Related papers: Finite Difference Methods for Second Order in Spac…
We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…
We introduce an approximation technique for nonlinear hyperbolic systems with sources that is invariant domain preserving. The method is discretization-independent provided elementary symmetry and skew-symmetry properties are satisfied by…
We present a higher order space-time unfitted finite element method for convection-diffusion problems on coupled (surface and bulk) domains. In that way, we combine a method suggested by Heimann, Lehrenfeld, Preu{\ss} (SIAM J. Sci. Comput.…
We propose a numerical method to solve general hyperbolic systems in any space dimension using forward Euler time stepping and continuous finite elements on non-uniform grids. The properties of the method are based on the introduction of an…
We develop a finite volume method for Maxwell's equations in materials whose electromagnetic properties vary in space and time. We investigate both conservative and non-conservative numerical formulations. High-order methods accurately…
We propose a novel framework for model-order reduction of hyperbolic differential equations. The approach combines a relaxation formulation of the hyperbolic equations with a discretization using shifted base functions. Model-order…
The causal structure of Einstein's evolution equations is considered. We show that in general they can be written as a first order system of balance laws for any choice of slicing or shift. We also show how certain terms in the evolution…
This paper is part of a program to combine a staggered time and staggered spatial discretization of continuum wave equations so that important properties of the continuum that are proved using vector calculus can be proven in an analogous…
We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…
We prove optimal error bounds for a second order in time finite element approximation of curve shortening flow in possibly higher codimension. In addition, we introduce a second order in time method for curve diffusion. Both schemes are…
We consider point sources in hyperbolic equations discretized by finite differences. If the source is stationary, appropriate source discretization has been shown to preserve the accuracy of the finite difference method. Moving point…
In ordinary turbulence research it has been a long standing tradition to solve the equations in spectral space giving the best possible accuracy. This is indeed a natural choice for incompressible problems with periodic boundaries, but it…
In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…
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 many applications, for instance when describing dynamics of fluids or gases, hyperbolic conservation laws arise naturally in the modeling of conserved quantities of a system, like mass or energy. These types of equations exhibit highly…
We introduce a class of singular partial differential equations, the second-order hyperbolic Fuchsian systems, and we investigate the associated initial value problem when data are imposed on the singularity. First of all, we analyze a…
A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…
A multi-scale method for the hyperbolic systems governing sediment transport in subcritical case is developed. The scale separation of this problem is due to the fact that the sediment transport is much slower than flow velocity. We first…
In this paper, we investigate the inverse quasi-variational inequality problem in finite-dimensional spaces. First, we introduce a second-order dynamical system whose trajectory converges exponentially to the solution of the inverse…
This paper serves to treat boundary conditions numerically with high order accuracy in order to match the two-stage fourth-order finite volume schemes for hyperbolic problems developed in [{\em J. Li and Z. Du, A two-stage fourth order…