English
Related papers

Related papers: On Properties of Compact 4th order Finite-Differen…

200 papers

In this paper, we propose a novel high order unfitted finite element method on Cartesian meshes for solving the acoustic wave equation with discontinuous coefficients having complex interface geometry. The unfitted finite element method…

Numerical Analysis · Mathematics 2023-02-06 Zhiming Chen , Yong Liu , Xueshuang Xiang

In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…

Numerical Analysis · Mathematics 2013-12-19 Shuvam Sen

We construct a three-point compact finite difference scheme on a non-uniform mesh for the time-fractional Black-Scholes equation. We show that for special graded meshes used in finance, the Tavella-Randall and the quadratic meshes the…

Computational Finance · Quantitative Finance 2016-04-19 Yuri M. Dimitrov , Lubin G. Vulkov

This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…

Numerical Analysis · Mathematics 2022-04-20 Eric Ngondiep

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…

Numerical Analysis · Mathematics 2018-02-20 Simon Sticko , Gunilla Kreiss

In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…

Fluid Dynamics · Physics 2018-05-16 Yucheng Fu , Zhenfu Tian , Yang Liu

Curvilinear, multiblock summation-by-parts finite difference operators with the simultaneous approximation term method provide a stable and accurate framework for solving the wave equation in second order form. That said, the standard…

Numerical Analysis · Mathematics 2022-09-07 Brittany A Erickson , Jeremy E Kozdon , Tobias W Harvey

We present a novel space-time isogeometric discretization of the acoustic wave equation in second-order formulation that is intrinsically unconditionally stable. The method relies on a variational framework inspired by [Walkington 2014],…

Numerical Analysis · Mathematics 2025-06-19 Matteo Ferrari , Ilaria Perugia

We consider a space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable. Conforming tensor-product finite element discretisations with piecewise…

Numerical Analysis · Mathematics 2021-02-16 Marco Zank

In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify…

Numerical Analysis · Mathematics 2013-04-16 Minghua Chen , Weihua Deng , Yujiang Wu

An initial-boundary value problem for the 1D self-adjoint parabolic equation on the half-axis is solved. We study a broad family of two-level finite-difference schemes with two parameters related to averagings both in time and space.…

Numerical Analysis · Mathematics 2026-01-05 Alexander Zlotnik , Natalya Koltsova

The compact finite difference method is a powerful tool for discretizing conservation laws, owing to its inherent flexibility in developing high-resolution and highly stable schemes. In this paper, we propose a framework for the design of…

Numerical Analysis · Mathematics 2026-03-30 Weifeng Hou , Zhangpeng Sun , Wenqi Yao , Liupeng Wang

We investigate a local modification of a variable-order fractional wave equation, which describes the propagation of diffusive wave in viscoelastic media with evolving physical property. We incorporate an equivalent formulation to prove the…

Numerical Analysis · Mathematics 2025-11-11 Jinhong Jia , Chuanting Jiang , Yiqun Li , Mengmeng Liu , Wenlin Qiu

We construct a compact fourth-order scheme, in space and time, for the time-dependent Maxwell's equations given as a first-order system on a staggered (Yee) grid. At each time step, we update the fields by solving positive definite…

Numerical Analysis · Mathematics 2023-07-07 Idan Versano , Eli Turkel , Semyon Tsynkov

We consider a stabilized finite element method based on a spacetime formulation, where the equations are solved on a global (unstructured) spacetime mesh. A unique continuation problem for the wave equation is considered, where data is…

Numerical Analysis · Mathematics 2023-05-10 Erik Burman , Ali Feizmohammadi , Arnaud Munch , Lauri Oksanen

For compact, isometrically embedded Riemannian manifolds $ N \hookrightarrow \mathbb{R}^L$, we introduce a fourth-order version of the wave map equation. By energy estimates, we prove an $\textit{a priori}$ estimate for smooth local…

Analysis of PDEs · Mathematics 2022-09-20 Tobias Schmid

In this work, we consider a system of multidimensional wave equations coupled by velocities with one localized fractional boundary damping. First, using a general criteria of Arendt- Batty, by assuming that the boundary control region…

Analysis of PDEs · Mathematics 2021-04-09 Mohammad Akil , Ali Wehbe

In this article we discuss the numerical analysis for the finite difference scheme of the one-dimensional nonlinear wave equations with dynamic boundary conditions. From the viewpoint of the discrete variational derivative method we propose…

Numerical Analysis · Mathematics 2021-12-14 Akihiro Umeda , Yuta Wakasugi , Shuji Yoshikawa

We present a high-order compact finite difference approach for a class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in $n$ spatial dimensions.…

Numerical Analysis · Mathematics 2015-09-04 Bertram Düring , Christof Heuer

This paper is concerned with moving mesh finite difference solution of partial differential equations. It is known that mesh movement introduces an extra convection term and its numerical treatment has a significant impact on the stability…

Numerical Analysis · Mathematics 2015-07-31 Weizhang Huang