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We present strongly stable semi-discrete finite difference approximations to the quarter space problem (x>0, t>0) for the first order in time, second order in space wave equation with a shift term. We consider space-like (pure outflow) and…

General Relativity and Quantum Cosmology · Physics 2024-07-11 Gioel Calabrese , Carsten Gundlach

We use high order finite difference methods to solve the wave equation in the second order form. The spatial discretization is performed by finite difference operators satisfying a summation-by-parts property. The focus of this work is on…

Numerical Analysis · Mathematics 2017-02-08 Siyang Wang , Kristoffer Virta , Gunilla Kreiss

We extend the notion of numerical stability of finite difference approximations to include hyperbolic systems that are first order in time and second order in space, such as those that appear in Numerical Relativity. By analyzing the symbol…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Gioel Calabrese , Ian Hinder , Sascha Husa

There is a tendency to write the equations of general relativity as a first order symmetric system of time dependent partial differential equations. However, for numerical reasons, it might be advantageous to use a second order formulation…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Heinz-O. Kreiss , Omar E. Ortiz

In this paper, we present a high order finite difference solver for anisotropic diffusion problems based on the first-order hyperbolic system method. In particular, we demonstrate that the construction of a uniformly accurate fifth-order…

Computational Physics · Physics 2019-07-30 Amareshwara Sainadh Chamarthi , Hiroaki Nishikawa , Kimiya Komurasaki

In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform…

Numerical Analysis · Mathematics 2016-04-04 Lijing Zhao , Weihua Deng

The aim of this paper is to obtain a posteriori error bounds of optimal order in time and space for the linear second-order wave equation discretized by the Newmark scheme in time and the finite element method in space. Error estimates are…

Numerical Analysis · Mathematics 2017-09-22 Olga Gorynina , Alexei Lozinski , Marco Picasso

Explicit numerical methods based on Lax-Friedrichs and Leap-Frog finite difference approximations are constructed to find the numerical solution of the first-order hyperbolic partial differential equation with point-wise delay or advance,…

Numerical Analysis · Mathematics 2010-12-07 Paramjeet Singh , Kapil K. Sharma

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

In this introductory work I will present the Finite Difference method for hyperbolic equations, focusing on a method which has second order precision both in time and space (the so-called staggered leapfrog method) and applying it to the…

Computational Physics · Physics 2007-05-23 Artur B. Adib

In this work we explore the fidelity of numerical approximations to the analytic spectra of hyperbolic partial differential equation systems with variable coefficients. We are particularly interested in the ability of discrete methods to…

Numerical Analysis · Mathematics 2025-08-12 Brittany A. Erickson

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

In this paper we study the finite element approximation of systems of second-order nonlinear hyperbolic equations. The proposed numerical method combines a $hp$-version discontinuous Galerkin finite element approximation in the time…

Numerical Analysis · Mathematics 2022-12-02 Aili Shao

The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators…

Numerical Analysis · Mathematics 2021-11-30 Aili Shao

In this work, we provide a deep investigation of a family of arbitrary high order numerical methods for hyperbolic partial differential equations (PDEs), with particular emphasis on very high order versions, i.e., with order higher than 5.…

Numerical Analysis · Mathematics 2025-05-09 Lorenzo Micalizzi , Eleuterio F. Toro

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…

Numerical Analysis · Mathematics 2016-11-16 Olivier Bokanowski , Athena Picarelli , Christoph Reisinger

In this paper, a class of finite difference numerical techniques is presented to solve the second-order linear inhomogeneous damped wave equation. The consistency, stability, and convergences of these numerical schemes are discussed. The…

Numerical Analysis · Mathematics 2021-12-23 Fazel Hadadifard , Satbir Malhi , Zhengyi Xiao

In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discretization to the multi-term Caputo derivative based on the…

Numerical Analysis · Mathematics 2019-02-22 Pin Lyu , Yuxiang Liang , Zhibo Wang

This paper presents a data-driven finite volume method for solving 1D and 2D hyperbolic partial differential equations. This work builds upon the prior research incorporating a data-driven finite-difference approximation of smooth solutions…

Numerical Analysis · Mathematics 2025-02-25 Guillaume de Romémont , Florent Renac , Jorge Nunez , Francisco Chinesta

In this paper, high order well-balanced finite difference weighted essentially non-oscillatory methods to solve general systems of balance laws are presented. Two different families are introduced: while the methods in the first one…

Numerical Analysis · Mathematics 2020-12-02 Carlos Parés , Carlos Parés-Pulido
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