Related papers: Implicit finite difference schemes for the magneti…
The problem of increasing the accuracy of an approximate solution is considered for boundary value problems for parabolic equations. For ordinary differential equations (ODEs), nonstandard finite difference schemes are in common use for…
We establish sharp well-posedness and approximation estimates for variational saddle point systems at the continuous level. The main results of this note have been known to be true only in the finite dimensional case. Known spectral results…
We construct and analyze a strongly consistent second-order finite difference scheme for the steady two-dimensional Stokes flow. The pressure Poisson equation is explicitly incorporated into the scheme. Our approach suggested by the first…
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…
This paper is concerned with moving mesh finite difference solution of partial differential equations. It is known that mesh movement introduces an extra convection term and its numerical treatment has a significant impact on the stability…
This paper investigates the stability of both the semi-discrete and the implicit central scheme for the linear damped wave equation on the half-line, where the spatial boundary is characteristic for the limiting equation. The proposed…
We present a divergence-free semi-implicit finite volume scheme for the simulation of the ideal magnetohydrodynamics (MHD) equations which is stable for large time steps controlled by the local transport speed at all Mach and Alfv\'en…
We present and compare third- as well as fifth-order accurate finite difference schemes for the numerical solution of the compressible ideal MHD equations in multiple spatial dimensions. The selected methods lean on four different…
We build convergent discretizations and semi-implicit solvers for the Infinity Laplacian and the game theoretical $p$-Laplacian. The discretizations simplify and generalize earlier ones. We prove convergence of the solution of the Wide…
In this work we explore the fidelity of numerical approximations to the analytic spectra of hyperbolic partial differential equation systems with variable coefficients. We are particularly interested in the ability of discrete methods to…
We introduce a new formulation for the finite element immersed boundary method which makes use of a distributed Lagrange multiplier. We prove that a full discretization of our model, based on a semi-implicit time advancing scheme, is…
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…
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…
We present new high-order Alternating Direction Implicit (ADI) schemes for the numerical solution of initial-boundary value problems for convection-diffusion equations with mixed derivative terms. Our approach is based on the…
The aim of this work is to develop general optimization methods for finite difference schemes used to approximate linear differential equations. The specific case of the transport equation is exposed. In particular, the minimization of the…
We present an efficient dimension-by-dimension finite-volume method which solves the adiabatic magnetohydrodynamics equations at high discretization order, using the constrained-transport approach on Cartesian grids. Results are presented…
We construct a finite element like scheme for fully non-linear integro-partial differential equations arising in optimal control of jump-processes. Special cases of these equations include optimal portfolio and option pricing equations in…
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.…
First-order fully implicit as well as implicit--explicit schemes for coupled elliptic-parabolic systems are discussed in [Ern and Meunier, ESAIM: M2AN, 2009] and [Altmann et al., Math.\ Comp., 2021], respectively. The extension of the…
The classical continuous finite element method with Lagrangian $Q^k$ basis reduces to a finite difference scheme when all the integrals are replaced by the $(k+1)\times (k+1)$ Gauss-Lobatto quadrature. We prove that this finite difference…