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In this paper, an efficient algorithm is presented by the extrapolation technique to improve the accuracy of finite difference schemes for solving the fractional boundary value problems with non-smooth solution. Two popular finite…

Numerical Analysis · Mathematics 2016-07-26 Zhao-Peng Hao , Wan-Rong Cao

A low diffusive flux difference splitting based kinetic scheme is developed based on a discrete velocity Boltzmann equation, with a novel three velocity model. While two discrete velocities are used for upwinding, the third discrete…

Fluid Dynamics · Physics 2024-10-01 Shrinath. K. S , Maruthi. N. H , S. V. Raghurama Rao , Veeredhi Vasudeva Rao

In this paper, we consider numerical approximations for solving the nonlinear magneto-hydrodynamical system, that couples the Navier-Stokes equations and Maxwell equations together. A challenging issue to solve this model numerically is…

Numerical Analysis · Mathematics 2017-11-28 Guodong Zhang , Xiaoming He , Xiaofeng Yang

Without question regarding its pivotal significance, the computation of function derivatives carries substantial weight within a multitude of engineering and applied mathematical fields. These encompass optimization, the development of…

Optimization and Control · Mathematics 2025-07-14 Hamidreza Moradi , Hamideh Hossei

We consider difference schemes for nonlinear time fractional Klein-Gordon type equations in this paper. A linearized scheme is proposed to solve the problem. As a result, iterative method need not be employed. One of the main difficulties…

Numerical Analysis · Mathematics 2017-05-26 Pin Lyu , Seakweng Vong

We study the numerical approximation of time-dependent, possibly degenerate, second-order Hamilton-Jacobi-Bellman equations in bounded domains with nonhomogeneous Dirichlet boundary conditions. It is well known that convergence towards the…

Numerical Analysis · Mathematics 2025-03-27 Elisabetta Carlini , Athena Picarelli , Francisco J. Silva

How to develop efficient numerical schemes while preserving the energy stability at the discrete level is a challenging issue for the three component Cahn-Hilliard phase-field model. In this paper, we develop first and second order temporal…

Numerical Analysis · Mathematics 2017-02-01 Xiaofeng Yang , Jia Zhao , Qi Wang , Jie Shen

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…

Numerical Analysis · Mathematics 2019-02-25 Xue-lei Lin , Pin Lyu , Michael K. Ng , Hai-Wei Sun , Seakweng Vong

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…

Numerical Analysis · Computer Science 2017-05-22 Petr N. Vabishchevich

We construct a three-point compact finite difference scheme on a non-uniform mesh for the time-fractional Black-Scholes equation. We show that for special graded meshes used in finance, the Tavella-Randall and the quadratic meshes the…

Computational Finance · Quantitative Finance 2016-04-19 Yuri M. Dimitrov , Lubin G. Vulkov

A class of quasilinear singularly perturbed boundary value problems with a turning point of attractive type is considered. The problems are solved numerically by a finite-difference scheme on a special discretization mesh which is dense…

Numerical Analysis · Mathematics 2015-04-21 Relja Vulanović

We consider the stochastic variational inequality problem in which the map is expectation-valued in a component-wise sense. Much of the available convergence theory and rate statements for stochastic approximation schemes are limited to…

Optimization and Control · Mathematics 2019-11-25 Aswin Kannan , Uday V. Shanbhag

We study the Landau-de Gennes Q-tensor model of liquid crystals subjected to an electric field and develop a fully discrete numerical scheme for its solution. The scheme uses a convex splitting of the bulk potential, and we introduce a…

Numerical Analysis · Mathematics 2025-10-16 Max Hirsch , Franziska Weber

The shear shallow water model is an extension of the classical shallow water model to include the effects of vertical shear. It is a system of six non-linear hyperbolic PDE with non-conservative products. We develop a high-order entropy…

Numerical Analysis · Mathematics 2023-10-03 Anshu Yadav , Deepak Bhoriya , Harish Kumar , Praveen Chandrashekar

Higher-dimensional binary shifts of number-theoretic origin with positive topological entropy are considered. We are particularly interested in analysing their symmetries and extended symmetries. They form groups, known as the topological…

Dynamical Systems · Mathematics 2022-03-15 Michael Baake , Alvaro Bustos , Christian Huck , Mariusz Lemanczyk , Andreas Nickel

We derive thermodynamically consistent models of reaction-diffusion equations coupled to a heat equation. While the total energy is conserved, the total entropy serves as a driving functional such that the full coupled system is a gradient…

Analysis of PDEs · Mathematics 2018-10-16 Jan Haskovec , Sabine Hittmeir , Peter Markowich , Alexander Mielke

Structure-preserving finite-difference schemes for general nonlinear fourth-order parabolic equations on the one-dimensional torus are derived. Examples include the thin-film and the Derrida-Lebowitz-Speer-Spohn equations. The schemes…

Numerical Analysis · Mathematics 2020-01-14 Marcel Braukhoff , Ansgar Jüngel

Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…

Analysis of PDEs · Mathematics 2017-01-10 Guillaume Carlier , Vincent Duval , Gabriel Peyré , Bernhard Schmitzer

In this paper, we investigate the convergence order in probability of a novel ergodic numerical scheme for damped stochastic nonlinear Schr\"{o}dinger equation with an additive noise. Theoretical analysis shows that our scheme is of order…

Numerical Analysis · Mathematics 2016-11-29 Jialin Hong , Lihai Ji , Xu Wang

In this work, we consider the One-Fluid Two-Temperature Euler (OFTT-Euler) equations used for modeling non-equilibrium hydrodynamics. The model comprises a system of nonlinear hyperbolic partial differential equations with non-conservative…

Numerical Analysis · Mathematics 2026-05-18 Chetan Singh , Harish Kumar