Related papers: An Analysis of the Crank-Nicolson Method for Subdi…
We study the Crank-Nicolson scheme for stochastic differential equations (SDEs) driven by multidimensional fractional Brownian motion $(B^{1}, \dots, B^{m})$ with Hurst parameter $H \in (\frac 12,1)$. It is well-known that for ordinary…
The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…
We introduce a new structure preserving, second order in time relaxation-type scheme for approximating solutions of the Schr\"odinger-Poisson system. More specifically, we use the Crank-Nicolson scheme as a time stepping mechanism, whilst…
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 semi-implicit leapfrog time-discretization is a workhorse algorithm for initial-value MHD codes to bridge between vastly separated time scales. Inclusion of atomic interactions with neutrals breaks the functional structure of the MHD…
This paper introduces filtered finite difference methods for numerically solving a dispersive evolution equation with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled nonlinear Schr\"odinger…
In this work, fourth-order compact block-centered finite difference (CBCFD) schemes combined with the Crank-Nicolson discretization are constructed and analyzed for solving parabolic integro-differential type non-Fickian flows in…
The present paper is devoted to constructing L2 type difference analog of the Caputo fractional derivative. The fundamental features of this difference operator are studied and it is used to construct difference schemes generating…
In this paper, we propose third-order semi-discretized schemes in space based on the tempered weighted and shifted Gr\"unwald difference (tempered-WSGD) operators for the tempered fractional diffusion equation. We also show stability and…
In this paper, we propose a numerical method for the solution of time-dependent flow problems in mixed form. Such problems can be efficiently approximated on hierarchical grids, obtained from an unstructured coarse triangulation by using a…
Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…
The discrete gradient structure and the positive definiteness of discrete fractional integrals or derivatives are fundamental to the numerical stability in long-time simulation of nonlinear integro-differential models. We build up a…
In this work, we establish the maximal $\ell^p$-regularity for several time stepping schemes for a fractional evolution model, which involves a fractional derivative of order $\alpha\in(0,2)$, $\alpha\neq 1$, in time. These schemes include…
Implicit schemes have been extensively used in building physics to compute the solution of moisture diffusion problems in porous materials for improving stability conditions. Nevertheless, these schemes require important sub-iterations when…
Spectral methods provide highly accurate numerical solutions for partial differential equations, exhibiting exponential convergence with the number of spectral nodes. Traditionally, in addressing time-dependent nonlinear problems, attention…
This paper considers the numerical treatment of the time-dependent Gross-Pitaevskii equation. In order to conserve the time invariants of the equation as accurately as possible, we propose a Crank-Nicolson-type time discretization that is…
Time-fractional semilinear and quasilinear parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are considered, solutions of which exhibit a singular behaviour at an initial time of type $t^\sigma$ for any fixed…
In this paper, we propose a structure preserving method using a Crank-Nicolson's type method with an implicit Gauss-Seidel fractional iteration. Such a method is of first-order accuracy in time and second-order accuracy in space, stable and…
The iterated Crank-Nicolson is a predictor-corrector algorithm commonly used in numerical relativity for the solution of both hyperbolic and parabolic partial differential equations. We here extend the recent work on the stability of this…
One of the unitary forms of the quantum mechanical time evolution operator is given by Cayley's approximation. A numerical implementation of the same involves the replacement of second derivatives in Hamiltonian with the three-point…