Related papers: Convergence analysis of the Modified Craig-Sneyd s…
We consider the Modified Craig-Sneyd (MCS) scheme which forms a prominent time stepping method of the Alternating Direction Implicit type for multidimensional time-dependent convection-diffusion equations with mixed spatial derivative…
The Modified Craig-Sneyd (MCS) scheme is a promising splitting scheme of the ADI type introduced by In 't Hout & Welfert (2009) for multi-dimensional pure diffusion equations having mixed spatial-derivative terms.In this paper we…
We have developed a new, very efficient numerical scheme to solve the CR diffusion convection equation that can be applied to the study of the nonlinear time evolution of CR modified shocks for arbitrary spatial diffusion properties. The…
We present an implicit Split-Step explicit Euler type Method (dubbed SSM) for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of superlinear growth in space, Lipschitz in measure and non-constant…
The aim of this paper is to study the time stepping scheme for approximately solving the subdiffusion equation with a weakly singular source term. In this case, many popular time stepping schemes, including the correction of high-order BDF…
The Cahn-Hilliard Navier-Stokes (CHNS) system provides a computationally tractable model that can be used to effectively capture interfacial dynamics in two-phase fluid flows. In this work, we present a semi-implicit, projection-based…
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…
This study presents an efficient, accurate, effective and unconditionally stable time stepping scheme for the Darcy-Brinkman equations in double-diffusive convection. The stabilization within the proposed method uses the idea of stabilizing…
We present an adaptive arbitrary-order accurate time-stepping numerical scheme for the flow of vesicles suspended in Stokesian fluids. Our scheme can be summarized as an approximate implicit spectral deferred correction (SDC) method.…
We present a parallel implicit-explicit time integration scheme for the advection-diffusion-reaction systems arising from the equations governing low-Mach number combustion with complex chemistry. Our strategy employs parallelization across…
In this paper we propose a numerical method to solve a 2D advection-diffusion equation, in the highly oscillatory regime. We use an efficient and robust integrator which leads to an accurate approximation of the solution without any time…
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…
We consider linear iterative schemes for the time-discrete equations stemming from a class of nonlinear, doubly-degenerate parabolic equations. More precisely, the diffusion is nonlinear and may vanish or become multivalued for certain…
A dual time-stepping strategy of gas-kinetic scheme for the simulation of unsteady flows is introduced in this work. The dual time-stepping strategy is always used in the approaches of unsteady flows, and the ability of dual time-stepping…
In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…
It is known in \cite{beccari} that the standard explicit Euler-type scheme (such as the exponential Euler and the linear-implicit Euler schemes) with a uniform timestep, though computationally efficient, may diverge for the stochastic…
The isentropic compressible Cahn-Hilliard-Navier-Stokes equations is a system of fourth-order partial differential equations that model the evolution of some binary fluids under convection. The purpose of this paper is the design of…
A new moving mesh scheme based on the Lagrange-Galerkin method for the approximation of the one-dimensional convection-diffusion equation is studied. The mesh movement, which is prescribed by a discretized dynamical system for the nodal…
In this work, we report the development of a spatially fourth order temporally second order compact scheme for incompressible Navier-Stokes (N-S) equations in time-varying domain. Sen [J. Comput. Phys. 251 (2013) 251-271] put forward an…
We introduce an inexact variant of Stochastic Mirror Descent (SMD), called Inexact Stochastic Mirror Descent (ISMD), to solve nonlinear two-stage stochastic programs where the second stage problem has linear and nonlinear coupling…