Related papers: A pseudo-spectral Strang splitting method for line…
We study an identification problem which estimates the parameters of the underlying random distribution for uncertain scalar conservation laws. The hyperbolic equations are discretized with the so-called discontinuous stochastic Galerkin…
This paper studies a new class of integration schemes for the numerical solution of semi-explicit differential-algebraic equations of differentiation index 2 in Hessenberg form. Our schemes provide the flexibility to choose different…
In this paper, by combining of fractional centered difference approach with alternating direction implicit method, we introduce a mixed difference method for solving two-dimensional Riesz space fractional advection-dispersion equation. The…
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…
We study in this paper three variants of the high-order Discontinuous Galerkin (DG) method with Runge-Kutta (RK) time integration for the induction equation, analysing their ability to preserve the divergence free constraint of the magnetic…
Operator splitting is an effective technique for the numerical solution of nonlinear partial differential equations by decomposing a complex problem into simpler subproblems. In this study, we present and analyze a fully discrete scheme for…
Noise in initial conditions from measurement errors can create unwanted oscillations which propagate in numerical solutions. We present a technique of prohibiting such oscillation errors when solving initial-boundary-value problems of…
In this paper a finite difference/local discontinuous Galerkin method for the fractional diffusion-wave equation is presented and analyzed. We first propose a new finite difference method to approximate the time fractional derivatives, and…
In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…
Stellar convection poses two main gargantuan challenges for astrophysical fluid solvers: low-Mach number flows and minuscule perturbations over steeply stratified hydrostatic equilibria. Most methods exhibit excessive numerical diffusion…
We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…
We prove optimal error bounds for a second order in time finite element approximation of curve shortening flow in possibly higher codimension. In addition, we introduce a second order in time method for curve diffusion. Both schemes are…
We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…
We propose a second order exponential scheme suitable for two-component coupled systems of stiff evolutionary advection--diffusion--reaction equations in two and three space dimensions. It is based on a directional splitting of the involved…
We propose and analyse a boundary-preserving numerical scheme for the weak approximation for some stochastic partial differential equations (SPDEs) with bounded state-space. We impose regularity assumptions on the drift and diffusion…
In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…
We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…
Approximation of the marginal distribution of the solution of the stochastic Navier-Stokes equations on the two-dimensional torus by high order numerical methods is considered. The corresponding rates of convergence are obtained for a…
Super-time-stepping (STS) methods provide an attractive approach for enabling explicit time integration of parabolic operators, particularly in large-scale, higher-dimensional kinetic simulations where fully implicit schemes are…
We present a splitting method for the one-dimensional Saint-Venant-Exner equations used for describing the bed evolution in shallow water systems. We adapt the flux vector splitting approach of Toro and Vazquez-Cend\`on and identify one…