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High-order finite difference methods are efficient, easy to program, scales well in multiple dimensions and can be modified locally for various reasons (such as shock treatment for example). The main drawback have been the complicated and…

Numerical Analysis · Mathematics 2015-06-17 Magnus Svärd , Jan Nordström

We develop energy-conserving numerical methods for a two-dimensional hyperbolic approximation of the Serre-Green-Naghdi equations with variable bathymetry and either periodic or reflecting boundary conditions. The hyperbolic formulation…

Numerical Analysis · Mathematics 2026-05-27 Collin Wittenstein , Vincent Marks , Mario Ricchiuto , Hendrik Ranocha

A new formulation of the immersed boundary method, which facilitates accurate simulation of incompressible isothermal and natural convection flows around immersed bodies and which may be applied for accurate linear stability analysis of the…

Fluid Dynamics · Physics 2015-12-17 Yuri Feldman , Yosef Gulberg

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…

Numerical Analysis · Mathematics 2021-04-14 Robert Altmann , Roland Herzog

Domain decomposition methods are used for approximate solving boundary problems for partial differential equations on parallel computing systems. Specific features of unsteady problems are taken into account in the most complete way in…

Numerical Analysis · Computer Science 2011-05-18 Petr N. Vabishchevich

We introduce a hybrid method to couple continuous Galerkin finite element methods and high-order finite difference methods in a nonconforming multiblock fashion. The aim is to optimize computational efficiency when complex geometries are…

Numerical Analysis · Mathematics 2021-11-24 Tuan Anh Dao , Ken Mattsson , Murtazo Nazarov

Fisher and Carpenter (\textit{High-order entropy stable finite difference schemes for non-linear conservation laws: Finite domains, Journal of Computational Physics, 252:518--557, 2013}) found a remarkable equivalence of general diagonal…

Numerical Analysis · Mathematics 2016-11-23 Gregor J. Gassner , Andrew R. Winters , David A. Kopriva

A so-called grid-overlay finite difference method (GoFD) was proposed recently for the numerical solution of homogeneous Dirichlet boundary value problems of the fractional Laplacian on arbitrary bounded domains. It was shown to have…

Numerical Analysis · Mathematics 2025-03-05 Jinye Shen , Bowen Shi , Weizhang Huang

A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…

Numerical Analysis · Mathematics 2019-09-17 Kassem Mustapha

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range…

Probability · Mathematics 2025-03-25 Benjamin Gess , Daniel Heydecker

The paper presents a versatile framework for solids which undergo nonisothermal processes with irreversibly changing microstructure at large strains. It outlines rate-type and incremental variational principles for the full thermomechanical…

Numerical Analysis · Mathematics 2022-04-12 Stephan Teichtmeister , Marc-Andre Keip

In this paper, we analyze a semi-discrete finite difference scheme for a conservation laws driven by a homogeneous multiplicative Levy noise. Thanks to BV estimates, we show a compact sequence of approximate solutions, generated by the…

Analysis of PDEs · Mathematics 2016-04-28 Ujjwal Koley , Ananta K. Majee , Guy Vallet

When solving partial differential equations using classical schemes such as finite difference or finite volume methods, sufficiently fine meshes and carefully designed schemes are required to achieve high-order accuracy of numerical…

Numerical Analysis · Mathematics 2025-04-02 Jinrui Zhou , Yiqi Gu , Hua Shen , Liwei Xu , Juan Zhang , Guanyu Zhou

In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with…

Numerical Analysis · Mathematics 2007-05-23 Mario Annunziato

New one-leg multistep time discretizations of nonlinear evolution equations are investigated. The main features of the scheme are the preservation of the nonnegativity and the entropy-dissipation structure of the diffusive equations. The…

Numerical Analysis · Mathematics 2013-12-02 Ansgar Jüngel , Josipa-Pina Milišić

Discrete gradient methods are a powerful tool for the time discretization of dynamical systems, since they are structure-preserving regardless of the form of the total energy. In this work, we discuss the application of discrete gradient…

Numerical Analysis · Mathematics 2026-01-06 Philipp L. Kinon , Riccardo Morandin , Philipp Schulze

The application of discontinuous Galerkin (DG) schemes to hyperbolic systems of conservation laws requires a careful interplay between space discretization, carried out with local polynomials and numerical fluxes at inter-cells, and…

Numerical Analysis · Mathematics 2025-11-11 Maya Briani , Gabriella Puppo , Giuseppe Visconti

This course introduces the use of semigroup methods in the solution of linear and nonlinear (quasi-linear) hyperbolic partial differential equations, with particular application to wave equations and Hermitian hyperbolic systems. Throughout…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Horst R. Beyer

This paper deals with a splitting method applied to a conservation law model of manufacturing system incorporating yield loss. A splitting scheme has been proposed. The yield loss term is treated by solving implicitly an ordinary…

Numerical Analysis · Mathematics 2014-08-25 Tanmay Sarkar