Related papers: Higher order finite difference schemes for the mag…
This paper develops high-order accurate entropy stable (ES) adaptive moving mesh finite difference schemes for the two- and three-dimensional special relativistic hydrodynamic (RHD) and magnetohydrodynamic (RMHD) equations, which is the…
Curvilinear, multiblock summation-by-parts finite difference operators with the simultaneous approximation term method provide a stable and accurate framework for solving the wave equation in second order form. That said, the standard…
Invariant finite-difference schemes for the one-dimensional shallow water equations in the presence of a magnetic field for various bottom topographies are constructed. Based on the results of the group classification recently carried out…
Finite difference schemes for the simulation of elastic waves in materi- als with jump discontinuities are presented. The key feature is the highly accurate treatment of interfaces where media discontinuities arise. The schemes are…
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, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid…
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…
In this work we develop a class of high-order finite difference weighted essentially non-oscillatory (FD-WENO) schemes for solving the ideal magnetohydrodynamic (MHD) equations in 2D and 3D. The philosophy of this work is to use efficient…
We propose a new high-order alternating direction implicit (ADI) finite difference scheme for the solution of initial-boundary value problems of convection-diffusion type with mixed derivatives and non-constant coefficients, as they arise…
Synchronizations of processing elements (PEs) in massively parallel simulations, which arise due to communication or load imbalances between PEs, significantly affect the scalability of scientific applications. We have recently proposed a…
We consider compact finite-difference schemes of the 4th approximation order for an initial-boundary value problem (IBVP) for the $n$-dimensional non-homogeneous wave equation, $n\geq 1$. Their construction is accomplished by both the…
Since integration by parts is an important tool when deriving energy or entropy estimates for differential equations, one may conjecture that some form of summation by parts (SBP) property is involved in provably stable numerical methods.…
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…
This article extends the theory of classical finite-difference summation-by-parts (FD-SBP) time-marching methods to the generalized summation-by-parts (GSBP) framework. Dual-consistent GSBP time-marching methods are shown to retain: A and…
Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…
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…
In this paper, we will use the interior functions of an hierarchical basis for high order $BDM_p$ elements to enforce the divergence-free condition of a magnetic field $B$ approximated by the H(div) $BDM_p$ basis. The resulting constrained…
We show that the classical fourth order accurate compact finite difference scheme with high order strong stability preserving time discretizations for convection diffusion problems satisfies a weak monotonicity property, which implies that…
We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…
We propose a structure-preserving finite difference scheme for the Cahn-Hilliard equation with a dynamic boundary condition using the discrete variational derivative method (DVDM). In this approach, it is important and essential how to…