Related papers: Unconditionally stable high-order time integration…
The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible…
In this paper, fast numerical methods are established for solving a class of time distributed-order and Riesz space fractional diffusion-wave equations. We derive new difference schemes by the weighted and shifted Gr$\ddot{\rm{u}}$nwald…
In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…
This paper is devoted to the analysis of a numerical scheme for the coagulation and fragmentation equation with diffusion in space. A finite volume scheme is developed, based on a conservative formulation of the space nonhomogeneous…
Plastic deformation of most crystalline materials is due to the motion of lattice dislocations. Therefore, the simulation of the interaction and dynamics of these defects has become state-of-the-art method to study work hardening, size…
We present a second-order-in-time finite difference scheme for the Cahn-Hilliard-Hele-Shaw equations. This numerical method is uniquely solvable and unconditionally energy stable. At each time step, this scheme leads to a system of…
In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…
In this work, we introduce a new space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable, and a modified Hilbert transformation is used. For this…
We study a system of Maxwell's equations that describes the time evolution of electromagnetic fields with an additional electric scalar variable to make the system amenable to a mixed finite element spatial discretization. We demonstrate…
We propose a class of temporally high-order parametric finite element methods for simulating solid-state dewetting of thin films in two dimensions using a sharp-interface model. The process is governed by surface diffusion and contact point…
In this paper, we present a class of finite volume schemes for incompressible flow problems. The unknowns are collocated at the center of the control volumes, and the stability of the schemes is obtained by adding to the mass balance…
This paper investigates the robust stability and stabilization analysis of interval fractional-order systems with time-varying delay. The stability problem of such systems is solved first, and then using the proposed results a stabilization…
We propose a moving mesh adaptive approach for solving time-dependent partial differential equations. The motion of spatial grid points is governed by a moving mesh PDE (MMPDE) in which a mesh relaxation time \tau is employed as a…
Implicit schemes have been extensively used in building physics to compute the solution of moisture diffusion problems in porous materials for improving stability conditions. Nevertheless, these schemes require important sub-iterations when…
In this paper, we consider the variable-order time fractional mobile/immobile diffusion (TF-MID) equation in two-dimensional spatial domain, where the fractional order $\alpha(t)$ satisfies $0<\alpha_{*}\leq \alpha(t)\leq \alpha^{*}<1$. We…
First-order energy dissipative schemes in time are available in literature for the Poisson-Nernst-Planck (PNP) equations, but second-order ones are still in lack. This work proposes novel second-order discretization in time and finite…
This paper develops methods for numerically solving stochastic delay-differential equations (SDDEs) with multiple fixed delays that do not align with a uniform time mesh. We focus on numerical schemes of strong convergence orders $1/2$ and…
We introduce a new family of high order accurate semi-implicit schemes for the solution of non-linear hyperbolic partial differential equations on unstructured polygonal meshes. The time discretization is based on a splitting between…
Based on the Suzuki product-formula approach, we construct a family of unconditionally stable algorithms to solve the time-dependent Maxwell equations. We describe a practical implementation of these algorithms for one-, two-, and…
Unconditionally stable implicit time-marching methods are powerful in solving stiff differential equations efficiently. In this work, a novel framework to handle stiff physical terms implicitly is proposed. Both physical and numerical…