Related papers: Convergence of the Modified Craig-Sneyd scheme for…
In this paper we consider the Modified Craig-Sneyd (MCS) scheme which forms a prominent time stepping method of the Alternating Direction Implicit type for multidimensional time-dependent convection-diffusion equations with mixed spatial…
The Modified Craig-Sneyd (MCS) scheme is a promising splitting scheme of the ADI type introduced by In 't Hout & Welfert (2009) for multi-dimensional pure diffusion equations having mixed spatial-derivative terms.In this paper we…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
We have developed a new, very efficient numerical scheme to solve the CR diffusion convection equation that can be applied to the study of the nonlinear time evolution of CR modified shocks for arbitrary spatial diffusion properties. The…
The convective Allen-Cahn equation has been widely used to simulate multi-phase flows in many phase-field models. As a generalized form of the classic Allen-Cahn equation, the convective Allen-Cahn equation still preserves the maximum bound…
The Cahn-Hilliard Navier-Stokes (CHNS) system provides a computationally tractable model that can be used to effectively capture interfacial dynamics in two-phase fluid flows. In this work, we present a semi-implicit, projection-based…
This article performs a unified convergence analysis of a variety of numerical methods for a model of the miscible displacement of one incompressible fluid by another through a porous medium. The unified analysis is enabled through the…
The Maxwell-Chern-Simons (MCS) theory with planar boundary is considered. The boundary is introduced according to Symanzik's basic principles of locality and separability. A method of investigation is proposed, which, avoiding the straight…
In this paper, a two-dimensional incompressible miscible displacement model is considered, and a novel decoupled and linearized high-order finite difference scheme is developed, by utilizing the multi-time-step strategy to treat the…
We extend to multi-dimensions the work of [1], where new fully explicit kinetic methods were built for the approximation of linear and non-linear convection-diffusion problems. The fundamental principles from the earlier work are retained:…
Multivariant time series (MTS) data are usually incomplete in real scenarios, and imputing the incomplete MTS is practically important to facilitate various time series mining tasks. Recently, diffusion model-based MTS imputation methods…
Stochastic differential equations (SDEs) are an important class of time-series models, used to describe stochastic systems evolving in continuous time. Simulating paths from these processes, particularly after conditioning on noisy…
We present a fully adaptive multiresolution scheme for spatially two-dimensional, possibly degenerate reaction-diffusion systems, focusing on combustion models and models of pattern formation and chemotaxis in mathematical biology.…
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 provide a preliminary comparison of the dispersion properties, specifically the time-amplification factor, the scaled group velocity and the error in the phase speed of four spatiotemporal discretization schemes utilized for solving the…
This paper presents the first analysis of a space--time hybridizable discontinuous Galerkin method for the advection--diffusion problem on time-dependent domains. The analysis is based on non-standard local trace and inverse inequalities…
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…
In this paper we develop a continuous-time sequential importance sampling (CIS) algorithm which eliminates time-discretisation errors and provides online unbiased estimation for continuous time Markov processes, in particular for…
We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…
We propose a finite difference scheme for the numerical solution of a two-dimensional singularly perturbed convection-diffusion partial differential equation whose solution features interacting boundary and interior layers, the latter due…