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We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…

Numerical Analysis · Mathematics 2016-02-11 Simone Cacace , Maurizio Falcone

We consider a fully discrete loosely coupled scheme for incompressible fluid-structure interaction based on the time semi-discrete splitting method introduced in {\emph{[Burman, Durst \& Guzm\'an, arXiv:1911.06760]}}. The splittling method…

Numerical Analysis · Mathematics 2020-07-09 Erik Burman , Rebecca Durst , Miguel A. Fernández , Johnny Guzmán

We present a priori error analysis for a fully discrete, parallelizable, explicit loosely coupled scheme for the time-dependent Stokes-Biot problem. The method decouples the fluid and poroelastic subproblems in a fully explicit fashion,…

Numerical Analysis · Mathematics 2026-03-24 Yifan Wang , Jeonghun Lee , Suncica Canic

We develop a numerical method for solving the acoustic wave equation in covariant form on staggered curvilinear grids in an energy conserving manner. The use of a covariant basis decomposition leads to a rotationally invariant scheme that…

Numerical Analysis · Mathematics 2020-04-22 Ossian O'Reilly , N. Anders Petersson

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

Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretised in time using collocation methods, which assume that the Caputo derivative of the computed solution is piecewise-polynomial. For…

Numerical Analysis · Mathematics 2026-02-23 Sebastian Franz , Natalia Kopteva

This paper extends previous work on finitedifference schemes over staggered grids for infinite-dimensional port-Hamiltonian systems. In the one-dimensional setting, it generalizes the discretization approach originally developed for the…

Numerical Analysis · Mathematics 2025-12-09 Ignacio Diaz Alastuey , Yann Le Gorrec , Yongxin Wu

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

An extension of the two-step staggered time discretization of linear elastodynamics in stress-velocity form to systems involving internal variables subjected to a possibly non-linear dissipative evolution is proposed. The original scheme is…

Numerical Analysis · Mathematics 2020-06-11 Tomáš Roubíček , Chrysoula Tsogka

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Ting-Zhu Huang , Cui-Cui Ji , Bruno Carpentieri , Anatoly A. Alikhanov

In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…

Numerical Analysis · Mathematics 2020-08-20 Yalchin Efendiev , Petr N. Vabishchevich

An FFT-based algorithm is developed to simulate the propagation of elastic waves in heterogeneous $d$-dimensional rectangular shape domains. The method allows one to prescribe the displacement as a function of time in a subregion of the…

Numerical Analysis · Mathematics 2022-12-21 R. Sancho , V. Rey de Pedraza , P. Lafourcade , R. A. Lebensohn , J. Segurado

We use the alternating direction method to simulate implicit dynamics. ur spatial discretization uses isogeometric analysis. Namely, we simulate a (hyperbolic) wave propagation problem in which we use tensor-product B-splines in space and…

Numerical Analysis · Mathematics 2019-11-20 Marcin Los , Pouria Behnoudfar , Maciej Paszynski , Victor Manuel Calo

Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…

Numerical Analysis · Computer Science 2010-06-01 Petr N. Vabishchevich

A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…

Numerical Analysis · Mathematics 2021-11-19 R Herbin , J. -C Latché , Y Nasseri , N Therme

This paper presents a novel approach for numerical solution of a class of fourth order time fractional partial differential equations (PDE's). The finite difference formulation has been used for temporal discretization, whereas, the space…

Numerical Analysis · Mathematics 2018-09-18 Muhammad Abbas

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

The dispersive character of the Hall-MHD solutions, in particular the whistler waves, is a strong restriction to numerical treatments of this system. Numerical stability demands a time step dependence of the form $\Delta t\propto (\Delta…

Computational Physics · Physics 2009-11-13 Lukas Arnold , Juergen Dreher , Rainer Grauer

In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using…

Numerical Analysis · Mathematics 2019-06-26 Fanhai Zeng , Ian Turner , Kevin Burrage , Stephen J. Wright

Based on the weighted and shifted Gr\"{u}nwald difference (WSGD) operators [24], we further construct the compact finite difference discretizations for the fractional operators. Then the discretization schemes are used to approximate the…

Numerical Analysis · Mathematics 2014-01-30 Han Zhou , WenYi Tian , Weihua Deng
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