Related papers: Finite Difference Methods for Second Order in Spac…
The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…
In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference…
We study hyperbolic systems of one-dimensional partial differential equations under general, possibly non-local boundary conditions. A large class of evolution equations, either on individual 1-dimensional intervals or on general networks,…
We propose a second order finite volume scheme for nonlinear degenerate parabolic equations. For some of these models (porous media equation, drift-diffusion system for semiconductors, ...) it has been proved that the transient solution…
We present a finite volume method that is applicable to hyperbolic PDEs including spatially varying and semilinear nonconservative systems. The spatial discretization, like that of the well-known Clawpack software, is based on solving…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
In this paper, we present a conforming space-time discretization of the wave equation based on a first-order-in-time variational formulation with exponential weights in time. We analyze the method, showing its stability without imposing any…
We consider fully discrete embedded finite element approximations for a shallow water hyperbolic problem and its reduced-order model. Our approach is based on a fixed background mesh and an embedded reduced basis. The Shifted Boundary…
The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…
A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…
Staggered grid finite difference scheme is widely used for the first order elastic wave equation, which constitutes the basis for least-squares reverse time migration and full waveform inversion. It is of great importance to improve the…
We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…
In this work, new finite difference schemes are presented for dealing with the upper-convected time derivative in the context of the generalized Lie derivative. The upper-convected time derivative, which is usually encountered in the…
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
We consider a space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable. Conforming tensor-product finite element discretisations with piecewise…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…
We propose two stable and one conditionally stable finite difference schemes of second-order in both time and space for the time-fractional diffusion-wave equation. In the first scheme, we apply the fractional trapezoidal rule in time and…
We give sufficient conditions under which the convergence of finite difference approximations in the space variable of possibly degenerate second order parabolic and elliptic equations can be accelerated to any given order of convergence by…
In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…