Related papers: High-order compact schemes for parabolic problems …
We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…
In this paper, we study two types of inverse problems for space semi-discrete stochastic parabolic equations in arbitrary dimensions. The first problem concerns a semi-discrete inverse source problem, which involves determining the random…
This paper proposes a new hybrid high-order discretization for the biharmonic problem and the corresponding eigenvalue problem. The discrete ansatz space includes degrees of freedom in $n-2$ dimensional submanifolds (e.g., nodal values in…
For $n\geq 2$, we establish the smooth effects for the solutions of the linear fourth order Shr\"{o}dinger equation in anisotropic Lebesgue spaces with $\Box_k$-decomposition. Using these estimates, we study the Cauchy problem for the…
We consider a higher-order Milstein scheme for stochastic partial differential equations with trace class noise which fulfill a certain commutativity condition. A novel technique to generally improve the order of convergence of Taylor…
In this paper, based on the developed nonlinear fourth-order operator and method of order reduction, a novel fourth-order compact difference scheme is constructed for the mixed-type time-fractional Burgers' equation, from which…
Optimal second-order regularity in the space variables is established for solutions to Cauchy-Dirichlet problems for nonlinear parabolic equations and systems of $p$-Laplacian type, with square-integrable right-hand sides and initial data…
We consider the Cauchy problem for a first-order evolution equation with memory in a finite-dimensional Hilbert space when the integral term is related to the time derivative of the solution. The main problems of the approximate solution of…
Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases…
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…
The present paper concerns the well-posedness of the Cauchy problem for microlocally symmetrizable hyperbolic systems whose coefficients and symmetrizer are log-Lipschitz continuous, uniformly in time and space variables. For the global in…
In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed…
We present new high-order Alternating Direction Implicit (ADI) schemes for the numerical solution of initial-boundary value problems for convection-diffusion equations with mixed derivative terms. Our approach is based on the…
We introduce suitable coordinate systems for pipes and their variants that allow us to transform partial differential equations (PDEs) on the pipe surfaces or in the solid pipes into computational domains with fixed limits/ranges. Such a…
We provide improved convergence rates for constrained convex-concave min-max problems and monotone variational inequalities with higher-order smoothness. In min-max settings where the $p^{th}$-order derivatives are Lipschitz continuous, we…
We assess the applicability and efficiency of time-adaptive high-order splitting methods applied for the numerical solution of (systems of) nonlinear parabolic problems under periodic boundary conditions. We discuss in particular several…
We consider the Cauchy problem associated to the fourth-order nonlinear Schr\"{o}dinger-Hartree equation with variable dispersion coefficients. The variable dispersion coefficients are assumed to be continuous or periodic and piecewise…
Numerical methods for fractional calculus attract increasing interests due to its wide applications in various fields such as physics, mechanics, etc. In this paper, we focus on constructing high-order algorithms for Riesz derivatives,…
We study the numerical anisotropy existent in compact difference schemes as applied to hyperbolic partial differential equations, and propose an approach to reduce this error and to improve the stability restrictions based on a previous…
In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…