Related papers: Fourth order compact schemes for variable coeffici…
Many multiscale problems have a high contrast, which is expressed as a very large ratio between the media properties. The contrast is known to introduce many challenges in the design of multiscale methods and domain decomposition…
We consider a recently introduced formulation for fluid-structure interaction problems which makes use of a distributed Lagrange multiplier in the spirit of the fictitious domain method. In this paper we focus on time integration methods of…
We present a high order parameter-robust numerical method for a system of (M>=2) coupled singularly perturbed parabolic reaction-diffusion problems. A small perturbation parameter {\epsilon} is multiplied with the second order spatial…
In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…
In this article, we study a two-dimensional singularly perturbed parabolic equation of the convection-diffusion type, characterized by discontinuities in the source term and convection coefficient at a specific point in the domain. These…
This paper is concerned with moving mesh finite difference solution of partial differential equations. It is known that mesh movement introduces an extra convection term and its numerical treatment has a significant impact on the stability…
We propose in this paper efficient first/second-order time-stepping schemes for the evolutional Navier-Stokes-Nernst-Planck-Poisson equations. The proposed schemes are constructed using an auxiliary variable reformulation and sophisticated…
In this paper, we study the Crank-Nicolson method for temporal dimension and the piecewise quadratic polynomial collocation method for spatial dimensions of time-dependent nonlocal problems. The new theoretical results of such…
We present two approaches for enhancing the accuracy of second order finite difference approximations of two-dimensional semilinear parabolic systems. These are the fourth order compact difference scheme and the fourth order scheme based on…
In this paper, we propose a numerical method for the solution of time-dependent flow problems in mixed form. Such problems can be efficiently approximated on hierarchical grids, obtained from an unstructured coarse triangulation by using a…
Common efficient schemes for the incompressible Navier-Stokes equations, such as projection or fractional step methods, have limited temporal accuracy as a result of matrix splitting errors, or introduce errors near the domain boundaries…
We propose a time-adaptive, high-order compact finite difference scheme for option pricing in a family of stochastic volatility models. We employ a semi-discrete high-order compact finite difference method for the spatial discretisation,…
We consider a model initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in one space dimension, forced by an additive space-time white noise. First, we approximate its solution by the…
This article investigates matrix-free higher-order discontinuous Galerkin discretizations of the Navier--Stokes equations for incompressible flows with variable viscosity. The viscosity field may be prescribed analytically or governed by a…
We present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which…
In this paper, by combining of fractional centered difference approach with alternating direction implicit method, we introduce a mixed difference method for solving two-dimensional Riesz space fractional advection-dispersion equation. The…
Domain decomposition methods are used for approximate solving boundary problems for partial differential equations on parallel computing systems. Specific features of unsteady problems are taken into account in the most complete way in…
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…
We construct and analyze a strongly consistent second-order finite difference scheme for the steady two-dimensional Stokes flow. The pressure Poisson equation is explicitly incorporated into the scheme. Our approach suggested by the first…
We propose a fourth order Navier-Stokes solver based on the immersed interface method (IIM), for flow problems with stationary and one-way coupled moving boundaries and interfaces. Our algorithm employs a Runge-Kutta-based projection method…