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Mean-field games (MFGs) have shown strong modeling capabilities for large systems in various fields, driving growth in computational methods for mean-field game problems. However, high order methods have not been thoroughly investigated. In…

Numerical Analysis · Mathematics 2023-08-16 Guosheng Fu , Siting Liu , Stanley Osher , Wuchen Li

In this article, we propose high-order finite-difference entropy stable schemes for the two-fluid relativistic plasma flow equations. This is achieved by exploiting the structure of the equations, which consists of three independent flux…

Numerical Analysis · Mathematics 2023-05-11 Deepak Bhoriya , Harish Kumar , Praveen Chandrashekar

We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative…

Numerical Analysis · Mathematics 2014-05-20 Muaz Seydaoğlu , Sergio Blanes

We discuss the solution of regular and singular Sturm-Liouville problems by means of High Order Finite Difference Schemes. We describe a code to define a discrete problem and its numerical solution by means of linear algebra techniques.…

Numerical Analysis · Mathematics 2015-06-18 Pierluigi Amodio , Giuseppina Settanni

Magnetic quadrupoles are essential components of particle accelerators like the Large Hadron Collider. In order to study numerically the stability of the particle beam crossing a quadrupole, a large number of particle revolutions in the…

Computational Engineering, Finance, and Science · Computer Science 2019-06-26 Abele Simona , Luca Bonaventura , Thomas Pugnat , Barbara Dalena

We propose a block finite difference, error inhibiting scheme that is fourth-order accurate for short to moderate times and has a six-order convergence rate for long times. This scheme outperforms the standard fourth-order Finite Difference…

Numerical Analysis · Mathematics 2024-02-20 Adi Ditkowski , Anne Le Blanc , Chi-Wang Shu

For solving two-dimensional incompressible flow in the vorticity form by the fourth-order compact finite difference scheme and explicit strong stability preserving (SSP) temporal discretizations, we show that the simple bound-preserving…

Numerical Analysis · Mathematics 2023-10-26 Hao Li , Xiangxiong Zhang

Summation-by-parts (SBP) finite-difference discretizations share many attractive properties with Galerkin finite-element methods (FEMs), including time stability and superconvergent functionals; however, unlike FEMs, SBP operators are not…

Numerical Analysis · Mathematics 2015-09-07 Jason E. Hicken , David C. Del Rey Fernández , David W. Zingg

Several machine learning applications involve the optimization of higher-order derivatives (e.g., gradients of gradients) during training, which can be expensive in respect to memory and computation even with automatic differentiation. As a…

Machine Learning · Computer Science 2020-11-26 Tianyu Pang , Kun Xu , Chongxuan Li , Yang Song , Stefano Ermon , Jun Zhu

We present a finite-difference method for the topology optimization of permanent magnets that is based on the FFT accelerated computation of the stray-field. The presented method employs the density approach for topology optimization and…

Computational Physics · Physics 2017-10-11 Claas Abert , Christian Huber , Florian Bruckner , Christoph Vogler , Gregor Wautischer , Dieter Suess

This paper introduces a new computational framework to derive electromagnetic field derivatives with respect to multiple design parameters up to any order with the Finite-Difference Time-Domain (FDTD) technique. Specifically, only one FDTD…

Signal Processing · Electrical Eng. & Systems 2019-10-23 Kae-An Liu , Costas D. Sarris

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…

Numerical Analysis · Mathematics 2022-01-03 Chuwen Ma , Weiying Zheng

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

When solving partial differential equations using classical schemes such as finite difference or finite volume methods, sufficiently fine meshes and carefully designed schemes are required to achieve high-order accuracy of numerical…

Numerical Analysis · Mathematics 2025-04-02 Jinrui Zhou , Yiqi Gu , Hua Shen , Liwei Xu , Juan Zhang , Guanyu Zhou

We study the stability of one-dimensional linear lattice Boltzmann schemes for scalar hyperbolic equations with respect to boundary data. Our approach is based on the original raw algorithm on several unknowns, thereby avoiding the need for…

Numerical Analysis · Mathematics 2025-10-29 Thomas Bellotti

This work presents arbitrary high order well balanced finite volume schemes for the Euler equations with a prescribed gravitational field. It is assumed that the desired equilibrium solution is known, and we construct a scheme which is…

Numerical Analysis · Mathematics 2020-01-30 C. Klingenberg , G. Puppo , M. Semplice

Summation-by-parts (SBP) finite difference methods have several desirable properties for second-order wave equations. They combine the computational efficiency of narrow-stencil finite difference operators with provable stability on…

Numerical Analysis · Mathematics 2020-09-29 Martin Almquist , Eric M. Dunham

The EHP and the MCAP provide new rigorous weak variational formalism for a broad range of initial boundary value problems in mathematical physics and mechanics. Both approaches utilize the mixed formulation and lead to the development of…

Dynamical Systems · Mathematics 2013-11-19 Jinkyu Kim

We present a new multi-dimensional, robust, and cell-centered finite-volume scheme for the ideal MHD equations. This scheme relies on relaxation and splitting techniques and can be easily used at high order. A fully conservative version is…

This paper presents the generalized formulations of fundamental schemes for efficient unconditionally stable implicit finite-difference time-domain (FDTD) methods. The fundamental schemes constitute a family of implicit schemes that feature…

Numerical Analysis · Mathematics 2020-12-01 Eng Leong Tan