Related papers: Higher order finite difference schemes for the mag…
High-order finite volume and finite element methods offer impressive accuracy and cost efficiency when solving hyperbolic conservation laws with smooth solutions. However, if the solution contains discontinuities, these high-order methods…
In this paper, we present a numerical strategy to check the strong stability (or GKS-stability) of one-step explicit finite difference schemes for the one-dimensional advection equation with an inflow boundary condition. The strong…
In this paper, we consider numerical approximations for solving the inductionless magnetohydrodynamic (MHD) equations. By utilizing the scalar auxiliary variable (SAV) approach for dealing with the convective and coupling terms, we propose…
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…
In the research community, there exists the strong belief that a continuous Galerkin scheme is notoriously unstable and additional stabilization terms have to be added to guarantee stability. In the first part of the series [6], the…
The construction of stable, conservative, and accurate volume dissipation is extended to discretizations that possess a generalized summation-by-parts (SBP) property within a tensor-product framework. The dissipation operators can be…
We develop a family of stabilized backward differentiation formula (sBDF) schemes of orders one through four for semilinear parabolic equations. The proposed methods are designed to achieve three properties that are rarely available…
We develop a high order cut finite element method for the Stokes problem based on general inf-sup stable finite element spaces. We focus in particular on composite meshes consisting of one mesh that overlaps another. The method is based on…
This paper introduces a new approach for the computation of electromagnetic field derivatives, up to any order, with respect to the material and geometric parameters of a given geometry, in a single Finite-Difference Time-Domain (FDTD)…
This paper introduces a novel approach for the construction of bulk--surface splitting schemes for semi-linear parabolic partial differential equations with dynamic boundary conditions. The proposed construction is based on a reformulation…
In this paper, we consider the Stokes problem with Dirichlet boundary conditions and the constant kinematic viscosity $\nu$ in an axis-aligned domain $\Omega$. We decouple the velocity $\bm u$ and pressure $p$ by deriving a novel biharmonic…
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,…
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…
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…
Using the Observable form of Maxwell's equations, we reveal that effective parameters at materials boundaries emerge naturally as anisotropic transfer functions. The complexity of the boundary dictates the order of these functions.…
The aim of this work is to develop general optimization methods for finite difference schemes used to approximate linear differential equations. The specific case of the transport equation is exposed. In particular, the minimization of the…
We establish sharp well-posedness and approximation estimates for variational saddle point systems at the continuous level. The main results of this note have been known to be true only in the finite dimensional case. Known spectral results…
High-order methods for conservation laws can be highly efficient if their stability is ensured. A suitable means mimicking estimates of the continuous level is provided by summation-by-parts (SBP) operators and the weak enforcement of…
In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities of the solution, we construct a finite difference scheme with…
We introduce a fluid dynamics algorithm that performs with nearly spectral accuracy, but uses finite-differences instead of FFTs to compute gradients and thus executes 10 times faster. The finite differencing is not based on a high-order…