the wave equation from the knowledge of the initial waves, the boundary data and the flux on a part of the boundary satisfying the Gamma-conditions of J.-L. Lions. We are…
We are interested in nonlinear hyperbolic systems in nonconservative form arising in fluid dynamics, and, for solutions containing shock waves, we investigate the convergence of finite difference schemes applied to such systems. According…
We introduce a fluid dynamics algorithm that performs with nearly spectral accuracy, but uses finite-differences instead of FFTs to compute gradients and thus executes 10 times faster. The finite differencing is not based on a high-order…
In this paper, a higher order finite difference scheme is proposed for Generalized Fractional Diffusion Equations (GFDEs). The fractional diffusion equation is considered in terms of the generalized fractional derivatives (GFDs) which uses…
Minimizing finite sums of functions is a central problem in optimization, arising in numerous practical applications. Such problems are commonly addressed using first-order optimization methods. However, these procedures cannot be used in…
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…
This paper addresses the three concepts of \textit{ consistency, stability and convergence } in the context of compact finite volume schemes for systems of nonlinear hyperbolic conservation laws. The treatment utilizes the framework of…
In this paper we consider a sub-diffusion problem where the fractional time derivative is approximated either by the L1 scheme or by Convolution Quadrature. We propose new interpretations of the numerical schemes which lead to a posteriori…