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In this paper, we study the Crank-Nicolson method for temporal dimension and the piecewise quadratic polynomial collocation method for spatial dimensions of time-dependent nonlocal problems. The new theoretical results of such…

Numerical Analysis · Mathematics 2020-06-30 Rongjun Cao , Minghua Chen , Michael K. Ng , Yu-Jiang Wu

In this research work, we propose a high-order time adapted scheme for pricing a coupled system of fixed-free boundary constant elasticity of variance (CEV) model on both equidistant and locally refined space-grid. The performance of our…

Computational Finance · Quantitative Finance 2023-09-12 Chinonso Nwankwo , Weizhong Dai , Tony Ware

In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using…

Numerical Analysis · Mathematics 2019-06-26 Fanhai Zeng , Ian Turner , Kevin Burrage , Stephen J. Wright

A new implicit-explicit local differential transform method (IELDTM) is derived here for time integration of the nonlinear advection-diffusion processes represented by (2+1)-dimensional Burgers equation. The IELDTM is adaptively constructed…

Numerical Analysis · Mathematics 2026-02-10 Huseyin Tunc , Murat Sari

We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

Numerical Analysis · Mathematics 2022-10-26 Siyang Wang , Gunilla Kreiss

We study the discretization, convergence, and numerical implementation of recent reformulations of the quadratic porous medium equation (multidimensional and anisotropic) and Burgers' equation (one-dimensional, with optional viscosity), as…

Numerical Analysis · Mathematics 2025-11-06 Jean-Marie Mirebeau , Erwan Stampfli

In this paper, we propose an efficient method for solving multi-dimensional Riesz space fractional diffusion equations with variable coefficients. The Crank-Nicolson (CN) method is used for temporal discretization, while the fourth-order…

Numerical Analysis · Mathematics 2025-08-01 Yuan-Yuan Huang , Wei Qu , Sean Y. Hon , Siu-Long Lei

We analyse a new subdomain scheme for a time-spectral method for solving initial boundary value problems. Whilst spectral methods are commonplace for spatially dependent systems, finite difference schemes are typically applied for the…

Computational Physics · Physics 2017-08-08 Kristoffer Lindvall , Jan Scheffel

The present work proposes a well-balanced finite volume-type numerical method for the solution of non-conservative hyperbolic partial differential equations (PDEs) with source terms. The method is characterized, first, by the use of a…

Numerical Analysis · Mathematics 2026-05-06 Chiara Colombo , Caterina Dalmaso , Lucas O. Müller , Annunziato Siviglia

We propose a fourth-order unfitted characteristic finite element method to solve the advection-diffusion equation on time-varying domains. Based on a characteristic-Galerkin formulation, our method combines the cubic MARS method for…

Numerical Analysis · Mathematics 2022-06-09 Chuwen Ma , Qinghai Zhang , Weiying Zheng

Numerical methods for solving the ideal magnetohydrodynamic (MHD) equations in more than one space dimension must confront the challenge of controlling errors in the discrete divergence of the magnetic field. One approach that has been…

Numerical Analysis · Mathematics 2012-10-16 Christiane Helzel , James A. Rossmanith , Bertram Taetz

Numerical methods for solving the ideal magnetohydrodynamic (MHD) equations in more than one space dimension must either confront the challenge of controlling errors in the discrete divergence of the magnetic field, or else be faced with…

Numerical Analysis · Mathematics 2015-05-19 Christiane Helzel , James A. Rossmanith , Bertram Taetz

In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discretization to the multi-term Caputo derivative based on the…

Numerical Analysis · Mathematics 2019-02-22 Pin Lyu , Yuxiang Liang , Zhibo Wang

This papers deals with a construction and convergence analysis of a finite difference scheme for solving time-fractional porous medium equation. The governing equation exhibits both nonlocal and nonlinear behaviour making the numerical…

Numerical Analysis · Mathematics 2019-04-05 Łukasz Płociniczak

This paper deals with a construction of new algorithm: the modified trigonometric cubic B-Spline differential quadrature (MTB-DQM) for space discretization together with a time integration algorithm" for numerical computation of the…

Numerical Analysis · Mathematics 2016-11-22 Brajesh Kumar Singh

We consider the parallel-in-time solution of scalar nonlinear conservation laws in one spatial dimension. The equations are discretized in space with a conservative finite-volume method using weighted essentially non-oscillatory (WENO)…

Numerical Analysis · Mathematics 2025-11-04 O. A. Krzysik , H. De Sterck , R. D. Falgout , J. B. Schroder

This paper proposes and analyzes a finite difference method based on compact schemes for the Euler-Bernoulli beam equation with damping terms. The method achieves fourth-order accuracy in space and second-order accuracy in time, while…

Numerical Analysis · Mathematics 2025-07-01 Wenjie Huang , Hao Wang , Shiquan Zhang , Qinyi Zhang

In this paper, we will present advanced discretization methods for solving retarded potential integral equations. We employ a $C^{\infty}$-partition of unity method in time and a conventional boundary element method for the spatial…

Numerical Analysis · Mathematics 2014-04-10 Stefan Sauter , Alexander Veit

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

The exponential cubic B-spline functions together with Crank Nicolson are used to solve numerically the nonlinear coupled Burgers' equation using collocation method. This method has been tested by three different problems. The proposed…

Numerical Analysis · Mathematics 2015-03-03 Ozlem Ersoy , Idiris Dag
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