Related papers: Numerical scheme based on the spectral method for …
This paper establishes and analyzes a second-order accurate numerical scheme for the nonlinear partial integrodifferential equation with a weakly singular kernel. In the time direction, we apply the Crank-Nicolson method for the time…
The JKO scheme provides the discrete-in-time approximation for the solutions of evolutionary equations with Wasserstein gradient structure. We study a natural space-discretization of this scheme by restricting the minimization to the…
We analyze the method for calculation of properties of non-relativistic quantum systems based on exact diagonalization of space-discretized short-time evolution operators. In this paper we present a detailed analysis of the errors…
We propose a fully discretised numerical scheme for the hyperelastic rod wave equation on the line. The convergence of the method is established. Moreover, the scheme can handle the blow-up of the derivative which naturally occurs for this…
We present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which…
This chapter provides an introduction to Hybrid High-Order (HHO) methods. These are new generation numerical methods for PDEs with several advantageous features: the support of arbitrary approximation orders on general polyhedral meshes,…
We study a numerical approximation for a nonlinear variable-order fractional differential equation via an integral equation method. Due to the lack of the monotonicity of the discretization coefficients of the variable-order fractional…
We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…
We consider an initial/boundary value problem for one-dimensional fractional-order parabolic equations with a space fractional derivative of Riemann-Liouville type and order $\alpha\in (1,2)$. We study a spatial semidiscrete scheme with the…
In usual stochastic volatility models, the process driving the volatility of the asset price evolves according to an autonomous one-dimensional stochastic differential equation. We assume that the coefficients of this equation are smooth.…
For fourth-order geometric evolution equations for planar curves with the dissipation of the bending energy, including the Willmore and the Helfrich flows, we consider a numerical approach. In this study, we construct a structure-preserving…
We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…
We propose a collocation method based on multivariate polynomial splines over triangulation or tetrahedralization for the numerical solution of partial differential equations. We start with a detailed explanation of the method for the…
A set of algorithms is presented for efficient numerical calculation of the time evolution of classical dynamical systems. Starting with a first approximation for solving the differential equations that has a "reversible" character, we show…
We present an exposition of a method of discretizing ordinary differential equations while preserving their Lie point symmetries. This method is very general and can be applied to any ODE with a nontrivial symmetry group. The method is…
We review, implement, and compare numerical integration schemes for spatially bounded diffusions stopped at the boundary which possess a convergence rate of the discretization error with respect to the timestep $h$ higher than ${\cal…
A method for numerical approximation of a new class of fractional parabolic stochastic evolution equations is introduced and analysed. This class of equations has recently been proposed as a space-time extension of the SPDE-method in…
We discuss a numerical scheme to solve the continuum Kardar-Parisi-Zhang equation in generic spatial dimensions. It is based on a momentum-space discretization of the continuum equation and on a pseudo-spectral approximation of the…
A proof of optimal-order error estimates is given for the full discretization of the Cahn--Hilliard equation with Cahn--Hilliard-type dynamic boundary conditions in a smooth domain. The numerical method combines a linear bulk--surface…
We present a robust computational framework for the numerical solution of a hyperbolic 6-equation single-velocity two-phase system. The system's main interest is that, when combined with instantaneous mechanical relaxation, it recovers the…