Related papers: An optimized dispersion-relation-preserving combin…
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…
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 present a class of high-order and efficient compact difference schemes for nonlinear convection diffusion equations, which can preserve both bounds and mass. For the one-dimensional problem, we first introduce a high-order…
We provide a preliminary comparison of the dispersion properties, specifically the time-amplification factor, the scaled group velocity and the error in the phase speed of four spatiotemporal discretization schemes utilized for solving the…
In this paper, we present a novel hybrid nonlinear explicit-compact scheme for shock-capturing based on a boundary variation diminishing (BVD) reconstruction. In our approach, we combine a non-dissipative sixth-order central compact…
For computational acoustics, schemes need to have low-dispersion and low-dissipation properties in order to capture the amplitude and phase of the wave correctly. To improve the spectral properties of the scheme, the authors have previously…
Finite difference approximation, in addition to Taylor truncation errors, introduces numerical dispersion-and-dissipation errors into numerical solutions of partial differential equations. We analyze a class of finite difference schemes…
Explicit non-oscillatory central difference schemes become excessively diffusive when applied to highly nonlinear advection problems where small time steps are necessary to maintain stability. Here, we present a correction to reduce such…
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…
We present in this paper a very adapted finite volume numerical scheme for transport type-equation. The scheme is an hybrid one combining an anti-dissipative method with down-winding approach for the flux and an high accurate method as the…
In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…
In this research work, we propose a high-order time adapted scheme for pricing a coupled system of fixed-free boundary constant elasticity of variance (CEV) model on both equidistant and locally refined space-grid. The performance of our…
We test a new "hybrid" scheme for simulating dynamical fluid flows in which cylindrical components of the momentum are advected across a rotating Cartesian coordinate mesh. This hybrid scheme allows us to conserve angular momentum to…
We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved…
In this paper, we derive two bound-preserving and mass-conserving schemes based on the fractional-step method and high-order compact (HOC) finite difference method for nonlinear convection-dominated diffusion equations. We split the…
In this paper, we propose a simple hybrid WENO scheme to increase computational efficiency and decrease numerical dissipation. Based on the characteristic-wise approach, the scheme switches the numerical flux of each characteristic…
We develop the theory of Energy Conserving Descent (ECD) and introduce ECDSep, a gradient-based optimization algorithm able to tackle convex and non-convex optimization problems. The method is based on the novel ECD framework of…
In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…
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…
We present an improved high-order weighted compact high resolution (WCHR) scheme that extends the idea of weighted compact nonlinear schemes (WCNS's) using nonlinear interpolations in conjunction with compact finite difference schemes for…