Related papers: High-order fractional-compact finite difference me…
We show that the classical fourth order accurate compact finite difference scheme with high order strong stability preserving time discretizations for convection diffusion problems satisfies a weak monotonicity property, which implies that…
A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…
The main objective of this article is to introduce Euler-Riesz difference sequence spaces of fractional order ${\tau} $ along with infinite matrices. Some topological properties of these spaces are considered here along with the Schauder…
We consider an initial-boundary value problem for the $n$-dimensional wave equation with the variable sound speed, $n\geq 1$. We construct three-level implicit in time and compact in space (three-point in each space direction) 4th order…
Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…
Context: Calculating stellar pulsations requires a sufficient accuracy to match the quality of the observations. Many current pulsation codes apply a second order finite-difference scheme, combined with Richardson extrapolation to reach…
The fractional Feynman-Kac equations describe the distribution of functionals of non-Brownian motion, or anomalous diffusion, including two types called the forward and backward fractional Feynman-Kac equations, where the fractional…
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…
This article is in continuation of our earlier article [37] in which computational solution of an unified reaction-diffusion equation of distributed order associated with Caputo derivatives as the time-derivative and Riesz-Feller derivative…
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 focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
This work proposes and analyzes a fully discrete numerical scheme for solving the Landau-Lifshitz-Gilbert (LLG) equation, which achieves fourth-order spatial accuracy and third-order temporal accuracy.Spatially, fourth-order accuracy is…
This paper presents compact, symmetric, and high-order finite difference methods (FDMs) for the variable Poisson equation on a $d$-dimensional hypercube. Our scheme produces a symmetric linear system: an important property that does not…
The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schr\"odinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we…
We consider compact finite-difference schemes of the 4th approximation order for an initial-boundary value problem (IBVP) for the $n$-dimensional non-homogeneous wave equation, $n\geq 1$. Their construction is accomplished by both the…
The present article deals with the similarity method to tackle the fractional Schrodinger equation where the derivative is defined in the Riesz sense. Moreover the procedure of reducing a fractional partial differential equation (FPDE) into…
A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…
A consequent approach is proposed to construct symplectic force-gradient algorithms of arbitrarily high orders in the time step for precise integration of motion in classical and quantum mechanics simulations. Within this approach the basic…
A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…
In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…