Related papers: On compact 4th order finite-difference schemes for…
We propose a novel numerical method for the solution of the shallow water equations in different regimes of the Froude number making use of general polygonal meshes. The fluxes of the governing equations are split such that advection and…
We consider a simple initial-boundary-value problem for the shallow water equations in one space dimension. We discretize the problem in space by the standard Galerkin finite element method on a quasiuniform mesh and in time by the…
We present and compare third- as well as fifth-order accurate finite difference schemes for the numerical solution of the compressible ideal MHD equations in multiple spatial dimensions. The selected methods lean on four different…
In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities of the solution, we construct a finite difference scheme with…
Admissible states in hyperbolic systems and related equations often form a convex invariant domain. Numerical violations of this domain can lead to loss of hyperbolicity, resulting in illposedness and severe numerical instabilities. It is…
We introduce suitable coordinate systems for pipes and their variants that allow us to transform partial differential equations (PDEs) on the pipe surfaces or in the solid pipes into computational domains with fixed limits/ranges. Such a…
A high order cut finite element method is formulated for solving the elastic wave equation. Both a single domain problem and an interface problem are treated. The boundary or interface are allowed to cut through the background mesh. To…
We propose some finite element schemes to solve a class of fourth-order nonlinear PDEs, which include the vector-valued Landau--Lifshitz--Baryakhtar equation, the Swift--Hohenberg equation, and various Cahn--Hilliard-type equations with…
This paper is concerned with mixed finite element method (FEM) for solving the two-dimensional, nonlinear fourth-order active fluid equations. By introducing an auxiliary variable $w=-\Delta u$, the original fourth problem is transformed…
The scalar wave equation is solved using higher order immersed finite elements. We demonstrate that higher order convergence can be obtained. Small cuts with the background mesh are stabilized by adding penalty terms to the weak…
We describe high order accurate and stable finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a given velocity…
In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…
In this paper, we design high order accurate and stable finite difference schemes for the initial-boundary value problem, associated with the magnetic induction equation with resistivity. We use Summation-By-Parts (SBP) finite difference…
The purpose of this paper is the numerical analysis of a first order fractional-step time-scheme, using decomposition of theviscosity, and "inf-sup" stable finite element space-approximations for the Primitive Equations of the Ocean. The…
In this paper, we solve explicitly and analyze rigorously inhomogeneous initial-boundary-value problems (IBVP) for several fourth-order variations of the traditional diffusion equation and the associated linearized Cahn-Hilliard (C-H) model…
This work combines the consistency in lower-order differential operators with external approximations of functional spaces to obtain error estimates for finite difference finite volume schemes on unstructured non-uniform meshes. This…
We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility jump models, e.g. in Bates model. In such models the option price is determined as the solution of a partial integro-differential…
In the paper, a newly developed three-point fourth-order compact operator is utilized to construct an efficient compact finite difference scheme for the Benjamin-Bona-Mahony-Burgers' (BBMB) equation. Detailed derivation is carried out based…
Unlike conventional grid and mesh based methods for solving partial differential equations (PDEs), neural networks have the potential to break the curse of dimensionality, providing approximate solutions to problems where using classical…
Finite difference schemes, using Backward Differentiation Formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term, of the form $$\min(v_t - a(t,x) v_{xx} + b(t,x) v_x + r(t,x) v, v-…