Related papers: Stable higher order finite-difference schemes for …
A method for performing high order mesh refinement multigrid computations is presented. The Full Approximation Scheme (FAS) multigrid technique is utilized for a sequence of nested patches of increasing resolution. Conservation forms are…
In this paper we propose and analyze an energy stable numerical scheme for the Cahn-Hilliard equation, with second order accuracy in time and the fourth order finite difference approximation in space. In particular, the truncation error for…
Novel multi-step predictor-corrector numerical schemes have been derived for approximating decoupled forward-backward stochastic differential equations (FBSDEs). The stability and high order rate of convergence of the schemes are rigorously…
In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…
Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The…
This work presents a novel stabilization strategy for the Galerkin formulation of the incompressible Navier-Stokes equations, developed to achieve high accuracy while ensuring convergence and compatibility with high-order elements on…
The main purpose of the present paper is to solve the thermodynamic inconsistencies that result when deriving equivalent micropolar models of periodic beam-lattice materials through standard continualization schemes. In fact, this technique…
In this paper, we consider the Stokes problem with Dirichlet boundary conditions and the constant kinematic viscosity $\nu$ in an axis-aligned domain $\Omega$. We decouple the velocity $\bm u$ and pressure $p$ by deriving a novel biharmonic…
This paper presents compact, symmetric, and high-order finite difference methods (FDMs) for the variable Poisson equation on a $d$-dimensional hypercube. Our scheme produces a symmetric linear system: an important property that does not…
In this paper we propose the first better than second order accurate method in space and time for the numerical solution of the resistive relativistic magnetohydrodynamics (RRMHD) equations on unstructured meshes in multiple space…
In this paper, we develop a new free-stream preserving (FP) method for high-order upwind conservative finite-difference (FD) schemes on the curvilinear grids. This FP method is constrcuted by subtracting a reference cell-face flow state…
In this paper, we present a fully local second-order upwind scheme, applicable on generic meshes. This is done by hybridisation, which is achieved by introducing unknowns on each edge of the mesh. By doing so, fluxes only depend on values…
Because of the nonlocal properties of fractional operators, higher order schemes play more important role in discretizing fractional derivatives than classical ones. The striking feature is that higher order schemes of fractional…
In this paper we consider various splitting schemes for unsteady problems containing the grad-div operator. The fully implicit discretization of such problems would yield at each time step a linear problem that couples all components of the…
The finite-difference time-domain (FDTD) algorithm is a popular numerical method for solving electromagnetic problems. FDTD simulations can suffer from instability due to the explicit nature of the method. Stability enforcement can be…
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…
Strong-form meshless methods received much attention in recent years and are being extensively researched and applied to a wide range of problems in science and engineering. However, the solution of elasto-plastic problems has proven to be…
For elliptic interface problems with discontinuous coefficients, the maximum accuracy order for compact 9-point finite difference scheme in irregular points is three [7]. The discontinuous coefficients usually have abrupt jumps across the…
Explicit discretizations of stochastic differential equations often encounter instability when the coefficients are not globally Lipschitz. The truncated schemes and tamed schemes have been proposed to handle this difficulty, but truncated…
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…