Related papers: Fourth order compact schemes for variable coeffici…
In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities of the solution, we construct a finite difference scheme with…
We develop a high-order, explicit method for acoustic scattering in three space dimensions based on a combined-field time-domain integral equation. The spatial discretization, of Nystr\"om type, uses Gaussian quadrature on panels combined…
This work introduces and rigorously analyzes a novel operator-splitting finite element scheme for approximating viscosity solutions of a broad class of constrained second-order partial differential equations. By decoupling the primary PDE…
We study a second order scheme for spatial fractional differential equations with variable coefficients. Previous results mainly concentrate on equations with diffusion coefficients that are proportional to each other. In this paper, by…
To solve numerically boundary value problems for parabolic equations with mixed derivatives, the construction of difference schemes with prescribed quality faces essential difficulties. In parabolic problems, some possibilities are…
The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…
A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…
For solving two-dimensional incompressible flow in the vorticity form by the fourth-order compact finite difference scheme and explicit strong stability preserving (SSP) temporal discretizations, we show that the simple bound-preserving…
In this work, we study two-dimensional diffusion-wave equations with variable exponent, modeling mechanical diffusive wave propagation in viscoelastic media with spatially varying properties. We first transform the diffusion-wave model into…
This study presents an efficient, accurate, effective and unconditionally stable time stepping scheme for the Darcy-Brinkman equations in double-diffusive convection. The stabilization within the proposed method uses the idea of stabilizing…
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…
We present a second-order monolithic method for solving incompressible Navier--Stokes equations on irregular domains with quadtree grids. A semi-collocated grid layout is adopted, where velocity variables are located at cell vertices, and…
Discontinuous Galerkin methods of higher order are applied as temporal discretizations for the transient Navier--Stokes equations. The spatial discretization based on inf-sup stable pairs of finite element spaces is stabilised using a…
A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…
In this paper, we develop the numerical theory of decoupled modified characteristic finite element method with different subdomain time steps for the mixed stabilized formulation of nonstationary dual-porosity-Navier-Stokes model. Based on…
We deal with an initial-boundary value problem for the multidimensional acoustic wave equation, with the variable speed of sound. For a three-level semi-explicit in time higher-order vector compact scheme, we prove stability and derive 4th…
In this paper we propose a time discretization of a system of two parabolic equations describing diffusion-driven atom rearrangement in crystalline matter. The equations express the balances of microforces and microenergy; the two phase…
We present a simple and efficient variational finite difference method for simulating time-dependent Stokes flow in the presence of irregular free surfaces and moving solid boundaries. The method uses an embedded boundary approach on…
In this paper we present a fourth-order in space and time block-structured adaptive mesh refinement algorithm for the compressible multicomponent reacting Navier-Stokes equations. The algorithm uses a finite volume approach that…
We propose a novel second order in time numerical scheme for Cahn-Hilliard-Navier- Stokes phase field model with matched density. The scheme is based on second order convex-splitting for the Cahn-Hilliard equation and pressure-projection…