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This work proposes and analyzes a fully discrete numerical scheme for solving the Landau-Lifshitz-Gilbert (LLG) equation, which achieves fourth-order spatial accuracy and third-order temporal accuracy.Spatially, fourth-order accuracy is…

Numerical Analysis · Mathematics 2025-10-30 Changjian Xie , Cheng Wang

A second order accurate, linear numerical method is analyzed for the Landau-Lifshitz equation with large damping parameters. This equation describes the dynamics of magnetization, with a non-convexity constraint of unit length of the…

Numerical Analysis · Mathematics 2021-11-16 Yongyong Cai , Jingrun Chen , Cheng Wang , Changjian Xie

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…

Probability · Mathematics 2016-09-09 Konstantinos Dareiotis , James-Michael Leahy

We are interested in existence results for second order differential inclusions, involving finite number of unilateral constraints in an abstract framework. These constraints are described by a set-valued operator, more precisely a proximal…

Classical Analysis and ODEs · Mathematics 2010-03-10 Frederic Bernicot , Aline Lefebvre-Lepot

In this work we prove convergence of the finite difference scheme for equations of stationary states of a general class of the spatial segregation of reaction-diffusion systems with $m\geq 2$ components. More precisely, we show that the…

Numerical Analysis · Mathematics 2017-12-29 Avetik Arakelyan

We propose a new numerical approach to compute nonclassical solutions to hyperbolic conservation laws. The class of finite difference schemes presented here is fully conservative and keep nonclassical shock waves as sharp interfaces,…

Numerical Analysis · Mathematics 2021-10-01 Benjamin Boutin , Christophe Chalons , Frederic Lagoutiere , Philippe G. LeFloch

Two-fluid ideal plasma equations are a generalized form of the ideal MHD equations in which electrons and ions are considered as separate species. The design of efficient numerical schemes for the these equations is complicated on account…

Numerical Analysis · Mathematics 2012-07-31 Harish Kumar , Siddhartha Mishra

Entropy solutions have been widely accepted as the suitable solution framework for systems of conservation laws in several space dimensions. However, recent results in \cite{CDL1,CDL2} have demonstrated that entropy solutions may not be…

Numerical Analysis · Mathematics 2018-08-01 Ulrik S. Fjordholm , Roger Käppeli , Siddhartha Mishra , Eitan Tadmor

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…

High Energy Astrophysical Phenomena · Physics 2015-05-18 A. Mignone , P. Tzeferacos , G. Bodo

This paper proposes specular differentiation in one-dimensional Euclidean space and provides its fundamental analysis, including a quasi-Fermat theorem and a quasi-Mean Value Theorem. As an application, this paper develops several numerical…

Numerical Analysis · Mathematics 2026-05-05 Kiyuob Jung

In the given paper we consider finite difference approximations to systems of polynomially-nonlinear partial differential equations whose coefficients are rational functions over rationals in the independent variables. The notion of strong…

Analysis of PDEs · Mathematics 2012-05-01 Vladimir P. Gerdt

We discuss a class of coupled systems of nonlocal nonlinear balance laws modeling multilane traffic, with the nonlocality present in both convective and source terms. The uniqueness and existence of the entropy solution are proven via…

Numerical Analysis · Mathematics 2025-07-11 Aekta Aggarwal , Helge Holden , Ganesh Vaidya

This paper investigates the convergence properties of the upwind difference scheme for the Hamilton--Jacobi--Bellman (HJB) equation, a central partial differential equation in optimal control theory. First, assuming the existence of a…

Numerical Analysis · Mathematics 2026-02-05 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

In this work we introduce novel numerical schemes for a penalized version of the ternary Cahn-Hilliard system for the purpose of creating accurate and efficient numerical schemes of interfacial dynamics with three components as well as some…

Numerical Analysis · Mathematics 2025-11-06 Justin Swain , Giordano Tierra

The Ensemble Kalman methodology in an inverse problems setting can be viewed as an iterative scheme, which is a weakly tamed discretization scheme for a certain stochastic differential equation (SDE). Assuming a suitable approximation…

Probability · Mathematics 2018-06-19 Dirk Blömker , Claudia Schillings , Philipp Wacker

We address the convergence analysis of lattice Boltzmann methods for scalar non-linear conservation laws, focusing on two-relaxation-times (TRT) schemes. Unlike Finite Difference/Finite Volume methods, lattice Boltzmann schemes offer…

Numerical Analysis · Mathematics 2025-05-01 Denise Aregba-Driollet , Thomas Bellotti

The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…

Numerical Analysis · Mathematics 2019-07-12 Huan-Yan Jian , Ting-Zhu Huang , Xi-Le Zhao , Yong-Liang Zhao

This article deals with the numerical analysis of the Cauchy problem for the Korteweg-de Vries equation with a finite difference scheme. We consider the Rusanov scheme for the hyperbolic flux term and a 4-points $\theta$-scheme for the…

Numerical Analysis · Mathematics 2018-10-30 Clémentine Courtès , Frédéric Lagoutière , Frédéric Rousset

In this paper, a symmetrized two-scale finite element method is proposed for a class of partial differential equations with symmetric solutions. With this method, the finite element approximation on a fine tensor product grid is reduced to…

Numerical Analysis · Mathematics 2022-06-01 Pengyu Hou , Fang Liu , Aihui Zhou

In this article we describe applications of Discrete Differential Forms in computational GR. In particular we consider the initial value problem in vacuum space-times that are spherically symmetric. The motivation to investigate this method…

General Relativity and Quantum Cosmology · Physics 2009-06-23 Ronny Richter , Jörg Frauendiener , Marlene Vogel
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