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Related papers: Monotone finite difference schemes for anisotropic…

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We introduce an integral representation of the Monge-Amp\`ere equation, which leads to a new finite difference method based upon numerical quadrature. The resulting scheme is monotone and fits immediately into existing convergence proofs…

Numerical Analysis · Mathematics 2022-12-01 Jake Brusca , Brittany Froese Hamfeldt

Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative…

Instrumentation and Methods for Astrophysics · Physics 2015-05-19 Prateek Sharma , Gregory W. Hammett

Finite-difference simulations of fluid dynamics and magnetohydrodynamics generally require an explicit diffusion operator, either to maintain stability by attenuating grid-scale structure, or to implement physical diffusivities such as…

Astrophysics · Physics 2015-05-13 Jason Maron , Mordecai-Mark Mac Low

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

In this paper, using the monotone iterative technique and the Banach contraction mapping principle, we study a class of fractional differential system with integral boundary on an infinite interval. Some explicit monotone iterative schemes…

Functional Analysis · Mathematics 2020-05-19 Yaohong Li , Wei Cheng , Jiafa Xu

In a recent paper (see [7]), a quasi-nonlocal coupling method was introduced to seamlessly bridge a nonlocal diffusion model with the classical local diffusion counterpart in a one-dimensional space. The proposed coupling framework removes…

Numerical Analysis · Mathematics 2021-05-04 Amanda Gute , Xingjie Helen Li

We prove uniqueness of a martingale problem with boundary conditions on a simplex associated to a differential operator with an unbounded drift. We show that the solution of the martingale problem remains absorbed at the boundary once it…

Probability · Mathematics 2015-05-06 J. Beltrán , M. Jara , C. Landim

Finite difference based micromagnetic simulations are a powerful tool for the computational investigation of magnetic structures. In this paper, we demonstrate how the discretization of continuous micromagnetic equations introduces a…

Materials Science · Physics 2024-12-17 Samuel J. R. Holt , Andrea Petrocchi , Martin Lang , Swapneel A. Pathak , Hans Fangohr

We present a finite element scheme for fractional diffusion problems with varying diffusivity and fractional order. We consider a symmetric integral form of these nonlocal equations defined on general geometries and in arbitrary bounded…

Numerical Analysis · Mathematics 2023-06-28 Wenyu Lei , George Turkiyyah , Omar Knio

We solve the anisotropic diffusion equation in 2D, where the dominant direction of diffusion is defined by a vector field which does not conform to a Cartesian grid. Our method uses operator splitting to separate the diffusion perpendicular…

Numerical Analysis · Mathematics 2023-03-29 Dean Muir , Kenneth Duru , Matthew Hole , Stuart Hudson

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

A hyperbolic system approach is proposed for robust computation of anisotropic diffusion equations that appear in quasineutral plasmas. Though the approach exhibits merits of high extensibility and accurate flux computation, the…

Numerical Analysis · Mathematics 2025-09-12 Tokuhiro Eto , Rei Kawashima

The monotonicity and stability of difference schemes for, in general, hyperbolic systems of conservation laws with source terms are studied. The basic approach is to investigate the stability and monotonicity of a non-linear scheme in terms…

Computational Physics · Physics 2008-11-04 V. S. Borisov , M. Mond

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…

Numerical Analysis · Mathematics 2024-01-05 Ram Shiromani , Niall Madden , V. Shanthi

We propose a numerical strategy to generate the anisotropic meshes and select the appropriate stabilized parameters simultaneously for two dimensional convection-dominated convection-diffusion equations by stabilized continuous linear…

Numerical Analysis · Mathematics 2016-02-09 Yana Di , Hehu Xie , Xiaobo Yin

This paper addresses the topological structure of steady, anisotropic, inhomogeneous diffusion problems. Two discrete formulations: a) mixed and b) direct formulations are discussed. Differential operators are represented by sparse…

Numerical Analysis · Mathematics 2018-02-14 Marc Gerritsma , Artur Palha , Varun Jain , Yi Zhang

We generalize the factorization method for inverse medium scattering using a particular factorization of the difference of two far field operators. Whilst the factorization method been used so far mainly to identify the shape of a…

Analysis of PDEs · Mathematics 2016-08-05 Evgeny Lakshtanov , Armin Lechleiter

Mathematical modeling of many physical processes such as diffusion, viscosity of fluids and combustion involves differential equations with small coefficients of higher derivatives. These may be small diffusion coefficients for modeling the…

Numerical Analysis · Mathematics 2010-02-16 Liudmila Rozanova

Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…

Numerical Analysis · Mathematics 2021-01-29 Marta D'Elia , Christian Glusa

This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…

Numerical Analysis · Mathematics 2019-02-06 Graham Baird , Endre Süli