Related papers: Contrast-independent partially explicit time discr…
We study necessary conditions for stability of a Numerov-type compact higher-order finite-difference scheme for the 1D homogeneous wave equation in the case of non-uniform spatial meshes. We first show that the uniform in time stability…
We carry out a stability and convergence analysis of a fully discrete scheme for the time-dependent Navier-Stokes equations resulting from combining an $H(\mathrm{div}, \Omega)$-conforming discontinuous Galerkin spatial discretization, and…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
In this paper we investigate the effectiveness of Alternating Direction Implicit (ADI) time discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial differential equation, which is semidiscretized…
We introduce an explicit, adaptive time-stepping scheme for the simulation of SPDEs with one-sided Lipschitz drift coefficients. Strong convergence rates are proven for the full space-time discretisation with multiplicative trace-class…
We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…
We develop numerical schemes for solving the isothermal compressible and incompressible equations of fluctuating hydrodynamics on a grid with staggered momenta. We develop a second-order accurate spatial discretization of the diffusive,…
In this work, we present a new high order Discontinuous Galerkin time integration scheme for second-order (in time) differential systems that typically arise from the space discretization of the elastodynamics equation. By rewriting the…
In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…
We aim at the development and analysis of the numerical schemes for approximately solving the backward diffusion-wave problem, which involves a fractional derivative in time with order $\alpha\in(1,2)$. From terminal observations at two…
The numerical solution of time-dependent radiative transfer problems is challenging, both, due to the high dimension as well as the anisotropic structure of the underlying integro-partial differential equation. In this paper we propose a…
Explicit stabilized integrators are an efficient alternative to implicit or semi-implicit methods to avoid the severe timestep restriction faced by standard explicit integrators applied to stiff diffusion problems. In this paper, we provide…
This work proposes a novel variational approximation of partial differential equations on moving geometries determined by explicit boundary representations. The benefits of the proposed formulation are the ability to handle large…
Locally refined meshes impose severe stability constraints on explicit time-stepping methods for the numerical simulation of time dependent wave phenomena. Local time-stepping methods overcome that bottleneck by using smaller time-steps…
We consider split-step Milstein methods for the solution of stiff stochastic differential equations with an emphasis on systems driven by multi-channel noise. We show their strong order of convergence and investigate mean-square stability…
The regularity of solutions to the stochastic nonlinear wave equation plays a critical role in the accuracy and efficiency of numerical algorithms. Rough or discontinuous initial conditions pose significant challenges, often leading to a…
Modeling time-harmonic Maxwell problems in heterogeneous media presents significant mathematical and computational challenges. Due to the inherent non-elliptic structure and non-coercive nature of Maxwell equations, conventional methods…
In this paper we propose a time discretization of a system of two parabolic equations describing diffusion-driven atom rearrangement in crystalline matter. The equations express the balances of microforces and microenergy; the two phase…
This work is devoted to convergence analysis of an exponential integrator scheme for semi-discretization in time of nonlinear stochastic wave equation. A unified framework is first set forth, which covers important cases of additive and…
In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…