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This paper summarizes a research program that has been underway for a decade. The objective is to find a fast and accurate scheme for solving quantum problems which does not involve a Monte Carlo algorithm. We use an alternative strategy…
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…
This work presents arbitrary high order well balanced finite volume schemes for the Euler equations with a prescribed gravitational field. It is assumed that the desired equilibrium solution is known, and we construct a scheme which is…
In this paper, we study a second-order accurate and linear numerical scheme for the nonlocal Cahn-Hilliard equation. The scheme is established by combining a modified Crank-Nicolson approximation and the Adams-Bashforth extrapolation for…
We present a novel implicit scheme for the numerical solution of time-dependent conservation laws. The core idea of the presented method is to exploit and approximate the mixed spatial-temporal derivative of the solution that occurs…
This work introduces a new higher-order accurate super compact (HOSC) finite difference scheme for solving complex unsteady three-dimensional (3D) non-Newtonian fluid flow problems. As per the author's knowledge, the proposed scheme is the…
The central-upwind flux is a widely used numerical flux function for local conservation laws. It has been investigated by Kurganov and Polizzi (2009) for a specific nonlocal conservation law and can be derived from a fully-discrete…
Efficient and energy stable high order time marching schemes are very important but not easy to construct for the study of nonlinear phase dynamics. In this paper, we propose and study two linearly stabilized second order semi-implicit…
In this paper we analyze and implement a second-order-in-time numerical scheme for the three-dimensional phase field crystal (PFC) equation. The numerical scheme was proposed in [46], with the unique solvability and unconditional energy…
This paper proposes a new class of mass or energy conservative numerical schemes for the generalized Benjamin-Ono (BO) equation on the whole real line with arbitrarily high-order accuracy in time. The spatial discretization is achieved by…
It is shown analytically that the energy-conserving implicit nonsymplectic scheme of Bacchini, Ripperda, Chen and Sironi provides a first-order accuracy to numerical solutions of a six-dimensional conservative Hamiltonian system. Because of…
In this paper, we propose third-order semi-discretized schemes in space based on the tempered weighted and shifted Gr\"unwald difference (tempered-WSGD) operators for the tempered fractional diffusion equation. We also show stability and…
The weighted essentially non-oscillatory (WENO) methods are popular and effective spatial discretization methods for nonlinear hyperbolic partial differential equations. Although these methods are formally first-order accurate when a shock…
For the simulations of unsteady flow, the global time step becomes really small with a large variation of local cell size. In this paper, an implicit high-order gas-kinetic scheme (HGKS) is developed to remove the restrictions on the time…
We study the numerical algorithm and error analysis for the Cahn-Hilliard equation with dynamic boundary conditions. A second-order in time, linear and energy stable scheme is proposed, which is an extension of the first-order stabilized…
Many interesting applications of hyperbolic systems of equations are stiff, and require the time step to satisfy restrictive stability conditions. One way to avoid small time steps is to use implicit time integration. Implicit integration…
We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility models. The scheme is fourth-order accurate in space and second-order accurate in time. Under some restrictions, theoretical results…
In this paper, we propose a new set of midpoint-based high-order discretization schemes for computing straight and mixed nonlinear second derivative terms that appear in the compressible Navier-Stokes equations. Firstly, we detail a set of…
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…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…