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We introduce a novel monotone discretization method for addressing obstacle problems involving the integral fractional Laplacian with homogeneous Dirichlet boundary conditions over bounded Lipschitz domains. This problem is prevalent in…
We consider linear iterative schemes for the time-discrete equations stemming from a class of nonlinear, doubly-degenerate parabolic equations. More precisely, the diffusion is nonlinear and may vanish or become multivalued for certain…
In this paper we consider the numerical solution of a singularly perturbed one-dimensional semilinear reaction-diffusion problem. A class of differential schemes is constructed. There is a proof of the existence and uniqueness of the…
A semilinear reaction-diffusion two-point boundary value problem, whose second-order derivative is multiplied by a small positive parameter $\eps^2$, is considered. It can have multiple solutions. An asymptotic expansion is constructed for…
We present a meshfree generalized finite difference method for solving Poisson's equation with a diffusion coefficient that contains jump discontinuities up to several orders of magnitude. To discretize the diffusion operator, we formulate…
Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…
We propose numerical schemes for the approximate solution of problems defined on the edges of a one-dimensional graph. In particular, we consider linear transport and a drift-diffusion equations, and discretize them by extending Finite…
The advection-diffusion and wave equations are the fundamental equations governing any physical law and therefore arise in many areas of physics and astrophysics. For complex problems and geometries, only numerical simulations can give…
This paper introduces a numerical approach to solve singularly perturbed convection diffusion boundary value problems for second-order ordinary differential equations that feature a small positive parameter {\epsilon} multiplying the…
This study handles spatial three-dimensional solution of the nonlinear diffusion equation without particular initial conditions. The functional behavior of the equation and the concentration have been studied in new ways. An auxiliary…
We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…
In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…
A variety of boundary value problems in linear transport theory are expressed as a diffusion equation of the two-way, or forward-backward, type. In such problems boundary data are specified only on part of the boundary, which introduces…
A method is developed for solving quasilinear convection diffusion problems starting on a coarse mesh where the data and solution-dependent coefficients are unresolved, the problem is unstable and approximation properties do not hold. The…
In this paper we consider two difference schemes for numerical solving of a one--dimensional singularly perturbed boundary value problem. We proved an $\varepsilon$--uniform convergence for both difference schemes on a Shiskin mesh.…
A moving mesh finite difference method based on the moving mesh partial differential equation is proposed for the numerical solution of the 2T model for multi-material, non-equilibrium radiation diffusion equations. The model involves…
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…
This investigation deals with the analysis of stagnation point heat transfer and corresponding flow features of hydromagnetic viscous incompressible fluid over a vertical shrinking sheet. The considered sheet is assumed to be permeable and…
In a recent paper (see [7]), a quasi-nonlocal coupling method was introduced to seamlessly bridge a nonlocal diffusion model with the classical local diffusion counterpart in a one-dimensional space. The proposed coupling framework removes…
A Lagrangian numerical scheme for solving nonlinear degenerate Fokker-Planck equations in space dimensions $d\ge2$ is presented. It applies to a large class of nonlinear diffusion equations, whose dynamics are driven by internal energies…