Related papers: Higher order finite difference schemes for the mag…
This study aims to construct a stable, high-order compact finite difference method for solving Sobolev-type equations with Dirichlet boundary conditions in one-space dimension. Approximation of higher-order mixed derivatives in some…
We evaluate the hedging performance of a high-order compact finite difference scheme from [4] for option pricing in Bates model. We compare the scheme's hedging performance to standard finite difference methods in different examples. We…
Robust and convergent high-order numerical methods for solving partial differential equations are highly attractive due to their efficiency on modern and next-generation hardware architectures. However, designing such methods for nonlinear…
We discuss a class of magnetic-electric fields based finite element schemes for stationary magnetohydrodynamics (MHD) systems with two types of boundary conditions. We establish a key $L^{3}$ estimate for divergence-free finite element…
We explore singular second-order boundary value problems with mixed boundary conditions on a general time scale. Using the lower and upper solutions method combined with the Brouwer fixed point theorem we demonstrate the existence of a…
To address the magnetization dynamics in ferromagnetic materials described by the Landau-Lifshitz-Gilbert equation under large damping parameters, a third-order accurate numerical scheme is developed by building upon a second-order method…
In this paper, we present how high-order accurate solutions to elliptic partial differential equations can be achieved in arbitrary spatial domains using radial basis function-generated finite differences (RBF-FD) on unfitted node sets…
In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…
In this paper we consider an initial-boundary value problem with a Caputo time derivative of order $\alpha\in(0,1)$. The solution typically exhibits a weak singularity near the initial time and this causes a reduction in the orders of…
A fourth-order finite volume embedded boundary (EB) method is presented for the unsteady Stokes equations. The algorithm represents complex geometries on a Cartesian grid using EB, employing a technique to mitigate the "small cut-cell"…
Finite difference schemes in the spatial variable for degenerate stochastic parabolic PDEs are investigated. Sharp results on the rate of $L_p$ and almost sure convergence of the finite difference approximations are presented and results on…
A high-order well-balanced scheme for the Euler equations with gravitation is presented. The scheme is able to preserve a spatially high-order accurate discrete representation of a large class of hydrostatic equilibria. It is based on a…
In this paper, we show that diagonal-norm summation by parts (SBP) discretizations of general non-conservative systems of hyperbolic balance laws can be rewritten as a finite-volume-type formula, also known as flux-differencing formula, if…
The nonlinear weakly dispersive Serre equations contain higher-order dispersive terms. This includes a mixed derivative flux term which is difficult to handle numerically. The mix spatial and temporal derivative dispersive term is replaced…
We introduce a class of high order accurate, semi-implicit Runge-Kutta schemes in the general setting of evolution equations that arise as gradient flow for a cost function, possibly with respect to an inner product that depends on the…
A high-fidelity finite volume scheme based on the BVD (boundary variation diminishing) concept is proposed in this study to solve the ideal magnetohydrodynamics (MHD) equations. A hybrid spatial reconstruction profile, consisting of a…
In this article, we present an Unfitted Space-Time Finite Element method for the scalar transport equation posed on moving domains. We consider the case of the domain boundary being transported by the same velocity field as the scalar…
In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with…
Acoustic and elastic wave equations are routinely used in geophysical and engineering studies to simulate the propagation of waves, with a broad range of applications, including seismology, near surface characterization, non-destructive…
A new integration scheme, combining the stability and the precision of usual pseudo-spectral codes with the locality of finite differences methods, is introduced. It turns out to be particularly suitable for the study of front and…