Related papers: Solving Nonlinear Parabolic Equations by a Strongl…
We prove the optimal strong convergence rate of a fully discrete scheme, based on a splitting approach, for a stochastic nonlinear Schr\"odinger (NLS) equation. The main novelty of our method lies on the uniform a priori estimate and…
This paper introduces weighted finite difference methods for numerically solving dispersive evolution equations with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled cubic nonlinear…
This article proposes a novel approach for determining exact solutions to nonlinear ordinary differential equations. The recommended iterative method provides the solution via a rapidly converging series that readily approaches a closed…
A macroscopic model to describe the dynamics of ion transport in ion channels is the Poisson-Nernst-Planck(PNP) equations. In this paper, we develop a finite-difference method for solving PNP equations, which is second-order accurate in…
We present a new algorithm for the discretization of the Vlasov-Maxwell system of equations for the study of plasmas in the kinetic regime. Using the discontinuous Galerkin finite element method for the spatial discretization, we obtain a…
We consider a generalization of the mKdV model of shallow water out-flows. This generalization is a family of equations with nonlinear dispersion terms containing, in particular, KdV, mKdV, Benjamin-Bona-Mahony, Camassa-Holm, and…
Functional integral representations for solutions of the motion equations for wall-bounded incompressible viscous flows, expressed (implicitly) in terms of distributions of solutions to stochastic differential equations of McKean-Vlasov…
In this paper, we present a semi-implicit numerical solver for a first order hyperbolic formulation of two-phase flow with surface tension and viscosity. The numerical method addresses several complexities presented by the PDE system in…
We consider a nonlinear Klein--Gordon equation in the nonrelativistic limit regime with initial data in the form of a modulated highly oscillatory exponential. In this regime of a small scaling parameter $\varepsilon$, the solution exhibits…
We evaluate an efficient overset grid method for two-dimensional and three-dimensional particulate flows for small numbers of particles at finite Reynolds number. The rigid particles are discretised using moving overset grids overlaid on a…
In this work, we prove existence and uniqueness of a bounded viscosity solution for the Cauchy problem of degenerate parabolic equations with variable exponent coefficients. We construct the solution directly using the stochastic…
In this paper, we present a novel explicit second order scheme with one step for solving the forward backward stochastic differential equations, with the Crank-Nicolson method as a specific instance within our proposed framework. We first…
In this paper we present a numerical scheme for nonlinear continuity equations, which is based on the gradient flow formulation of an energy functional with respect to the quadratic transportation distance. It can be applied to a large…
We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…
In this work, fourth-order compact block-centered finite difference (CBCFD) schemes combined with the Crank-Nicolson discretization are constructed and analyzed for solving parabolic integro-differential type non-Fickian flows in…
We consider an initial/boundary value problem for one-dimensional fractional-order parabolic equations with a space fractional derivative of Riemann-Liouville type and order $\alpha\in (1,2)$. We study a spatial semidiscrete scheme with the…
The diffusive viscous wave equation describes wave propagation in diffusive and viscous media. Examples include seismic waves traveling through the Earth's crust, taking into account of both the elastic properties of rocks and the…
A general dispersion-dissipation condition for finite difference schemes is derived by analyzing the numerical dispersion and dissipation of explicit finite-difference schemes. The proper dissipation required to damp spurious…
We analyze the spatially semidiscrete piecewise linear finite element method for a nonlocal parabolic equation resulting from thermistor problem. Our approach is based on the properties of the elliptic projection defined by the bilinear…
In this work, two novel classes of structure-preserving spectral Galerkin methods are proposed which based on the Crank-Nicolson scheme and the exponential scalar auxiliary variable method respectively, for solving the coupled fractional…