Related papers: A well balanced finite volume scheme for general r…
Higher order finite difference Weighted Essentially Non-Oscillatory (WENO) schemes have been constructed for conservation laws. For multidimensional problems, they offer high order accuracy at a fraction of the cost of a finite volume WENO…
We present an energy/entropy stable and high order accurate finite difference (FD) method for solving the nonlinear (rotating) shallow water equations (SWEs) in vector invariant form using the newly developed dual-pairing and…
Calibration of stochastic local volatility (SLV) models to their underlying local volatility model is often performed by numerically solving a two-dimensional non-linear forward Kolmogorov equation. We propose a novel finite volume (FV)…
In the present article we describe a few simple and efficient finite volume type schemes on moving grids in one spatial dimension combined with appropriate predictor-corrector method to achieve higher resolution. The underlying finite…
In this paper, high order semi-implicit well-balanced and asymptotic preserving finite difference WENO schemes are proposed for the shallow water equations with a non-flat bottom topography. We consider the Froude number ranging from O(1)…
This paper presents a data-driven finite volume method for solving 1D and 2D hyperbolic partial differential equations. This work builds upon the prior research incorporating a data-driven finite-difference approximation of smooth solutions…
We propose and analyze two convection quasi-robust and pressure robust finite element methods for a fully nonlinear time-dependent magnetohydrodynamics problem. Both methods employ the $H_{\rm div}$ conforming BDM element coupled with an…
We present a strongly hyperbolic first-order formulation of the Einstein equations based on the conformal and covariant Z4 system (CCZ4) with constraint-violation damping, which we refer to as FO-CCZ4. As CCZ4, this formulation combines the…
We present a semi-discrete finite volume scheme for the local NavierStokes-Korteweg and Euler-Korteweg systems. Our scheme is applicable for equidistant Cartesian meshes in one and two space dimensions. In contrast to other works, which…
We develop and analyse finite volume methods for the Poisson problem with boundary conditions involving oblique derivatives. We design a generic framework, for finite volume discretisations of such models, in which internal fluxes are not…
This paper proposes a new class of mass or energy conservative numerical schemes for the generalized Benjamin-Ono (BO) equation on the whole real line with arbitrarily high-order accuracy in time. The spatial discretization is achieved by…
A high-order finite difference numerical scheme is developed for the ideal magnetohydrodynamic equations based on an alternative flux formulation of the weighted essentially non-oscillatory (WENO) scheme. It computes a high-order numerical…
A robust finite volume method for viscoelastic flow analysis on general unstructured meshes is developed. It is built upon a general-purpose stabilization framework for high Weissenberg number flows. The numerical framework provides full…
A family of quadratic finite volume method (FVM) schemes are constructed and analyzed over tetrahedral meshes. In order to prove stability and error estimate, we propose the minimum V-angle condition on tetrahedral meshes, and the surface…
This article presents a new high-order accurate algorithm for finding a particular solution to a linear, constant-coefficient partial differential equation (PDE) by means of a convolution of the volumetric source function with the Green's…
Many numerical schemes for hyperbolic systems require a piecewise polynomial reconstruction of the cell averaged values, and to simulate perturbed steady states accurately we require a so called 'well balanced' reconstruction scheme. For…
We design and analyse a semi-implicit finite volume scheme for the two-dimensional rotating shallow water (RSW) equations that is energy stable, well-balanced (capable of preserving discrete geostrophic steady states), consistent, and…
We present an energy-conserving numerical scheme to solve the Vlasov-Maxwell (VM) system based on the regularized moment method proposed in [Z. Cai, Y. Fan, and R. Li. CPAM, 2014]. The globally hyperbolic moment system is deduced for the…
We present a Generalized Riemann Problem-based reconstruction method (GRPrec) for high-order finite volume schemes applied to hyperbolic partial differential equations. The method constructs spatial polynomials using cell averages at the…
We present a computational framework for solving the equations of inviscid gas dynamics using structured grids with embedded geometries. The novelty of the proposed approach is the use of high-order discontinuous Galerkin (dG) schemes and a…