Related papers: High-order compact schemes for parabolic problems …
This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…
In this paper, a third-order compact gas-kinetic scheme is firstly proposed for three-dimensional computation for the compressible Euler and Navier-Stokes solutions. The scheme achieves its compactness due to the time-dependent gas…
Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…
We present a novel numerical method and algorithm for the solution of the 3D axially symmetric time-dependent Schr\"odinger equation in cylindrical coordinates, involving singular Coulomb potential terms besides a smooth time-dependent…
The Black-Scholes (B-S) equation has been recently extended as a kind of tempered time-fractional B-S equations, which becomes an interesting mathematical model in option pricing. In this study, we provide a fast numerical method to…
An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…
In this paper, we study a class of strongly degenerate ultraparabolic equations with analytic coefficients. We demonstrate that the Cauchy problem exhibits an analytic smoothing effect. This means that, with an initial datum belonging to…
The Residual Smooting Scheme (RSS) have been introduced in \cite{AverbuchCohenIsraeli} as a backward Euler's method with a simplified implicit part for the solution of parabolic problems. RSS have stability properties comparable to those of…
In this paper, a new family of implicit compact finite difference schemes for computation of unsteady convection-diffusion equation with variable convection coefficient is proposed. The schemes are fourth order accurate in space and second…
In this paper, we establish the well-posedness of Cauchy problems for weak solutions to second-order degenerate parabolic equations with a non-smooth, time-dependent degenerate elliptic part that includes both bounded and unbounded…
In this work, we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear Fokker-Planck equation and the Keller-Segel equations.…
An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves the square root of an elliptic operator of second order. Finite element approximation in space is employed.…
This note is devoted to continuity results of the time derivative of the solution to the one-dimensional parabolic obstacle problem with variable coefficients. It applies to the smooth fit principle in numerical analysis and in financial…
Fitzpatrick's variational representation of maximal monotone operators is here extended to a class of pseudo-monotone operators in Banach spaces. On this basis, the initial-value problem associated with the first-order flow of such an…
The abstract elliptic and parabolic equations on exterior domain are considered. The equations have top-order variable coefficients. The separability properties of boundary value problems for elliptic equation and well-posedness of the…
We study the global well-posedness and asymptotic behavior of solutions for the Cauchy problem of three-dimensional sixth order Cahn-Hilliard equation arising in oil-water-surfactant mixtures. First, by using the pure energy method and a…
In this paper, we consider the Cauchy problem for an inviscid compressible Oldroyd-B model in three dimensions. The global well posedness of strong solutions and the associated time-decay estimates in Sobolev spaces are established near an…
We present two approaches for enhancing the accuracy of second order finite difference approximations of two-dimensional semilinear parabolic systems. These are the fourth order compact difference scheme and the fourth order scheme based on…
We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…
We present an efficient dimension-by-dimension finite-volume method which solves the adiabatic magnetohydrodynamics equations at high discretization order, using the constrained-transport approach on Cartesian grids. Results are presented…