Related papers: Non standard finite difference scheme preserving d…
An implicit Euler finite-volume scheme for general cross-diffusion systems with volume-filling constraints is proposed and analyzed. The diffusion matrix may be nonsymmetric and not positive semidefinite, but the diffusion system is assumed…
This paper focusses on finite volume schemes for solving multilayer diffusion problems. We develop a finite volume method that addresses a deficiency of recently proposed finite volume/difference methods, which consider only a limited…
Conservation laws are among the most fundamental geometric properties of a partial differential equation (PDE), but few known finite difference methods preserve more than one conservation law. All conservation laws belong to the kernel of…
A key consideration in the development of numerical schemes for time-dependent partial differential equations (PDEs) is the ability to preserve certain properties of the continuum solution, such as associated conservation laws or other…
Curvilinear, multiblock summation-by-parts finite difference operators with the simultaneous approximation term method provide a stable and accurate framework for solving the wave equation in second order form. That said, the standard…
In this paper, we propose a method, that is based on equivariant moving frames, for development of high order accurate invariant compact finite difference schemes that preserve Lie symmetries of underlying partial differential equations. In…
This paper presents a fully discrete numerical scheme for one-dimensional nonlocal wave equations and provides a rigorous theoretical analysis. To facilitate the spatial discretization, we introduce an auxiliary variable analogous to the…
In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify…
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…
We present a class of non-standard numerical schemes which are modifications of the discrete gradient method. They preserve the energy integral exactly (up to the round-off error). The considered class contains locally exact discrete…
A finite volume scheme for the (Patlak-) Keller-Segel model in two space dimensions with an additional cross-diffusion term in the elliptic equation for the chemical signal is analyzed. The main feature of the model is that there exists a…
We consider a class of doubly nonlinear degenerate hyperbolic-parabolic equations with homogeneous Dirichlet boundary conditions, for which we first establish the existence and uniqueness of entropy solutions. We then turn to the…
Symmetry-preserving (mimetic) discretization aims to preserve certain properties of a continuous differential operator in its discrete counterpart. For these discretizations, stability and (discrete) conservation of mass, momentum and…
We consider a general family of nonlocal in space and time diffusion equations with space-time dependent diffusivity and prove convergence of finite difference schemes in the context of viscosity solutions under very mild conditions. The…
Symmetry- and conservation law-preserving finite difference discretizations are obtained for linear and nonlinear one-dimensional wave equations on five- and nine-point stencils, using the theory of Lie point symmetries of difference…
We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…
Existing fundamental theorems for mean-square convergence of numerical methods for stochastic differential equations (SDEs) require globally or one-sided Lipschitz continuous coefficients, while strong convergence results under merely local…
This work is concerned with fractional stochastic differential equations with different scales. We establish the existence and uniqueness of solutions for Caputo fractional stochastic differential systems under the non-Lipschitz condition.…
We introduce a novel class of finite difference approximations, termed zigzag schemes, that employ a hybrid stencil that is neither symmetrical, nor fully one-sided. These zigzag schemes often enjoy more permissive stability constraints and…
Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…