Related papers: Higher order finite difference schemes for the mag…
In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference…
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"…
We present a novel technique for imposing non-linear entropy conservative and entropy stable wall boundary conditions for the resistive magnetohydrodynamic equations in the presence of an adiabatic wall or a wall with a prescribed heat…
Applying the method of moments to the chemical master equation (CME) appearing in stochastic chemical kinetics often leads to the so-called closure problem. Recently, several authors showed that this problem can be partially overcome using…
We discuss $L_p$-estimates for finite difference schemes approximating parabolic, possibly degenerate, SPDEs, with initial conditions from $W^m_p$ and free terms taking values in $W^m_p.$ Consequences of these estimates include an…
In this paper, a parameter-uniform fitted mesh finite difference scheme is constructed and analyzed for a class of singularly perturbed interior turning point problems. The solution of this class of turning point problem possess two outflow…
A general method for constructing high order upwind schemes for multidimensional magnetohydrodynamics (MHD), having as a main built-in condition the divergence-free constraint $\divb=0$ for the magnetic field vector $\bb$, is proposed. The…
Finite difference schemes, using Backward Differentiation Formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term, of the form $$\min(v_t - a(t,x) v_{xx} + b(t,x) v_x + r(t,x) v, v-…
We describe a new approach to derive numerical approximations of boundary conditions for high-order accurate finite-difference approximations. The approach, called the Local Compatibility Boundary Condition (LCBC) method, uses boundary…
Due to its highly oscillating solution, the Helmholtz equation is numerically challenging to solve. To obtain a reasonable solution, a mesh size that is much smaller than the reciprocal of the wavenumber is typically required (known as the…
We demonstrate that we can carry over the strategy of Finite Element Exterior Calculus (FEEC) to Summation-by-Parts (SBP) Finite Difference (FD) methods to achieve divergence- and curl-free discretizations. This is not obvious at first…
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…
We analyze two types of summation-by-parts finite difference operators for approximating the second derivative with variable coefficient. The first type uses ghost points, while the second type does not use any ghost points. A previously…
We show that the standard boundary integral operators, defined on the unit sphere, for the Stokes equations diagonalize on a specific set of vector spherical harmonics and provide formulas for their spectra. We also derive analytical…
We derive and analyse well-posed boundary conditions for the linear shallow water wave equation. The analysis is based on the energy method and it identifies the number, location and form of the boundary conditions so that the initial…
Recently, the Shifted Boundary Method (SBM) was proposed within the class of unfitted (or immersed, or embedded) finite element methods. By reformulating the original boundary value problem over a surrogate (approximate) computational…
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.…
This paper proposes high-order accurate well-balanced (WB) energy stable (ES) adaptive moving mesh finite difference schemes for the shallow water equations (SWEs) with non-flat bottom topography. To enable the construction of the ES…
We are developing a framework for multiscale computation which enables models at a ``microscopic'' level of description, for example Lattice Boltzmann, Monte Carlo or Molecular Dynamics simulators, to perform modelling tasks at the…
In this paper, an energy-consistent finite difference scheme for the compressible hydrodynamic and magnetohydrodynamic (MHD) equations is introduced. For the compressible magnetohydrodynamics, an energy-consistent finite difference…