Related papers: A second-order numerical method for the aggregatio…
We study the convergence of higher order schemes for the Cauchy problem associated to the KdV equation. More precisely, we design a Galerkin type implicit scheme which has higher order accuracy in space and first order accuracy in time. The…
We present a novel and general methodology for building second-order finite volume implicit-explicit Runge-Kutta numerical schemes for solving two-dimensional financial parabolic PDEs with mixed derivatives. The methods achieve second-order…
The use of limiting methods for high-order numerical approximations of hyperbolic conservation laws generally requires defining an admissible region/bounds for the solution. In this work, we present a novel approach for computing solution…
Higher-order numerical methods are used to find accurate numerical solutions to hyperbolic partial differential equations and equations of transport type. Limiting is required to either converge to the correct type of solution or to adhere…
It has long been a goal to efficiently compute and use second order information on a function ($f$) to assist in numerical approximations. Here it is shown how, using only basic physics and a numerical approximation, such information can be…
Self-consistent perturbation expansion up to the second order in the interaction strength is used to study a single-level quantum dot with local Coulomb repulsion attached asymmetrically to two generally different superconducting leads. At…
We present for astrophysical use a multi-dimensional numerical code to solve the equations for ideal magnetohydrodynamics (MHD). It is based on an explicit finite difference method on an Eulerian grid, called the Total Variation Diminishing…
In this paper, we present a high order finite difference solver for anisotropic diffusion problems based on the first-order hyperbolic system method. In particular, we demonstrate that the construction of a uniformly accurate fifth-order…
This study presents a novel high-order numerical method designed for solving the two-dimensional time-fractional convection-diffusion (TFCD) equation. The Caputo definition is employed to characterize the time-fractional derivative. A weak…
Quantum chemical methods dealing with challenging systems while retaining low computational costs have attracted attention. In particular, many efforts have been devoted to developing new methods based on the second-order perturbation that…
In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…
We provide improved convergence rates for constrained convex-concave min-max problems and monotone variational inequalities with higher-order smoothness. In min-max settings where the $p^{th}$-order derivatives are Lipschitz continuous, we…
In this paper, we propose a novel development in the context of entropy stable finite-volume/finite-difference schemes. In the first part, we focus on the construction of high-order entropy conservative fluxes. Already in [LMR2002], the…
An implicit finite difference scheme based on the $L2$-$1_{\sigma}$ formula is presented for a class of one-dimensional time fractional reaction-diffusion equations with variable coefficients and time drift term. The unconditional stability…
We present a fourth-order accurate finite volume method for the solution of ideal magnetohydrodynamics (MHD). The numerical method combines high-order quadrature rules in the solution of semi-discrete formulations of hyperbolic conservation…
We develop a finite volume method for Maxwell's equations in materials whose electromagnetic properties vary in space and time. We investigate both conservative and non-conservative numerical formulations. High-order methods accurately…
Conservative symmetric second-order one-step integrators are derived using the Discrete Multiplier Method for a family of vortex-blob models approximating the incompressible Euler's equations on the plane. Conservative properties and second…
The development of numerical methods capable of simulating realistic materials with strongly correlated electrons, with controllable errors, is a central challenge in quantum many-body physics. Here we describe how a hybrid between…
We introduce a direct method allowing to solve numerically inverse type problems for linear hyperbolic equations. We first consider the reconstruction of the full solution of the wave equation posed in $\Omega\times (0,T)$ - $\Omega$ a…
A second order accurate (in time) numerical scheme is proposed and analyzed for the Poisson-Nernst-Planck equation (PNP) system, reformulated as a non-constant mobility $H^{-1}$ gradient flow in the Energetic Variational Approach (EnVarA).…