Related papers: On stability of difference schemes
The goal of this work is to determine classes of travelling solitary wave solutions for a differential approximation of a finite difference scheme by means of a hyperbolic ansatz. It is shown that spurious solitary waves can occur in…
In this article, we propose an implicit finite difference scheme for a two-dimensional parabolic stochastic partial differential equation (SPDE) of Zakai type. The scheme is based on a Milstein approximation to the stochastic integral and…
We study a second order BDF (Backward Differentiation Formula) scheme for the numerical approximation of parabolic HJB (Hamilton-Jacobi-Bellman) equations. The scheme under consideration is implicit, non-monotone, and second order accurate…
Recently, the construction of finite difference schemes from lattice Boltzmann schemes has been rigorously analyzed [Bellotti et al. (2022), Numer. Math. 152, pp. 1-40]. It is thus known that any lattice Boltzmann scheme can be expressed in…
Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…
We show that imposition of non-periodic, in place of periodic, boundary conditions (BC) can alter stability of modes in the Method of characteristics (MoC) employing certain ordinary-differential equation (ODE) numerical solvers. Thus,…
Standard explicit schemes for parabolic equations are not very convenient for computing practice due to the fact that they have strong restrictions on a time step. More promising explicit schemes are associated with explicit-implicit…
Context: Calculating stellar pulsations requires a sufficient accuracy to match the quality of the observations. Many current pulsation codes apply a second order finite-difference scheme, combined with Richardson extrapolation to reach…
In the research community, there exists the strong belief that a continuous Galerkin scheme is notoriously unstable and additional stabilization terms have to be added to guarantee stability. In the first part of the series [6], the…
In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…
A new parametric class of semi-implicit numerical schemes for a level set advection equation on Cartesian grids is derived and analyzed. An accuracy and a stability study is provided for a linear advection equation with a variable velocity…
We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…
In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify…
In this paper nonstandard finite difference (NSFD) schemes of two metapopulation models are constructed. The stability properties of the discrete models are investigated by the use of a generalization of Lyapunov stability theorem. Due to…
We consider the question of determining whether or not a given system of fractional-order differential equations is (asymptotically) stable. In particular, we admit systems where each constituent equation may have its own order, independent…
Accurate simulations of ice sheet dynamics, mantle convection, lava flow, and other highly viscous free-surface flows involve solving the coupled Stokes/free-surface equations. In this paper, we theoretically analyze the stability and…
In order to improve the application maturity of high-order difference schemes, the free-stream preservation property, whose importance has been widely recognized in recent years, has been developed into a focus of study.. In past…
The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…
For scalar conservation laws, we prove that spectrally stable stationary Lax discrete shock profiles are nonlinearly stable in some polynomially-weighted $\ell^1$ and $\ell^\infty$ spaces. In comparison with several previous nonlinear…
This paper deals with stability of a certain class of fractional order linear and nonlinear systems. The stability is investigated in the time domain and the frequency domain. The general stability conditions and several illustrative…