Related papers: Improved accuracy for time-splitting methods for t…
In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow can not be computed exactly. Instead, we use a numerical…
In this article we present robust, efficient and accurate fully implicit time-stepping schemes and nonlinear solvers for systems of reaction-diffusion equations. The applications of reaction-diffusion systems is abundant in the literature,…
We approximate the solution $u$ of the Cauchy problem $$ \frac{\partial}{\partial t} u(t,x)=Lu(t,x)+f(t,x), \quad (t,x)\in(0,T]\times\bR^d, $$ $$ u(0,x)=u_0(x),\quad x\in\bR^d $$ by splitting the equation into the system $$…
We consider a fully discretized numerical scheme for parabolic stochastic partial differential equations with multiplicative noise. Our abstract framework can be applied to formulate a non-iterative domain decomposition approach. Such…
In this paper, a compact alternating direction implicit (ADI) finite difference scheme for the two-dimensional time fractional diffusion-wave equation is developed, with temporal and spatial accuracy order equal to two and four…
In this paper, a second-order backward difference formula (abbr. BDF2) is used to approximate first-order time partial derivative, the Riesz fractional derivatives are approximated by fourth-order compact operators, a class of new…
Thanks to the singularity of the solution of linear subdiffusion problems, most time-stepping methods on uniform meshes can result in $O(\tau)$ accuracy where $\tau$ denotes the time step. The present work aims to discover the reason why…
This paper deals with the numerical solution of the Heston partial differential equation that plays an important role in financial option pricing, Heston (1993, Rev. Finan. Stud. 6). A feature of this time-dependent, two-dimensional…
Due to the intrinsically initial singularity of solution and the discrete convolution form in numerical Caputo derivatives, the traditional $H^1$-norm analysis (corresponding to the case for a classical diffusion equation) to the time…
We consider \emph{Alternating Direction Implicit} (ADI) splitting schemes to compute efficiently the numerical solution of the PDE osmosis model considered by Weickert et al. for several imaging applications. The discretised scheme is shown…
The convergence of a family of AMF-Runge-Kutta methods (in short AMF-RK) for the time integration of evolutionary Partial Differential Equations (PDEs) of Advection Diffusion Reaction type semi-discretized in space is considered. The…
A novel Douglas alternating direction implicit (ADI) method is proposed in this work to solve a two-dimensional (2D) heat equation with interfaces. The ADI scheme is a powerful finite difference method for solving parabolic equations, due…
Domain decomposition (DD) methods for solving time-dependent problems can be classified by (i) the method of domain decomposition used, (ii) the choice of decomposition operators (exchange of boundary conditions), and (iii) the splitting…
In 1986, Dixon and McKee developed a discrete fractional Gr\"{o}nwall inequality [Z. Angew. Math. Mech., 66 (1986), pp. 535--544], which can be seen as a generalization of the classical discrete Gr\"{o}nwall inequality. However, this…
Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…
We construct a space-time parallel method for solving parabolic partial differential equations by coupling the Parareal algorithm in time with overlapping domain decomposition in space. The goal is to obtain a discretization consisting of…
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…
Recently, a nonlinear Poisson equation has been introduced to model nonlinear and nonlocal hyperpolarization effects in electrostatic solute-solvent interaction for biomolecular solvation analysis. Due to a strong nonlinearity associated…
Many multiscale problems have a high contrast, which is expressed as a very large ratio between the media properties. The contrast is known to introduce many challenges in the design of multiscale methods and domain decomposition…
We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…