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This paper proposes and analyzes an implicit-explicit BDF-Galerkin scheme of second order for the time-dependent nonlinear thermistor problem. For this, we combine the second-order backward differentiation formula with special extrapolation…

Numerical Analysis · Mathematics 2026-05-29 R. Altmann , A. Moradi

On the basis of additive schemes (splitting schemes) we construct efficient numerical algorithms to solve approximately the initial-boundary value problems for systems of time-dependent partial differential equations (PDEs). In many applied…

Numerical Analysis · Computer Science 2011-12-07 Petr N. Vabishchevich

This contribution is dedicated to the exploration of exponential operator splitting methods for the time integration of evolution equations. It entails the review of previous achievements as well as the depiction of novel results. The…

Numerical Analysis · Mathematics 2024-10-18 Sergio Blanes , Fernando Casas , Cesareo Gonzalez , Mechthild Thalhammer

In this paper, an improvement of the finite difference time domain (FDTD) method using a non-standard finite difference scheme is presented. The standard numerical scheme for the second derivative in the spatial domain is replaced by a…

Computational Physics · Physics 2018-08-21 I Wayan Sudiarta

The main contribution of this work is to construct and analyze stable and high order schemes to efficiently solve the two-dimensional time Caputo-Fabrizio fractional diffusion equation. Based on a third-order finite difference method in…

Numerical Analysis · Mathematics 2020-08-24 Fan Yu , Minghua Chen

Predictive control approaches based on deep reinforcement learning (DRL) have gained significant attention in microgrid energy optimization. However, existing research often overlooks the issue of uncertainty stemming from imperfect…

Machine Learning · Computer Science 2025-11-25 Fulong Yao , Wanqing Zhao , Matthew Forshaw

We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…

Numerical Analysis · Mathematics 2020-01-14 Giacomo Albi , Lorenzo Pareschi

Diffusion Transformers (DiTs) have emerged as a leading architecture for text-to-image synthesis, producing high-quality and photorealistic images. However, the quadratic scaling properties of the attention in DiTs hinder image generation…

Computer Vision and Pattern Recognition · Computer Science 2025-08-12 Philipp Becker , Abhinav Mehrotra , Ruchika Chavhan , Malcolm Chadwick , Luca Morreale , Mehdi Noroozi , Alberto Gil Ramos , Sourav Bhattacharya

In this paper we propose and analyze a (temporally) third order accurate backward differentiation formula (BDF) numerical scheme for the no-slope-selection (NSS) equation of the epitaxial thin film growth model, with Fourier pseudo-spectral…

Numerical Analysis · Mathematics 2021-02-03 Yonghong Hao , Qiumei Huang , Cheng Wang

This article investigates the non-stationary reaction-diffusion-advection equation, emphasizing solutions with internal layers and the associated inverse problems. We examine a nonlinear singularly perturbed partial differential equation…

Numerical Analysis · Mathematics 2025-02-06 Dmitrii Chaikovskii , Ye Zhang , Aleksei Liubavin

In this article, we consider discrete schemes for a fractional diffusion equation involving a tempered fractional derivative in time. We present a semi-discrete scheme by using the local discontinuous Galerkin (LDG) discretization in the…

Numerical Analysis · Mathematics 2017-04-27 Xiaorui Sun , Fengfqun Zhao , Can Li

We propose a new, unified approach to solving jump-diffusion partial integro-differential equations (PIDEs) that often appear in mathematical finance. Our method consists of the following steps. First, a second-order operator splitting on…

Computational Finance · Quantitative Finance 2014-04-15 Andrey Itkin

This paper investigates the dynamical behavior of periodic solutions for a class of second-order non-autonomous differential equations. First, based on the Lyapunov-Schmidt reduction method for finite-dimensional functions, the…

Classical Analysis and ODEs · Mathematics 2025-04-03 Jia Ruan

We propose a locally one dimensional (LOD) finite difference method for multidimensional Riesz fractional diffusion equation with variable coefficients on a finite domain. The numerical method is second-order convergent in both space and…

Numerical Analysis · Mathematics 2014-09-22 Minghua Chen , Yantao Wang , Xiao Cheng , Weihua Deng

In this article, we carry out a study of long-term behavior of reaction-diffusion systems augmented with self- and cross-diffusion, using an augmented Gray-Scott system as a general example. The methodology remains generic, and is therefore…

Pattern Formation and Solitons · Physics 2023-08-16 Benjamin Aymard

A general approach was proposed in this article to develop high-order exponentially fitted basis functions for finite element approximations of multi-dimensional drift-diffusion equations for modeling biomolecular electrodiffusion…

Numerical Analysis · Mathematics 2013-02-13 Melissa R. Swager , Y. C. Zhou

In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…

Numerical Analysis · Computer Science 2012-04-25 Dohy Hong

Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…

Numerical Analysis · Mathematics 2007-05-23 Fausto Cavalli , Matteo Semplice

In this paper, we study the problem of finding the solution of a multi-dimensional time fractional reactiondiffusion equation with nonlinear source from the final value data. We prove that the present problem is not well-posed. Then…

Analysis of PDEs · Mathematics 2020-03-17 Nguyen Huy Tuan , Tran Ngoc Thach , Donal O'Regan , Nguyen Huu Can

This work proposes and analyzes a fully discrete numerical scheme for solving the Landau-Lifshitz-Gilbert (LLG) equation, which achieves fourth-order spatial accuracy and third-order temporal accuracy.Spatially, fourth-order accuracy is…

Numerical Analysis · Mathematics 2025-10-30 Changjian Xie , Cheng Wang