Related papers: Novel Numerical Algorithm with Fourth-Order Accura…
A linear implicit finite difference method is proposed for the approximation of the solution to a periodic, initial value problem for a Schrodinger-Hirota equation. Optimal, second order convergence in the discrete $H^1-$norm is proved,…
This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…
We present a new tunably-accurate Laguerre Petrov-Galerkin spectral method for solving linear multi-term fractional initial value problems with derivative orders at most one and constant coefficients on the half line. Our method results in…
We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…
We present high-order compact schemes for a linear second-order parabolic partial differential equation (PDE) with mixed second-order derivative terms in two spatial dimensions. The schemes are applied to option pricing PDE for a family of…
Our goal is to provide simple and practical algorithms in higher-order Fourier analysis which are based on spectral decompositions of operators. We propose a general framework for such algorithms and provide a detailed analysis of the…
In this paper, we propose a new set of midpoint-based high-order discretization schemes for computing straight and mixed nonlinear second derivative terms that appear in the compressible Navier-Stokes equations. Firstly, we detail a set of…
In this paper, we proposed a new boundary condition scheme for the BGK model which has second order accuracy and can be developed to higher accuracy. Numerical tests show that the numerical solutions of the BGK model applied to the new…
We propose an Extended Hybrid High-Order scheme for the Poisson problem with solution possessing weak singularities. Some general assumptions are stated on the nature of this singularity and the remaining part of the solution. The method is…
We consider the numerical solution of large-scale symmetric differential matrix Riccati equations. Under certain hypotheses on the data, reduced order methods have recently arisen as a promising class of solution strategies, by forming…
In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…
In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…
The development of accurate and fast numerical schemes for the five fold Boltzmann collision integral represents a challenging problem in scientific computing. For a particular class of interactions, including the so-called hard spheres…
We propose a high-order spacetime wavelet method for the solution of nonlinear partial differential equations with a user-prescribed accuracy. The technique utilizes wavelet theory with a priori error estimates to discretize the problem in…
In this paper, we propose new linearly convergent second-order methods for minimizing convex quartic polynomials. This framework is applied for designing optimization schemes, which can solve general convex problems satisfying a new…
A new method for solving non-autonomous ordinary differential equations is proposed, the method achieves spectral accuracy. It is based on a new result which expresses the solution of such ODEs as an element in the so called…
In this paper, we present a new Hyperfast Second-Order Method with convergence rate $O(N^{-5})$ up to a logarithmic factor for the convex function with Lipshitz the third derivative. This method based on two ideas. The first comes from the…
A new approach for integration of the initial value problem for ordinary differential equations is suggested. The algorithm is based on approximation of the solution by a system of functions that contains orthogonal exponential polynomials.
A consequent approach is proposed to construct symplectic force-gradient algorithms of arbitrarily high orders in the time step for precise integration of motion in classical and quantum mechanics simulations. Within this approach the basic…
In this paper, we propose a new second-order fast finite difference scheme in time for solving the Tempered Time Fractional Advection-Dispersion Equation. Under the assumption that the solution is nonsmooth at the initial time, we…