Related papers: Invariant compact finite difference schemes
Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…
Scientific imaging problems are often severely ill-posed, and hence have significant intrinsic uncertainty. Accurately quantifying the uncertainty in the solutions to such problems is therefore critical for the rigorous interpretation of…
Temporal integration of equations possessing continuous symmetries (e.g. systems with translational invariance associated with traveling solutions and scale invariance associated with self-similar solutions) in a ``co-evolving'' frame (i.e.…
Finite difference schemes in the spatial variable for degenerate stochastic parabolic PDEs are investigated. Sharp results on the rate of $L_p$ and almost sure convergence of the finite difference approximations are presented and results on…
Multisymplectic variational integrators are structure preserving numerical schemes especially designed for PDEs derived from covariant spacetime Hamilton principles. The goal of this paper is to study the properties of the temporal and…
We study invariant measures for random countable (finite or infinite) conformal iterated function systems (IFS) with arbitrary overlaps. We do not assume any type of separation condition. We prove, under a mild assumption of finite entropy,…
In this paper, we introduce the Deep Finite Volume Method (DFVM), an innovative deep learning framework tailored for solving high-order (order \(\geq 2\)) partial differential equations (PDEs). Our approach centers on a novel loss function…
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…
In this paper we present a general, axiomatical framework for the rigorous approximation of invariant densities and other important statistical features of dynamics. We approximate the system trough a finite element reduction, by composing…
This article develops how to generalize the invariant subspace method for deriving the analytical solutions of the multi-component (N+1)-dimensional coupled nonlinear time-fractional PDEs (NTFPDEs) in the sense of Caputo fractional-order…
Finite difference approximation, in addition to Taylor truncation errors, introduces numerical dispersion-and-dissipation errors into numerical solutions of partial differential equations. We analyze a class of finite difference schemes…
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…
In this paper, we propose a novel mathematical framework for piecewise diffeomorphic image registration that involves discontinuous sliding motion using a diffeomorphism groupoid and algebroid approach. The traditional Large Deformation…
We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In…
The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…
In this paper we discuss three symbolic approaches for the generation of a finite difference scheme of a partial differential equation (PDE). We prove, that for a linear PDE with constant coefficients these three approaches are equivalent…
In this article, a numerical scheme is introduced for solving the fractional partial differential equation (FPDE) arising from electromagnetic waves in dielectric media (EMWDM) by using an efficient class of finite difference methods. The…
In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…
Current algorithmic approaches for piecewise affine motion estimation are based on alternating motion segmentation and estimation. We propose a new method to estimate piecewise affine motion fields directly without intermediate…
The anelastic and pseudo-incompressible equations are two well-known soundproof approximations of compressible flows useful for both theoretical and numerical analysis in meteorology, atmospheric science, and ocean studies. In this paper,…