Related papers: Alternating Direction Implicit (ADI) schemes for a…
Distinguishing signal of young gas rich circumstellar disks from stellar signal in near infrared light is a difficult task. Current techniques such as Angular Differential Imaging (ADI) and Polarimetric Differential Imaging (PDI) cope with…
A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…
Optical analog circuits have attracted attention as promising alternatives to traditional electronic circuits for signal processing tasks due to their potential for low-latency and low-power computations. However, implementing iterative…
This paper concerns an extension of discrete gradient methods to finite-dimensional Riemannian manifolds termed discrete Riemannian gradients, and their application to dissipative ordinary differential equations. This includes Riemannian…
An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…
Based on our recent results, in this paper, a compact finite difference scheme is derived for a time fractional differential equation subject to the Neumann boundary conditions. The proposed scheme is second order accurate in time and…
This paper is concerned about the implicit-explicit (IMEX) methods for a class of dissipative wave systems with time-varying velocity feedbacks and nonlinear potential energies, equipped with different boundary conditions. Firstly, we…
Financial derivatives pricing aims to find the fair value of a financial contract on an underlying asset. Here we consider option pricing in the partial differential equations framework. The contemporary models lead to one-dimensional or…
In this work we develop a novel domain splitting strategy for the solution of partial differential equations. Focusing on a uniform discretization of the $d$-dimensional advection-diffusion equation, our proposal is a two-level algorithm…
In this study, a novel semi-implicit second-order temporal scheme combined with the finite element method for space discretization is proposed to solve the coupled system of infiltration and solute transport in unsaturated porous media. The…
The alternating direction implicit (ADI) methods are computationally efficient and numerically effective tools for computing low-rank solutions of large-scale linear matrix equations. It is known in the literature that the low-rank ADI…
We present a novel approach that redefines the traditional interpretation of explicit and implicit discretization methods for solving a general class of advection-diffusion equations (ADEs) featuring nonlinear advection, diffusion…
The splitting method is a powerful method for solving partial differential equations. Various splitting methods have been designed to separate different physics, nonlinearities, and so on. Recently, a new splitting approach has been…
We propose a new high-order alternating direction implicit (ADI) finite difference scheme for the solution of initial-boundary value problems of convection-diffusion type with mixed derivatives and non-constant coefficients, as they arise…
An implicit purification scheme is proposed for calculation of the temperature-dependent, grand canonical single-particle density matrix, given as a Fermi operator expansion in terms of the Hamiltonian. The computational complexity is shown…
An implicit method for the ohmic dissipation is proposed. The proposed method is based on the Crank-Nicolson method and exhibits second-order accuracy in time and space. The proposed method has been implemented in the SFUMATO adaptive mesh…
For numerical simulations of highly relativistic and transversely accelerated charged particles including radiation fast algorithms are needed. While the radiation in particle accelerators has wavelengths in the order of 100 um the…
Implicit time integration schemes are widely used in computational fluid dynamics numerical codes to speed-up computations. Indeed, implicit schemes usually allow for less stringent time-step stability constraints than their explicit…
Context. Modern radio astronomical arrays have (or will have) more than one order of magnitude more receivers than classical synthesis arrays, such as the VLA and the WSRT. This makes gain calibration a computationally demanding task.…
Beyond the choice of wavefront control systems or coronographs, advanced data processing methods play a crucial role in disentangling potential planetary signals from bright quasi-static speckles. Among these methods, angular differential…