Related papers: A Comparison Study of Two High Accuracy Numerical …
A numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over $\Omega$ on the extruded domain…
In this article we develop a numerical scheme to deal with interfaces between touching numerical grids when solving the second-order wave equation. We show that it is possible to implement an interface scheme of "penalty" type for the…
Numerical simulations for flow and transport in subsurface porous media often prove computationally prohibitive due to property data availability at multiple spatial scales that can vary by orders of magnitude. A number of model order…
We present an efficient second-order finite difference scheme for solving the 2D sine-Gordon equation, which can inherit the discrete energy conservation for the undamped model theoretically. Due to the semi-implicit treatment for the…
In this paper, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid…
In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…
We propose an Extended Hybrid High-Order scheme for the Poisson problem with solution possessing weak singularities. Some general assumptions are stated on the nature of this singularity and the remaining part of the solution. The method is…
As is well-known, the advantage of the high-order compact difference scheme (H-OCD) is unconditionally stable and convergent with the order $O(\tau^2+h^4)$ under the maximum norm. In this article, a new numerical gradient scheme based on…
An improved finite difference method with compact correction term is proposed to solve the Poisson equations. The compact correction term is developed by a coupled high-order compact and low-order classical finite difference formulations.…
A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…
In this paper, we study the numerical approximation of a coupled system of elliptic-parabolic equations posed on two separated spatial scales. The model equations describe the interplay between macroscopic and microscopic pressures in an…
A crucial part of successful wave propagation related inverse problems is an efficient and accurate numerical scheme for solving the seismic wave equations. In particular, the numerical solution to a multi-dimensional Helmholtz equation can…
This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…
Dimension reduction is often the first step in statistical modeling or prediction of multivariate spatial data. However, most existing dimension reduction techniques do not account for the spatial correlation between observations and do not…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
In this paper, we develop a computational multiscale to solve the parabolic wave approximation with heterogeneous and variable media. Parabolic wave approximation is a technique to approximate the full wave equation. One benefit of the…
We describe a fourth-order accurate finite-difference time-domain scheme for solving dispersive Maxwell's equations with nonlinear multi-level carrier kinetics models. The scheme is based on an efficient single-step three time-level…
In earlier work we have studied a method for discretization in time of a parabolic problem which consists in representing the exact solution as an integral in the complex plane and then applying a quadrature formula to this integral. In…
This paper is about computationally tractable methods for power system parameter estimation and Optimal Experiment Design (OED). Here, the main motivation is that OED has the potential to significantly increase the accuracy of power system…
We formulate a well-posedness and approximation theory for a class of generalised saddle point problems with a specific form of constraints. In this way we develop an approach to a class of fourth order elliptic partial differential…