Related papers: Finite Difference Methods for Second Order in Spac…
In this article, we improve the convergence order of some finite volume solutions approximating some second order elliptic problems. We prove that finite volume approximations of order $O(h^{k+1})$, with $k$ integer, can be obtained after…
A class of second order approximations, called the weighted and shifted Gr\"{u}nwald difference operators, are proposed for Riemann-Liouville fractional derivatives, with their effective applications to numerically solving space fractional…
Two-fluid relativistic plasma flow equations combine the equations of relativistic hydrodynamics with Maxwell's equations for electromagnetic fields, which involve divergence constraints for the magnetic and electric fields. When developing…
Because of the nonlocal properties of fractional operators, higher order schemes play more important role in discretizing fractional derivatives than classical ones. The striking feature is that higher order schemes of fractional…
We study a scalar hyperbolic partial differential equation with non-linear terms similar to those of the equations of general relativity. The equation has a number of non-trivial analytical solutions whose existence rely on a delicate…
In this paper we develop a reduction procedure for determining exact wave solutions of first order quasilinear hyperbolic one-dimensional nonhomogeneous systems. The approach is formulated within the theoretical framework of the method of…
We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In…
In this paper, both semidiscrete and completely discrete finite volume element methods (FVEMs) are analyzed for approximating solutions of a class of linear hyperbolic integro- differential equations in a two-dimensional convex polygonal…
In this work, we present a new high order Discontinuous Galerkin time integration scheme for second-order (in time) differential systems that typically arise from the space discretization of the elastodynamics equation. By rewriting the…
High-order spatial discretisations and full discretisations of parabolic partial differential equations on evolving surfaces are studied. We prove convergence of the high-order evolving surface finite element method, by showing high-order…
Numerical methods for fractional calculus attract increasing interests due to its wide applications in various fields such as physics, mechanics, etc. In this paper, we focus on constructing high-order algorithms for Riesz derivatives,…
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…
A high-order finite element method is proposed to solve the nonlinear convection-diffusion equation on a time-varying domain whose boundary is implicitly driven by the solution of the equation. The method is semi-implicit in the sense that…
We give sufficient conditions under which solutions of finite-difference schemes in the space variable for second order possibly degenerate parabolic and elliptic equations admit estimates of spatial derivatives up to any given order…
In this work, we determine the full expression for the global truncation error of hyperbolic partial differential equations (PDEs). In particular, we use theoretical analysis and symbolic algebra to find exact expressions for the…
This work aims to extend the well-known high-order WENO finite-difference methods for systems of conservation laws to nonconservative hyperbolic systems. The main difficulty of these systems both from the theoretical and the numerical…
Finite volume methods for problems involving second order operators with full diffusion matrix can be used thanks to the definition of a discrete gradient for piecewise constant functions on unstructured meshes satisfying an orthogonality…
In this chapter, we aim at presenting the basic techniques necessary to go beyond the widely accepted paradigm of second-order numerics. We specifically focus on finite-volume schemes for hyperbolic conservation laws occuring in fluid…
We study an initial-boundary value problem of variable-order time-fractional diffusion equations in one space dimension. Based on the wellposedness of the proposed model and the smoothing properties of its solutions, which are shown to be…
We address nonautonomous initial boundary value problems for decoupled linear first-order one-dimensional hyperbolic systems, investigating the phenomenon of finite time stabilization. We establish sufficient and necessary conditions…