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In this work, we construct novel discretizations for the unsteady convection-diffusion equation. Our discretization relies on multiderivative time integrators together with a novel discretization that reduces the total number of unknowns…

Numerical Analysis · Mathematics 2017-02-10 Jochen Schütz , David C. Seal , Alexander Jaust

Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The…

Numerical Analysis · Mathematics 2024-01-30 Anindya Goswami , Kuldip Singh Patel , Pradeep Kumar Sahu

We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive…

Numerical Analysis · Mathematics 2020-02-12 Luca Bonaventura , Elisabetta Carlini , Elisa Calzola , Roberto Ferretti

A moving mesh finite difference method based on the moving mesh partial differential equation is proposed for the numerical solution of the 2T model for multi-material, non-equilibrium radiation diffusion equations. The model involves…

Numerical Analysis · Mathematics 2020-04-20 Xiaobo Yang , Weizhang Huang , Jianxian Qiu

In the context of isogeometric analysis, we consider two discretization approaches that make the resulting stiffness matrix nonsymmetric even if the differential operator is self-adjoint. These are the collocation method and the…

Numerical Analysis · Mathematics 2017-05-15 Mattia Tani

In this paper we study the construction of a discrete solution for a hyperbolic system of partial differentials of the strongly coupled type. In its construction, the discrete separation of matricial variable method was followed. Two…

Classical Analysis and ODEs · Mathematics 2011-04-07 Manuel J. Salazar , Edison E. Villa

In this paper, we present a model based on a local thermodynamic equilibrium, weakly ionized plasma-mixture model used for medical and technical applications in etching processes. We consider a simplified model based on the Maxwell-Stefan…

Numerical Analysis · Mathematics 2015-01-26 Juergen Geiser

In this work, we apply the adaptive discontinuous Galerkin (DGAFEM) method to the convection dominated non-linear, quasi-stationary diffusion-convection-reaction equations. We propose an efficient preconditioner using a matrix reordering…

Numerical Analysis · Mathematics 2014-09-16 Murat Uzunca , Bülent Karasözen , Murat Manguoğlu

The estimate of coefficients of the Convection-Diffusion Equation (CDE) from experimental measurements belongs in the category of inverse problems, which are known to come with issues of ill-conditioning or singularity. Here we concentrate…

Plasma Physics · Physics 2012-12-05 F. Sattin , D. F. Escande , Y. Camenen , A. T. Salmi , T. Tala

We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…

Numerical Analysis · Mathematics 2013-10-31 V. A. Bokil , N. L. Gibson , S. L. Nguyen , E. A. Thomann , E. Waymire

We propose numerical schemes for the approximate solution of problems defined on the edges of a one-dimensional graph. In particular, we consider linear transport and a drift-diffusion equations, and discretize them by extending Finite…

Numerical Analysis · Mathematics 2024-11-01 Beatrice Crippa , Anna Scotti , Andrea Villa

We propose a numerical approach, of the BGK kinetic type, that is able to approximate with a given, but arbitrary, order of accuracy the solution of linear and non-linear convection-diffusion type problems: scalar advection-diffusion,…

Numerical Analysis · Mathematics 2023-10-13 Gauthier Wissocq , Rémi Abgrall

The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…

Statistical Mechanics · Physics 2014-10-27 Robin Stern , Frederic Effenberger , Horst Fichtner , Tobias Schaefer

In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…

Numerical Analysis · Computer Science 2012-04-25 Dohy Hong

The Cauchy problem for fractional derivatives linear systems of ordinary differential equations with constant coefficients is considered, where at first the analytic expressions are given through the matrix exponent of its corresponding…

Dynamical Systems · Mathematics 2018-05-18 Fikret A. Aliev , N. A. Aliev , N. A. Safarova , K. G. Kasimova , N. I Velieva

Discretizing continuous-time linear systems typically requires numerical integration. This document presents a convenient method for discretizing the dynamics, input, and process noise state-space matrices of a continuous-time linear system…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Steven Dahdah , James Richard Forbes

A growing body of literature has been leveraging techniques of machine learning (ML) to build novel approaches to approximating the solutions to partial differential equations. Noticeably absent from the literature is a systematic…

Numerical Analysis · Mathematics 2026-05-19 Jonah A. Reeger

In this paper we construct numerical schemes to approximate linear transport equations with slab geometry by diffusion equations. We treat both the case of pure diffusive scaling and the case where kinetic and diffusive scalings coexist.…

Numerical Analysis · Mathematics 2015-05-18 Qin Li , Jianfeng Lu , Weiran Sun

We introduce a numerical strategy to efficiently solve the out-of-equilibrium Dyson equation in the transient regime. By discretizing the equation into a compact matrix form and applying state-of-the-art matrix compression techniques, we…

Superconductivity · Physics 2025-11-20 Baptiste Lamic

We describe an implicit procedure for solving linear equation systems resulting from the discretization of the three dimensional (seven variables) linear Fokker-Planck equation. The discretization of the Fokker-Planck equation is performed…

Computational Physics · Physics 2009-11-11 Maximiliano Ujevic , Patricio S. Letelier