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In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference…

Numerical Analysis · Mathematics 2016-11-22 Hengfei Ding , Changpin Li

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 paper is concerned with moving mesh finite difference solution of partial differential equations. It is known that mesh movement introduces an extra convection term and its numerical treatment has a significant impact on the stability…

Numerical Analysis · Mathematics 2015-07-31 Weizhang Huang

In this paper, we study the numerical solutions of the multi-dimensional spatial fractional Allen-Cahn equations. After semi-discretization for the spatial fractional Riesz derivative, a system of nonlinear ordinary differential equations…

Numerical Analysis · Mathematics 2022-09-20 Yao-Yuan Cai , Zhi-Wei Fang , Hao Chen , Hai-Wei Sun

In this article, we propose a higher order approximation to Caputo fractional (C-F) derivative using graded mesh and standard central difference approximation for space derivatives, in order to obtain the approximate solution of time…

Numerical Analysis · Mathematics 2022-01-12 Gande Naga Raju , Harshita Madduri

In this paper, based on a generalized scalar auxiliary variable approach with relaxation (R-GSAV), we construct a class of high-order backward differentiation formula (BDF) schemes with variable time steps for the…

Numerical Analysis · Mathematics 2025-06-10 Dawei Chen , Qinzhen Ren , Minghui Li

The Allen-Cahn equation is a gradient system, where the free-energy functional decreases monotonically in time. We develop an energy stable reduced order model (ROM) for a gradient system, which inherits the energy decreasing property of…

Numerical Analysis · Mathematics 2019-01-15 Murat Uzunca , Bülent Karasözen

In this work, we propose a bi-grid scheme framework for the Allen-Cahn equation in Finite Element Method. The new methods are based on the use of two FEM spaces, a coarse one and a fine one, and on a decomposition of the solution into mean…

Numerical Analysis · Mathematics 2017-08-01 Hyam Abboud , Clara Al Kosseifi , Jean-Paul Chehab

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

The aim of this paper is to develop and analyze high-order time stepping schemes for solving semilinear subdiffusion equations. We apply the $k$-step BDF convolution quadrature to discretize the time-fractional derivative with order…

Numerical Analysis · Mathematics 2020-03-10 Kai Wang , Zhi Zhou

We develop and analyze high-order ensemble schemes for the unsteady Navier--Stokes--Darcy system with uncertain initial conditions, forcing terms, hydraulic conductivity tensors, and Lions-Beavers-Joseph-Saffman interface conditions. The…

Numerical Analysis · Mathematics 2026-05-25 Wei-Wei Han , Fukeng Huang , Changxin Qiu

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

For high order (than two) in time operator-splitting methods applied to dissipative systems, a folklore issue is the appearance of negative-time/backward-in-time linear evolution operators such as backward heat operators interwoven with…

Numerical Analysis · Mathematics 2021-07-16 Dong Li , Chaoyu Quan

This paper focuses on providing the computation methods for the backward time tempered fractional Feynman-Kac equation, being one of the models recently proposed in [Wu, Deng, and Barkai, Phys. Rev. E, 84 (2016) 032151]. The discretization…

Numerical Analysis · Mathematics 2017-05-01 Weihua Deng , Zhijiang Zhang

We propose a novel, highly efficient, mean-reverting-SAV-BDF2-based, long-time unconditionally stable numerical scheme for a class of finite-dimensional nonlinear models important in geophysical fluid dynamics. The scheme is highly…

Numerical Analysis · Mathematics 2025-04-15 Jack Coleman , Daozhi Han , Xiaoming Wang

In this paper, we consider an exponential scalar auxiliary variable (E-SAV) approach to obtain energy stable schemes for a class of phase field models. This novel auxiliary variable method based on exponential form of nonlinear free energy…

Numerical Analysis · Mathematics 2019-12-30 Zhengguang Liu , Xiaoli Li

We present several first-order and second-order numerical schemes for the Cahn-Hilliard equation with discrete unconditional energy stability. These schemes stem from the generalized Positive Auxiliary Variable (gPAV) idea, and require only…

Numerical Analysis · Mathematics 2020-10-28 Yanxia Qian , Zhiguo Yang , Fei Wang , Suchuan Dong

In this work, we introduce the time filtering technique to develop several innovative semi-discrete schemes in time for the Cahn-Hilliard-Navier-Stokes (CHNS) system. These schemes achieve second-order temporal accuracy while maintaining…

Numerical Analysis · Mathematics 2025-09-03 Xi Li , Chun Song , Haijun Gao , Minfu Feng

This paper deals with time stepping schemes for the Cahn--Hilliard equation with three different types of dynamic boundary conditions. The proposed schemes of first and second order are mass-conservative and energy-dissipative and -- as…

Numerical Analysis · Mathematics 2022-03-30 R. Altmann , C. Zimmer

The scalar auxiliary variable (SAV) approach is a highly efficient method widely used for solving gradient flow systems. This approach offers several advantages, including linearity, unconditional energy stability, and ease of…

Numerical Analysis · Mathematics 2024-07-26 Jinpeng Zhang , Xiaoping Wang