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We construct and analyze a strongly consistent second-order finite difference scheme for the steady two-dimensional Stokes flow. The pressure Poisson equation is explicitly incorporated into the scheme. Our approach suggested by the first…

Numerical Analysis · Mathematics 2018-09-05 Yury A. Blinkov , Vladimir P. Gerdt , Dmitry A. Lyakhov , Dominik L. Michels

Multiphase flows with high density ratios, such as water and air flows, have recently been simulated using the lattice Boltzmann (LB) method. This approach corresponds to solving the phase field equations, such as the Cahn-Hilliard and…

Fluid Dynamics · Physics 2025-12-02 H. Otomo , C. Sun , T. Inamuro , W. Li , M. Dressler , H. Chen , Y. Li , R. Zhang

In the process of constructing invariant difference schemes which approximate partial differential equations we write down a procedure for discretizing an arbitrary partial differential equation on an arbitrary lattice. An open problem is…

Mathematical Physics · Physics 2016-04-27 Decio Levi , Miguel A. Rodriguez

In this paper we discuss three symbolic approaches for the generation of a finite difference scheme of a partial differential equation (PDE). We prove, that for a linear PDE with constant coefficients these three approaches are equivalent…

Mathematical Physics · Physics 2019-03-06 Viktor Levandovskyy , Bernd Martin

We explore the Carlemann linearization of the collision term of the lattice Boltzmann formulation, as a first step towards formulating a quantum lattice Boltzmann algorithm. Specifically, we deal with the case of a single, incompressible…

Fluid Dynamics · Physics 2021-11-23 Wael Itani , Sauro Succi

This paper is concerned with the large deviation principle of the stochastic reaction-diffusion lattice systems defined on the N-dimensional integer set, where the nonlinear drift term is locally Lipschitz continuous with polynomial growth…

Dynamical Systems · Mathematics 2023-05-12 Bixiang Wang

Four different kinds of laminar flows between two parallel plates are investigated using the Lattice Boltzmann Method (LBM). The LBM accuracy is estimated in two cases using numerical fits of the parabolic velocity profiles and the kinetic…

comp-gas · Physics 2009-10-28 Bela Szilagyi , Romeo Susan -- Resiga , Victor Sofonea

We show that any first order ordinary differential equation with a known Lie point symmetry group can be discretized into a difference scheme with the same symmetry group. In general, the lattices are not regular ones, but must be adapted…

Exactly Solvable and Integrable Systems · Physics 2014-11-18 Miguel A. Rodriguez , Pavel Winternitz

We present and analyze an unconditionally energy stable and convergent finite difference scheme for the Functionalized Cahn-Hilliard equation. One key difficulty associated with the energy stability is based on the fact that one nonlinear…

Numerical Analysis · Mathematics 2016-10-11 Wenqiang Feng , Zhen Guan , John Lowengrub , Cheng Wang , Steven M. Wise

This paper examines convergence and stability of the two classes of theta-Milstein schemes for stochastic differential equations (SDEs) with non-global Lipschitz continuous coefficients: the split-step theta-Milstein (SSTM) scheme and the…

Numerical Analysis · Mathematics 2015-01-16 Xiaofeng Zong , Fuke Wu , Guiping Xu

This work is aimed to develop a new class of methods for the BGK model of the Boltzmann equation. This technique allows to get high order of accuracy both in space and time, theoretically without CFL stability limitation. It's based on a…

Numerical Analysis · Mathematics 2011-03-29 Pietro Santagati , Giovanni Russo

Novel multi-step predictor-corrector numerical schemes have been derived for approximating decoupled forward-backward stochastic differential equations (FBSDEs). The stability and high order rate of convergence of the schemes are rigorously…

Numerical Analysis · Mathematics 2021-02-12 Qiang Han , Shaolin Ji

In this paper, we are concerned about the lattice Boltzmann methods (LBMs) based on vector-kinetic models for hyperbolic partial differential equations. In addition to usual lattice Boltzmann equation (LBE) derived by explicit…

Numerical Analysis · Mathematics 2024-01-09 Megala Anandan , S. V. Raghurama Rao

In this paper, we revisit the old problem of compact finite difference approximations of the homogeneous Dirichlet problem in dimension 1. We design a large and natural set of schemes of arbitrary high order, and we equip this set with an…

Numerical Analysis · Mathematics 2017-10-10 Joackim Bernier

We build convergent discretizations and semi-implicit solvers for the Infinity Laplacian and the game theoretical $p$-Laplacian. The discretizations simplify and generalize earlier ones. We prove convergence of the solution of the Wide…

Numerical Analysis · Mathematics 2012-12-06 Adam M. Oberman

This article focuses on a nonlinear Neumann boundary feedback control formulation for the viscous Burgers' equation and develops a class of finite difference schemes to achieve global stabilization. The proposed procedure, known as the…

Numerical Analysis · Mathematics 2025-12-02 Shishu Pal Singh , Sudeep Kundu

We introduce a structured approach to the construction of linear BGK-type collision operators ensuring that the resulting Lattice-Boltzmann methods are stable with respect to a weighted $L^2$-norm. The results hold for particular boundary…

Numerical Analysis · Mathematics 2020-02-07 Philipp Otte , Martin Frank

Finite difference schemes in the spatial variable for degenerate stochastic parabolic PDEs are investigated. Sharp results on the rate of $L_p$ and almost sure convergence of the finite difference approximations are presented and results on…

Probability · Mathematics 2013-10-01 Istvan Gyongy

In this work, we consider a general consistent and conservative phase-field model for the incompressible two-phase flows. In this model, not only the Cahn-Hilliard or Allen-Cahn equation can be adopted, but also the mass and the momentum…

Fluid Dynamics · Physics 2022-09-14 Chengjie Zhan , Zhenhua Chai , Baochang Shi

The lattice Boltzmann method (LBM) is emerging as a powerful engineering tool for aeroacoustic computations. However, the LBM has been shown to present accuracy and stability issues in the medium-low Mach number range, that is of interest…

Fluid Dynamics · Physics 2017-11-22 Federico Brogi , Orestis Malaspinas , Bastien Chopard , Costanza Bonadonna