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Related papers: On stability of difference schemes

200 papers

Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…

General Relativity and Quantum Cosmology · Physics 2010-01-18 M. Chirvasa , S. Husa

Conditions of Stability for explicit finite difference scheme and some results of numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon are provided. It seems to…

Pricing of Securities · Quantitative Finance 2018-08-28 Hyong-Chol O. , Jong-Chol Kim , Il-Gwang Jon

The approximate solution of the Cauchy problem for second-order evolution equations is performed, first of all, using three-level time approximations. Such approximations are easily constructed and relatively uncomplicated to investigate…

Numerical Analysis · Mathematics 2023-03-02 P. N. Vabishchevich

The explicit two-stage fourth-order (TSFO) temporal-spatial coupling method is efficient and compact but suffers severe time-step restrictions for stiff problems with multiple scales. To address Professor Jiequan Li's call for an implicit…

Numerical Analysis · Mathematics 2026-05-12 Zhixin Huo

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…

Numerical Analysis · Mathematics 2016-11-22 Hengfei Ding , Changpin Li

This work presents the design of nonlinear stabilization techniques for the finite element discretization of Euler equations in both steady and transient form. Implicit time integration is used in the case of the transient form. A…

Numerical Analysis · Mathematics 2020-08-26 Santiago Badia , Jesús Bonilla , Sibusiso Mabuza , John N. Shadid

Boundary problem for linear partial differential algebraic equations system with multiple characteristic curves is considered. It is supposed that matrix-functions pencil of the system under consideration is smoothly equivalent to special…

Numerical Analysis · Mathematics 2013-03-27 Svetlana Gaidomak

Our aim in this paper is to investigate the asymptotic behavior of solutions of the perturbed linear fractional differential system. We show that if the original linear autonomous system is asymptotically stable then under the action of…

Dynamical Systems · Mathematics 2018-08-24 N. D. Cong , T. S. Doan , H. T. Tuan

We consider solid state phase transformations that are caused by free energy densities with domains of non-convexity in strain-composition space; we refer to the non-convex domains as mechano-chemical spinodals. The non-convexity with…

Computational Physics · Physics 2016-09-19 Koki Sagiyama , Shiva Rudraraju , Krishna Garikipati

We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved…

Numerical Analysis · Mathematics 2023-12-01 Peter Frolkovič , Nikola Gajdošová

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…

Computational Finance · Quantitative Finance 2014-05-12 Bertram Düring , Michel Fournié , Christof Heuer

By using variational methods, the existence of infinitely many solutions for a nonlinear algebraic system with a parameter is established in presence of a perturbed Lipschitz term. Our goal was achieved requiring an appropriate behavior of…

Analysis of PDEs · Mathematics 2016-08-30 Giovanni Molica Bisci , Dušan Repovš

Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous applied and control problems. Yet, practically valuable results are rare in this area. This paper develops a novel approach, which…

Dynamical Systems · Mathematics 2018-08-29 Mark A. Pinsky , Steve Koblik

The existence and stability of stable bright solitons in one-dimensional (1D) media with a spatially periodical modulated Kerr nonlinearity are demonstrated by means of the linear-stability analysis and in direct numerical simulations. The…

Pattern Formation and Solitons · Physics 2019-09-24 Liangwei Zeng , Jianhua Zeng

We obtain conditions for the differentiability of weak solutions for a second-order uniformly elliptic equation in divergence form with a homogeneous co-normal boundary condition. The modulus of continuity for the coefficients is assumed to…

Analysis of PDEs · Mathematics 2016-02-18 Robert McOwen , Vladimir Maz'ya

A series of third- and fifth-order hybrid compact least-squares central weighted essentially non-oscillatory schemes are proposed and applied to curvilinear structured grids for the finite volume method. In smooth regions, compact…

Fluid Dynamics · Physics 2025-08-05 Jianhua Pan , Luxin Li , Ji Yin , Wei-Gang Zeng

We consider the stability of periodic map with period-$2$ in linear fractional difference equations where the function is $f(x)=ax$ at even times and $f(x)=bx$ at odd times. The stability of such a map for an integer order map depends on…

Dynamical Systems · Mathematics 2023-04-18 Sachin Bhalekar , Prashant M. Gade

Motivated by the problem of dealing with incomplete or imprecise acquisition of data in computer vision and computer graphics, we extend results concerning the stability of persistent homology with respect to function perturbations to…

Algebraic Topology · Mathematics 2010-05-11 Patrizio Frosini , Claudia Landi

An implicit finite difference scheme based on the $L2$-$1_{\sigma}$ formula is presented for a class of one-dimensional time fractional reaction-diffusion equations with variable coefficients and time drift term. The unconditional stability…

Numerical Analysis · Mathematics 2020-02-12 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao

The interest of the scientific community for the existence, uniqueness and stability of solutions to PDE's is testified by the numerous works available in the literature. In particular, in some recent publications on the subject an…

Analysis of PDEs · Mathematics 2019-02-22 Daniele Casagrande , Daniele Del Santo , Martino Prizzi