Related papers: Higher order semi-implicit schemes for linear adve…
First-order fully implicit as well as implicit--explicit schemes for coupled elliptic-parabolic systems are discussed in [Ern and Meunier, ESAIM: M2AN, 2009] and [Altmann et al., Math.\ Comp., 2021], respectively. The extension of the…
This paper is concerned with moving mesh finite difference solution of partial differential equations. It is known that mesh movement introduces an extra convection term and its numerical treatment has a significant impact on the stability…
The approximate solution of the Cauchy problem for second-order evolution equations is performed, first of all, using three-level time approximations. Such approximations are easily constructed and relatively uncomplicated to investigate…
Grossberg and VanDieren have started a program to develop a stability theory for tame classes. We prove, for instance, that for tame abstract elementary classes satisfying the amlagamation property and for large enough cardinals kappa,…
We prove that a popular classical implicit-explicit scheme for the 2D incompressible Navier--Stokes equations that treats the viscous term implicitly while the nonlinear advection term explicitly is long time stable provided that the time…
We propose a new class of semi-implicit methods for solving nonlinear fractional differential equations and study their stability. Several versions of our new schemes are proved to be unconditionally stable by choosing suitable parameters.…
Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper, we derive explicit stabilized integrators of orders one and…
Efficient transport algorithms are essential to the numerical resolution of incompressible fluid flow problems. Semi-Lagrangian methods are widely used in grid based methods to achieve this aim. The accuracy of the interpolation strategy…
High order schemes are known to be unstable in the presence of shock discontinuities or under-resolved solution features for nonlinear conservation laws. Entropy stable schemes address this instability by ensuring that physically relevant…
We present high-order compact schemes for a linear second-order parabolic partial differential equation (PDE) with mixed second-order derivative terms in two spatial dimensions. The schemes are applied to option pricing PDE for a family of…
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…
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…
We propose in this paper efficient first/second-order time-stepping schemes for the evolutional Navier-Stokes-Nernst-Planck-Poisson equations. The proposed schemes are constructed using an auxiliary variable reformulation and sophisticated…
In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…
Efficient and unconditionally stable high order time marching schemes are very important but not easy to construct for nonlinear phase dynamics. In this paper, we propose and analysis an efficient stabilized linear Crank-Nicolson scheme for…
Consistent splitting schemes are among the most accurate pressure segregation methods, incurring no splitting errors or spurious boundary conditions. Nevertheless, their theoretical properties are not yet fully understood, especially when…
A new high order accurate semi-implicit space-time Discontinuous Galerkin method on staggered grids, for the simulation of viscous incompressible flows on two-dimensional domains is presented. The designed scheme is of the Arbitrary…
We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In…
We carry out a stability and convergence analysis of a fully discrete scheme for the time-dependent Navier-Stokes equations resulting from combining an $H(\mathrm{div}, \Omega)$-conforming discontinuous Galerkin spatial discretization, and…
In this short paper, we intend to describe one way to construct arbitrarily high order kinetic schemes on regular meshes. The method can be arbitrarily high order in space and time, run at least CFL one, is asymptotic preserving and…