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This manuscript contains some thoughts on the discretization of the classical heat equation. Namely, we discuss the advantages and disadvantages of explicit and implicit schemes. Then, we show how to overcome some disadvantages while…

Numerical Analysis · Computer Science 2020-02-21 Denys Dutykh

We propose and analyze a structure-preserving space-time variational discretization method for the Cahn-Hilliard-Navier-Stokes system. Uniqueness and stability for the discrete problem is established in the presence of concentration…

Numerical Analysis · Mathematics 2023-08-29 Aaron Brunk , Herbert Egger , Oliver Habrich , Maria Lukacova-Medvidova

In this paper, a compact alternating direction implicit (ADI) finite difference scheme for the two-dimensional time fractional diffusion-wave equation is developed, with temporal and spatial accuracy order equal to two and four…

Numerical Analysis · Mathematics 2014-04-15 Zhibo Wang , Seakweng Vong

The diffusive viscous wave equation describes wave propagation in diffusive and viscous media. Examples include seismic waves traveling through the Earth's crust, taking into account of both the elastic properties of rocks and the…

Numerical Analysis · Mathematics 2025-01-13 Siyang Wang

We consider the generalized time-dependent Schr\"odinger equation on the half-axis and a broad family of finite-difference schemes with the discrete transparent boundary conditions (TBCs) to solve it. We first rewrite the discrete TBCs in a…

Numerical Analysis · Mathematics 2026-01-05 Alexander Zlotnik , Ilya Zlotnik

Many low-Mach or all-Mach number codes are based on space discretizations which in combination with the first order explicit Euler method as time integration would lead to an unstable scheme. In this paper, we investigate how the choice of…

Numerical Analysis · Mathematics 2023-09-14 Friedemann Kemm

In this paper, we propose a numerical method to approximate the solution of the time-dependent Schr\"odinger equation with periodic boundary condition in a high-dimensional setting. We discretize space by using the Fourier pseudo-spectral…

Numerical Analysis · Mathematics 2019-05-20 Yuya Suzuki , Dirk Nuyens

We present high-order variational Lagrangian finite element methods for compressible fluids using a discrete energetic variational approach. Our spatial discretization is mass/momentum/energy conserving and entropy stable. Fully implicit…

Numerical Analysis · Mathematics 2023-08-16 Guosheng Fu , Chun Liu

In this note we propose and analyze novel implicit-explicit methods based on second order strong stability preserving multistep time discretizations. Several schemes are developed, and a linear stability analysis is performed to study their…

Numerical Analysis · Mathematics 2025-10-20 Thor Gjesdal

Semi-discrete Galerkin formulations of transient wave equations, either with conforming or discontinuous Galerkin finite element discretizations, typically lead to large systems of ordinary differential equations. When explicit time…

Numerical Analysis · Mathematics 2012-10-19 Marcus Grote , Teodora Mitkova

In this study, a new coupled Partial Differential Equation (CPDE) based image denoising model incorporating space-time regularization into non-linear diffusion is proposed. This proposed model is fitted with additive Gaussian noise which…

Numerical Analysis · Mathematics 2019-08-08 Subit K. Jain , Sudeb Majee , Rajendra K. Ray , Ananta K. Majee

The goal of this work is to develop a novel splitting approach for the numerical solution of multiscale problems involving the coupling between Stokes equations and ODE systems, as often encountered in blood flow modeling applications. The…

Numerical Analysis · Mathematics 2018-04-16 Lucia Carichino , Giovanna Guidoboni , Marcela Szopos

This paper is concerned with the approximation of linear and nonlinearinitial-boundary-value problems of pseudo-parabolic equations with Dirichlet boundary conditions. They are discretized in space by spectral Galerkin and collocation…

Numerical Analysis · Mathematics 2020-02-26 Eduardo Abreu , Angel Durán

The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are…

Numerical Analysis · Mathematics 2021-03-02 Pin Lyu , Seakweng Vong

We present a new efficient computational approach for time-dependent first-order Hamilton-Jacobi-Bellman PDEs. Since our method is based on a time-implicit Eulerian discretization, the numerical scheme is unconditionally stable, but…

Numerical Analysis · Mathematics 2013-06-18 Alexander Vladimirsky , Changxi Zheng

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

Numerical Analysis · Mathematics 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

We develop a convergence theory of space-time discretizations for the linear, 2nd-order wave equation in polygonal domains $\Omega\subset\mathbb{R}^2$, possibly occupied by piecewise homogeneous media with different propagation speeds.…

Numerical Analysis · Mathematics 2022-08-29 Pratyuksh Bansal , Andrea Moiola , Ilaria Perugia , Christoph Schwab

In this paper, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid…

Numerical Analysis · Mathematics 2015-09-04 Siyang Wang , Gunilla Kreiss

This paper deals with the numerical computations of two space dimensional time dependent parabolic partial differential equations by adopting adopting an optimal five stage fourth-order strong stability preserving Runge Kutta (SSP-RK54)…

Numerical Analysis · Mathematics 2024-03-20 Brajesh Kumar Singh , Pramod Kumar

This work develops a dynamic homogenization approach for metamaterials. It finds an approximate macroscopic homogenized equation with constant coefficients posed in space and time; however, the resulting homogenized equation is higher order…

Analysis of PDEs · Mathematics 2022-06-23 Kshiteej Deshmukh , Timothy Breitzman , Kaushik Dayal