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We propose some numerical schemes for forward-backward stochastic differential equations (FBSDEs) based on a new fundamental concept of transposition solutions. These schemes exploit time-splitting methods for the variation of constants…

Numerical Analysis · Mathematics 2018-05-01 Kazufumi Ito , Yufei Zhang , Jun Zou

In this paper, we consider the development and analysis of a new explicit compact high-order finite difference scheme for acoustic wave equation formulated in divergence form, which is widely used to describe seismic wave propagation…

Numerical Analysis · Mathematics 2020-03-24 Da Li , Keran Li , Wenyuan Liao

This paper introduces a novel approach to compute the numerical fluxes at the cell boundaries in the finite volume approach. Explicit gradients used in deriving the reconstruction polynomials are replaced by high-order gradients computed by…

Numerical Analysis · Mathematics 2021-06-04 Amareshwara Sainadh Chamarthi , Steven H. Frankel , Abhishek Chintagunta

In this paper, a parameter-uniform fitted mesh finite difference scheme is constructed and analyzed for a class of singularly perturbed interior turning point problems. The solution of this class of turning point problem possess two outflow…

Numerical Analysis · Mathematics 2019-09-17 Vikas Gupta , Sanjay K. Sahoo , Ritesh K. Dubey

This work introduces a novel adaptive central-upwind scheme designed for simulating compressible flows with discontinuities in the flow field. The proposed approach offers significant improvements in computational efficiency over the…

Fluid Dynamics · Physics 2024-09-05 Amareshwara Sainadh Chamarthi

We present a discontinuous Galerkin internal-penalty scheme that is applicable to a large class of linear and nonlinear elliptic partial differential equations. The unified scheme can accommodate all second-order elliptic equations that can…

Numerical Analysis · Mathematics 2022-01-13 Nils L. Fischer , Harald P. Pfeiffer

This report addresses the boundary value problem for a second-order linear singularly perturbed FIDE. Traditional methods for solving these equations often face stability issues when dealing with small perturbation parameters. We propose an…

Numerical Analysis · Mathematics 2024-07-02 Mehebub Alam , Rajni Kant Pandey

In this paper we present a novel pressure-based semi-implicit finite volume solver for the equations of compressible ideal, viscous and resistive magnetohydrodynamics (MHD). The new method is conservative for mass, momentum and total energy…

Numerical Analysis · Mathematics 2018-12-26 Michael Dumbser , Dinshaw S. Balsara , Maurizio Tavelli , Francesco Fambri

A Godunov-type finite volume scheme on unstructured triangular grids is proposed to numerically solve the Savage-Hutter equations in curvilinear coordinate. We show the direct observation that the model is a not Galilean invariant system.…

Numerical Analysis · Mathematics 2024-09-23 Ruo Li , Xiaohua Zhang

Fitted finite element methods are constructed for a singularly perturbed convection-diffusion problem in two space dimensions. Exponential splines as basis functions are combined with Shishkin meshes to obtain a stable parameter-uniform…

Numerical Analysis · Mathematics 2023-10-03 Alan F. Hegarty , Eugene O'Riordan

In this paper, a higher order finite difference scheme is proposed for Generalized Fractional Diffusion Equations (GFDEs). The fractional diffusion equation is considered in terms of the generalized fractional derivatives (GFDs) which uses…

Numerical Analysis · Mathematics 2022-06-08 Kamlesh Kumar , Rajesh K. Pandey

In this paper, we propose a finite-volume scheme for aggregation-diffusion equations based on a Scharfetter--Gummel approximation of the quadratic, nonlocal flux term. This scheme is analyzed concerning well-posedness and convergence…

Numerical Analysis · Mathematics 2021-05-12 André Schlichting , Christian Seis

We present an efficient solver for massively-parallel direct numerical simulations of incompressible turbulent flows. The method uses a second-order, finite-volume pressure-correction scheme, where the pressure Poisson equation is solved…

Fluid Dynamics · Physics 2019-09-13 Pedro Costa

In this paper, new unfitted mixed finite elements are presented for elliptic interface problems with jump coefficients. Our model is based on a fictitious domain formulation with distributed Lagrange multiplier. The relevance of our…

Numerical Analysis · Mathematics 2023-09-15 Najwa Alshehri , Daniele Boffi , Lucia Gastaldi

The aim of this work is to propose a provably convergent finite volume scheme for the so-called Stefan-Maxwell model, which describes the evolution of the composition of a multi-component mixture and reads as a cross-diffusion system. The…

Numerical Analysis · Mathematics 2020-07-21 Clément Cancès , Virginie Ehrlacher , Laurent Monasse

In this article we present a novel staggered semi-implicit hybrid finite-volume/finite-element (FV/FE) method for the resolution of weakly compressible flows in two and three space dimensions. The pressure-based methodology introduced in…

Numerical Analysis · Mathematics 2020-06-16 A. Bermúdez , S. Busto , M. Dumbser , J. L. Ferrín , L. Saavedra , M. E. Vázquez-Cendón

We study a one dimensional model for two-phase flows in heterogeneous media, in which the capillary pressure functions can be discontinuous with respect to space. We first give a model, leading to a system of degenerated non-linear…

Analysis of PDEs · Mathematics 2009-09-08 Clément Cancès

Computational fluid dynamics (CFD) is a branch of fluid mechanics that uses numerical methods to solve fluid flows. The finite volume method (FVM) is an important one. In FVM, space is discretized to many grid cells. When the number of grid…

An industrial scheme, to simulate the two compressible phase flow in porous media, consists in a finite volume method together with a phase-by-phase upstream scheme. The implicit finite volume scheme satisfies industrial constraints of…

Numerical Analysis · Mathematics 2012-02-24 Bilal Saad , Mazen Saad

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…

Numerical Analysis · Mathematics 2021-05-04 Amanda Gute , Xingjie Helen Li