Related papers: The QUICK Scheme is a Third-Order Finite-Volume Sc…
This paper presents a novel and straightforward compact reconstruction procedure for the high-order finite volume method on unstructured grids. In this procedure, we constructed a linear approximation relationship between the mean values…
Schemes with the second-order approximation in time are considered for numerical solving the Cauchy problem for an evolutionary equation of first order with a self-adjoint operator. The implicit two-level scheme based on the Pad\'{e}…
We propose a structure-preserving finite difference scheme for the Cahn-Hilliard equation with a dynamic boundary condition using the discrete variational derivative method (DVDM). In this approach, it is important and essential how to…
In this paper, the coupled fractional Ginzburg-Landau equations are first time investigated numerically. A linearized implicit finite difference scheme is proposed. The scheme involves three time levels, is unconditionally stable and…
The approximate solution of the Cauchy problem for second-order evolution equations is performed, first of all, using three-level time approximations. Such approximations are easily constructed and relatively uncomplicated to investigate…
In this work, a new compact sixth order accurate finite difference scheme for the two and three-dimensional Helmholtz equation is presented. The main significance of the proposed scheme is that its sixth order leading truncation error term…
A second order accurate (in time) numerical scheme is proposed and analyzed for the Poisson-Nernst-Planck equation (PNP) system, reformulated as a non-constant mobility $H^{-1}$ gradient flow in the Energetic Variational Approach (EnVarA).…
This paper studies finite volume schemes for scalar hyperbolic conservation laws on evolving hypersurfaces of $\mathbb{R}^3$. We compare theoretical schemes assuming knowledge of all geometric quantities to (practical) schemes defined on…
We focus on the numerical approximation of the Cahn-Hilliard type equations, and present a family of second-order unconditionally energy-stable schemes. By reformulating the equation into an equivalent system employing a scalar auxiliary…
A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…
In this paper, we propose and analyze a second order accurate (in both time and space) numerical scheme for the Poisson-Nernst-Planck-Navier-Stokes system, which describes the ion electro-diffusion in fluids. In particular, the…
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…
An efficient third-order discrete unified gas kinetic scheme (DUGKS) with efficiency is presented in this work for simulating continuum and rarefied flows. By employing two-stage time-stepping scheme and the high-order DUGKS flux…
We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In…
This study proposes an extension of the high-order compact gas-kinetic scheme (CGKS) to compressible flow simulation in an arbitrary Lagrangian-Eulerian (ALE) formulation in unstructured mesh. The ALE method is achieved by subdividing…
We develop a two-dimensional high-order numerical scheme that exactly preserves and captures the moving steady states of the shallow water equations with topography or Manning friction. The high-order accuracy relies on a suitable…
Symmetry preserving difference schemes approximating second and third order ordinary differential equations are presented. They have the same three or four-dimensional symmetry groups as the original differential equations. The new…
We present a new third-order central scheme for approximating solutions of systems of conservation laws in one and two space dimensions. In the spirit of Godunov-type schemes,our method is based on reconstructing a piecewise-polynomial…
This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…
Centered finite volume methods are considered in the context of Numerical Relativity. A specific formulation is presented, in which third-order space accuracy is reached by using a piecewise-linear reconstruction. This formulation can be…