Related papers: Stable higher order finite-difference schemes for …
We present a meshless finite difference method for multivariate scalar conservation laws that generates positive schemes satisfying a local maximum principle on irregular nodes and relies on artificial viscosity for shock capturing.…
In this work we explore the fidelity of numerical approximations to the analytic spectra of hyperbolic partial differential equation systems with variable coefficients. We are particularly interested in the ability of discrete methods to…
A novel fifth-order compact gas-kinetic scheme is developed for high-resolution simulation of compressible flows on structured meshes. Its accuracy relies on a new multidimensional fifth-order compact reconstruction that uses line-averaged…
Based on the weighted and shifted Gr\"{u}nwald difference (WSGD) operators [24], we further construct the compact finite difference discretizations for the fractional operators. Then the discretization schemes are used to approximate the…
We consider a class of nonsmooth fractional programming problems with fixed-point constraints, where the numerator is convex and the denominator is concave. To solve this problem, we propose splitting algorithms that compute subgradient…
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…
This work introduces a new higher-order accurate super compact (HOSC) finite difference scheme for solving complex unsteady three-dimensional (3D) non-Newtonian fluid flow problems. As per the author's knowledge, the proposed scheme is the…
This paper presents a spatial two-grid (STG) compact difference scheme for a two-dimensional (2D) nonlinear diffusion-wave equation with variable exponent, which describes, e.g., the propagation of mechanical diffusive waves in viscoelastic…
In this study we have developed a flexible and efficient numerical scheme for the simulation of three-dimensional incompressible flows in spherical coordinates. The main idea, inspired by a similar strategy as (Verzicco, R., Orlandi, P.,…
This work presents a novel interpolation-free mesh adaptation technique for the Euler equations within the arbitrary Lagrangian Eulerian framework. For the spatial discretization, we consider a residual distribution scheme, which provides a…
A multigrid scheme is proposed for the pressure equation of the incompressible unsteady fluid flow equations, allowing efficient implementation on clusters of modern CPUs, many integrated core devices (MICs), and graphics processing units…
A marker-and-cell finite difference method is developed for solving the two dimensional and three dimensional linear elasticity in the displacement-stress formulation on staggered grids. The method employs a staggered grid arrangement,…
In this paper, we clarify reconstruction-based discretization schemes for unstructured grids and discuss their economically high-order versions, which can achieve high-order accuracy under certain conditions at little extra cost. The…
We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…
We design a conservative finite difference scheme for ideal magnetohydrodynamic simulations that attains high-order accuracy, shock-capturing, and divergence-free condition of the magnetic field. The scheme interpolates pointwise physical…
Stochastic differential equations (SDE) often exhibit large random transitions. This property, which we denote as pathwise stiffness, causes transient bursts of stiffness which limit the allowed step size for common fixed time step explicit…
Based on the superconvergent approximation at some point (depending on the fractional order $\alpha$, but not belonging to the mesh points) for Gr\"{u}nwald discretization to fractional derivative, we develop a series of high order…
Iterative multiscale methods for electronic structure calculations offer several advantages for large-scale problems. Here we examine a nonlinear full approximation scheme (FAS) multigrid method for solving fixed potential and…
This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…
This paper develops a first-order optimization method for coupled structured matrix factorization (CoSMF) problems that arise in the context of hyperspectral super-resolution (HSR) in remote sensing. To best leverage the problem structures…