Related papers: Higher order finite difference schemes for the mag…
This paper develops high-order accurate, well-balanced (WB), and positivity-preserving (PP) finite volume schemes for shallow water equations on adaptive moving structured meshes. The mesh movement poses new challenges in maintaining the WB…
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…
We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…
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 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…
To enhance the scalability and performance of the traditional finite-difference time-domain (FDTD) methods, a three-dimensional summation-by-parts simultaneous approximation term (SBP-SAT) FDTD method is developed to solve complex…
In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…
In this paper, the coupled fractional Ginzburg-Landau equations are first time investigated numerically. A linearized implicit finite difference scheme is proposed. The scheme involves three time levels, is unconditionally stable and…
This report addresses the boundary value problem for a second-order linear singularly perturbed FIDE. Traditional methods for solving these equations often face stability issues when dealing with small perturbation parameters. We propose an…
In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…
This work focuses on multidimensional summation-by-parts (SBP) discretizations of linear elliptic operators with variable coefficients. We consider a general SBP discretization with dense simultaneous approximation terms (SATs), which serve…
There has been an increasing interest in developing efficient immersed boundary method (IBM) based on Cartesian grids, recently in the context of high-order methods. IBM based on volume penalization is a robust and easy to implement method…
We introduce a new class of finite differences schemes to approximate one dimensional dissipative semilinear hyperbolic systems with a BGK structure. Using precise analytical time-decay estimates of the local truncation error, it is…
An efficient and accurate finite-element algorithm is described for the numerical solution of the incompressible Navier-Stokes (INS) equations. The new algorithm that solves the INS equations in a velocity-pressure reformulation is based on…
We present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which…
This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…
Finite difference schemes are here solved by means of a linear matrix equation. The theoretical study of the related algebraic system is exposed, and enables us to minimize the error due to a finite difference approximation.
Summation-by-parts (SBP) operators allow us to systematically develop energy-stable and high-order accurate numerical methods for time-dependent differential equations. Until recently, the main idea behind existing SBP operators was that…
A stencil-adaptive SBP-SAT finite difference scheme is shown to display superconvergent behavior. Applied to the linear advection equation, it has a convergence rate $\mathcal{O}(\Delta x^4)$ in contrast to a conventional scheme, which…
We propose a high order finite difference linear scheme combined with a high order bound preserving maximum-principle-preserving (MPP) flux limiter to solve the incompressible flow system. For such problem with highly oscillatory structure…