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We discuss algorithms applicable to the numerical solution of second-order ordinary differential equations by finite-differences. We make particular reference to the solution of the dissipative particle dynamics fluid model, and present…

Soft Condensed Matter · Physics 2016-08-31 Keir E. Novik , Peter V. Coveney

There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…

Numerical Analysis · Mathematics 2016-05-09 Christopher N Angstmann , Bruce I Henry , Anna V McGann

The companion paper "Higher-order in time quasi-unconditionally stable ADI solvers for the compressible Navier-Stokes equations in 2D and 3D curvilinear domains", which is referred to as Part I in what follows, introduces ADI (Alternating…

Computational Physics · Physics 2018-01-11 Oscar Bruno , Max Cubillos

In this paper, we derive the improved uniform error bounds for the long-time dynamics of the $d$-dimensional $(d=2,3)$ nonlinear space fractional sine-Gordon equation (NSFSGE). The nonlinearity strength of the NSFSGE is characterized by…

Numerical Analysis · Mathematics 2024-02-29 Junqing Jia , Xiaoqing Chi , Xiaoyun Jiang

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…

Numerical Analysis · Mathematics 2019-07-24 Chung-Nan Tzou , Samuel Stechmann

In the given paper we consider finite difference approximations to systems of polynomially-nonlinear partial differential equations whose coefficients are rational functions over rationals in the independent variables. The notion of strong…

Analysis of PDEs · Mathematics 2012-05-01 Vladimir P. Gerdt

In this paper, a class of finite difference numerical techniques is presented to solve the second-order linear inhomogeneous damped wave equation. The consistency, stability, and convergences of these numerical schemes are discussed. The…

Numerical Analysis · Mathematics 2021-12-23 Fazel Hadadifard , Satbir Malhi , Zhengyi Xiao

The purpose of this paper is to propose a semi-analytical technique convenient for numerical approximation of solutions of the initial value problem for $p$-dimensional delayed and neutral differential systems with constant, proportional…

Classical Analysis and ODEs · Mathematics 2019-01-29 Josef Rebenda , Zdeněk Šmarda

We introduce a new adaptive decomposition tool, which we refer to as Nonlinear Mode Decomposition (NMD). It decomposes a given signal into a set of physically meaningful oscillations for any waveform, simultaneously removing the noise. NMD…

Numerical Analysis · Mathematics 2015-10-07 Dmytro Iatsenko , Peter V. E. McClintock , Aneta Stefanovska

We propose a novel second-order accurate, long-time unconditionally stable time-marching scheme for the forced Navier-Stokes equations. A new Forced Scalar Auxiliary Variable approach (FSAV) is introduced to preserve the underlying…

Numerical Analysis · Mathematics 2024-10-10 Daozhi Han , Xiaoming Wang

In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…

Numerical Analysis · Mathematics 2022-11-10 Guoliang Zhang , Hongqiang Zhu , Tao Xiong

This paper is devoted to studying the asymptotic behaviour of solutions to generalized non-commensurate fractional systems. To this end, we first consider fractional systems with rational orders and introduce a criterion that is necessary…

Numerical Analysis · Mathematics 2024-07-15 Kai Diethelm , Safoura Hashemishahraki , Ha Duc Thai , Hoang The Tuan

In this paper, we present how high-order accurate solutions to elliptic partial differential equations can be achieved in arbitrary spatial domains using radial basis function-generated finite differences (RBF-FD) on unfitted node sets…

Numerical Analysis · Mathematics 2024-07-23 Morten E. Nielsen , Bengt Fornberg

In this paper, we propose new structured second-order methods and structured adaptive-gradient methods obtained by performing natural-gradient descent on structured parameter spaces. Natural-gradient descent is an attractive approach to…

Machine Learning · Statistics 2022-02-22 Wu Lin , Frank Nielsen , Mohammad Emtiyaz Khan , Mark Schmidt

In this paper, we present a novel explicit second order scheme with one step for solving the forward backward stochastic differential equations, with the Crank-Nicolson method as a specific instance within our proposed framework. We first…

Numerical Analysis · Mathematics 2025-11-25 Qiang Han , Shihao Lan , Quanxin Zhu

Alternative finite difference Weighted Essentially Non-Oscillatory (AFD-WENO) schemes allow us to very efficiently update hyperbolic systems even in complex geometries. Recent innovations in AFD-WENO methods allow us to treat hyperbolic…

Numerical Analysis · Mathematics 2026-02-03 Dinshaw S. Balsara , Deepak Bhoriya , Chi-Wang Shu

We present an efficient second-order finite difference scheme for solving the 2D sine-Gordon equation, which can inherit the discrete energy conservation for the undamped model theoretically. Due to the semi-implicit treatment for the…

Numerical Analysis · Mathematics 2017-06-28 Xiaorong Kang , Wenqiang Feng , Kelong Cheng , Chunxiang Guo

This paper proposes an explicit computational method for solving a three-dimensional system of nonlinear elastodynamic sine-Gordon equations subject to appropriate initial and boundary conditions. The time derivative is approximated by…

Numerical Analysis · Mathematics 2025-06-19 Eric Ngondiep

We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…

Numerical Analysis · Mathematics 2017-06-26 Brittany D. Froese , Tiago Salvador