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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…

Fluid Dynamics · Physics 2018-05-16 Yucheng Fu , Zhenfu Tian , Yang Liu

Several relaxation approximations to partial differential equations have been recently proposed. Examples include conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems. The present paper focuses…

Numerical Analysis · Mathematics 2007-05-23 Fausto Cavalli , Giovanni Naldi , Gabriella Puppo , Matteo Semplice

We describe an implicit procedure for solving linear equation systems resulting from the discretization of the three dimensional (seven variables) linear Fokker-Planck equation. The discretization of the Fokker-Planck equation is performed…

Computational Physics · Physics 2009-11-11 Maximiliano Ujevic , Patricio S. Letelier

We consider the problem of homogenizing the Maxwell equations for periodic composites. The analysis is based on Bloch-Floquet theory. We calculate explicitly the reflection coefficient for a half-space, and derive and implement a…

Optics · Physics 2015-03-17 Vadim A. Markel , John C. Schotland

We address combinatorial problems that can be formulated as minimization of a partially separable function of discrete variables (energy minimization in graphical models, weighted constraint satisfaction, pseudo-Boolean optimization, 0-1…

Computer Vision and Pattern Recognition · Computer Science 2015-05-05 Alexander Shekhovtsov

A fully discrete energy stability analysis is carried out for linear advection-diffusion problems discretized by generalized upwind summation-by-parts~(upwind gSBP) schemes in space and implicit-explicit Runge-Kutta~(IMEX-RK) schemes in…

Numerical Analysis · Mathematics 2023-10-05 Sigrun Ortleb

In this work, we present an efficient approach for the spatial and temporal discretization of the nonlocal Allen-Cahn equation, which incorporates various double-well potentials and an integrable kernel, with a particular focus on a…

Numerical Analysis · Mathematics 2024-10-10 Olena Burkovska , Ilyas Mustapha

Pseudospectral numerical schemes for solving the Dirac equation in general static curved space are derived using a pseudodifferential representation of the Dirac equation along with a simple Fourier-basis technique. Owing to the presence of…

Numerical Analysis · Mathematics 2020-04-22 Xavier Antoine , François Fillion-Gourdeau , Emmanuel Lorin , Steve McLean

We review the stability properties of several discretizations of the Helmholtz equation at large wavenumbers. For a model problem in a polygon, a complete $k$-explicit stability (including $k$-explicit stability of the continuous problem)…

Numerical Analysis · Mathematics 2015-03-31 Sofi Esterhazy , Jens Markus Melenk

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…

Numerical Analysis · Mathematics 2015-07-31 Weizhang Huang

Kinetic or Boltzmann schemes are interesting alternatives to the macroscopic numerical methods for solving the hyperbolic conservation laws of gas dynamics. They utilize the particle-based description instead of the wave propagation models.…

Computational Physics · Physics 2016-12-26 N. Venkata Raghavendra , S. V. Raghurama Rao

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

We propose an arbitrarily higher (even) order implicit leapfrog scheme for time discretization of a three-field formulation of Maxwell's equations. We use this in conjunction with an arbitrarily higher-order and compatible discretization…

Numerical Analysis · Mathematics 2026-02-09 Archana Arya , Kaushik Kalyanaraman

In this paper we present a numerical method for the Boltzmann equation. It is a spectral discretization in the velocity and a discontinuous Galerkin discretization in physical space. To obtain uniform approximation properties in the mach…

Numerical Analysis · Mathematics 2019-03-06 Gerhard Kitzler , Joachim Schöberl

We propose a new semi-discretization scheme to approximate nonlinear Fokker-Planck equations, by exploiting the gradient flow structures with respect to the 2-Wasserstein metric. We discretize the underlying state by a finite graph and…

Numerical Analysis · Mathematics 2017-12-20 Shui-Nee Chow , Luca Dieci , Wuchen Li , Haomin Zhou

One of classical boundary problems of the kinetic theory (a problem about thermal sliding) of the rarefied gas along a flat firm surface is considered. Kinetic Boltzmann equation with model integral of collisions BGK (Bhatnagar, Gross,…

Fluid Dynamics · Physics 2016-03-18 A. V. Latyshev , A. A. Yushkanov , E. E. Korneeva

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…

Numerical Analysis · Mathematics 2019-02-25 Xue-lei Lin , Pin Lyu , Michael K. Ng , Hai-Wei Sun , Seakweng Vong

We present a numerical method for solving the free-space Maxwell's equations in three dimensions using compact convolution kernels on a rectangular grid. We first rewrite Maxwell's Equations as a system of wave equations with auxiliary…

Numerical Analysis · Mathematics 2019-07-24 Boris Lo , Phillip Colella

We analyze the propagation properties of the numerical versions of one and two-dimensional wave equations, semi-discretized in space by finite difference schemes. We focus on high-frequency solutions whose propagation can be described, both…

Analysis of PDEs · Mathematics 2018-06-26 Umberto Biccari , Aurora Marica , Enrique Zuazua

This paper proposes and analyzes a new operator splitting method for stochastic Maxwell equations driven by additive noise, which not only decomposes the original multi-dimensional system into some local one-dimensional subsystems, but also…

Numerical Analysis · Mathematics 2021-02-23 Chuchu Chen , Jialin Hong , Lihai Ji