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Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…

Numerical Analysis · Mathematics 2015-03-27 A. A. Alikhanov

This paper is concerned with moving mesh finite difference solution of partial differential equations. It is known that mesh movement introduces an extra convection term and its numerical treatment has a significant impact on the stability…

Numerical Analysis · Mathematics 2015-07-31 Weizhang Huang

We describe high order accurate and stable fully-discrete finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a…

Analysis of PDEs · Mathematics 2011-02-03 U. Koley

The problem of increasing the accuracy of an approximate solution is considered for boundary value problems for parabolic equations. For ordinary differential equations (ODEs), nonstandard finite difference schemes are in common use for…

Numerical Analysis · Computer Science 2017-05-22 Petr N. Vabishchevich

An explicit numerical scheme is proposed for solving the initial-boundary value problem for the radiative transport equation in a rectangular domain with completely absorbing boundary condition. An upwind finite difference approximation is…

Numerical Analysis · Mathematics 2013-03-27 Nobuyuki Higashimori , Hiroshi Fujiwara

In this paper, we design high order accurate and stable finite difference schemes for the initial-boundary value problem, associated with the magnetic induction equation with resistivity. We use Summation-By-Parts (SBP) finite difference…

Analysis of PDEs · Mathematics 2011-02-03 U. Koley , S. Mishra , N. H. Risebro , And M. Svard

Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The…

Numerical Analysis · Mathematics 2024-01-30 Anindya Goswami , Kuldip Singh Patel , Pradeep Kumar Sahu

We describe high order accurate and stable finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a given velocity…

Analysis of PDEs · Mathematics 2012-09-11 Ujjwal Koley , Siddhartha Mishra , Nils Henrik Risebro , Magnus Svärd

In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…

Numerical Analysis · Mathematics 2022-11-10 Guoliang Zhang , Hongqiang Zhu , Tao Xiong

We present difference schemes for stochastic transport equations with low-regularity velocity fields. We establish $L^2$ stability and convergence of the difference approximations under conditions that are less strict than those required…

Numerical Analysis · Mathematics 2025-01-27 Ulrik S. Fjordholm , Kenneth H. Karlsen , Peter H. C. Pang

In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…

Dynamical Systems · Mathematics 2024-05-28 Javad A. Asadzade , Nazim I. Mahmudov

We consider a stabilized finite element method based on a spacetime formulation, where the equations are solved on a global (unstructured) spacetime mesh. A unique continuation problem for the wave equation is considered, where data is…

Numerical Analysis · Mathematics 2023-05-10 Erik Burman , Ali Feizmohammadi , Arnaud Munch , Lauri Oksanen

An initial-boundary value problem for the 1D self-adjoint parabolic equation on the half-axis is solved. We study a broad family of two-level finite-difference schemes with two parameters related to averagings both in time and space.…

Numerical Analysis · Mathematics 2026-01-05 Alexander Zlotnik , Natalya Koltsova

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

Convection-diffusion problem are the base for continuum mechanics. The main features of these problems are associated with an indefinite operator the problem. In this work we construct unconditionally stable scheme for non-stationary…

Numerical Analysis · Computer Science 2012-08-31 N. Afanasyeva , P. Vabishchevich , M. Vasil'eva

In this article we discuss the numerical analysis for the finite difference scheme of the one-dimensional nonlinear wave equations with dynamic boundary conditions. From the viewpoint of the discrete variational derivative method we propose…

Numerical Analysis · Mathematics 2021-12-14 Akihiro Umeda , Yuta Wakasugi , Shuji Yoshikawa

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…

Numerical Analysis · Mathematics 2013-09-23 Siu A. Chin

In this article, we give a unified theory for constructing boundary layer expansions for dis-cretized transport equations with homogeneous Dirichlet boundary conditions. We exhibit a natural assumption on the discretization under which the…

Analysis of PDEs · Mathematics 2021-10-01 Benjamin Boutin , Jean-François Coulombel

Boundary problem for linear partial differential algebraic equations system with multiple characteristic curves is considered. It is supposed that matrix-functions pencil of the system under consideration is smoothly equivalent to special…

Numerical Analysis · Mathematics 2013-03-27 Svetlana Gaidomak

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva
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