Related papers: On Generalisation of Isotropic Central Difference …
We propose a novel method to compute a finite difference stencil for Riesz derivative for artibitrary speed of convergence. This method is based on applying a pre-filter to the Gr\"unwald-Letnikov type central difference stencil. The filter…
For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for…
We show that discrete schemes developed for lattice hydrodynamics provide an elegant and physically transparent way of deriving Laplacians with isotropic discretisation error. Isotropy is guaranteed whenever the Laplacian weights follow…
We introduce a geometric stencil selection algorithm for Laplacian in 3D that significantly improves octant-based selection considered earlier. The goal of the algorithm is to choose a small subset from a set of irregular points surrounding…
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…
We propose generalized equilibria of a three-dimensional color-gradient lattice Boltzmann model for two-component two-phase flows using higher-order Hermite polynomials. Although the resulting equilibrium distribution function, which…
In this article, we develop a new method to approximate numerically the fractional Laplacian of functions defined on $\mathbb R$, as well as some more general singular integrals. After mapping $\mathbb R$ into a finite interval, we…
Stencil composition uses the idea of function composition, wherein two stencils with arbitrary orders of derivative are composed to obtain a stencil with a derivative order equal to sum of the orders of the composing stencils. In this…
A fractional generalization of the second author's higher-order diffusion theory is given and fundamental solutions are obtained. The extension from the integer to the fractional case involves a proper treatment of the fractional Laplacian…
In this work, we study the higher differentiability of solutions to the inhomogeneous fractional $p$-Laplace equation under different regularity assumptions on the data. In the superquadratic case, we extend and sharpen several previous…
This paper develops a unified general framework for designing convergent finite difference and discontinuous Galerkin methods for approximating viscosity and regular solutions of fully nonlinear second order PDEs. Unlike the well-known…
This paper presents a general framework of high-order finite difference (HFD) schemes for the tempered fractional Laplacian (TFL) based on new generating functions obtained from the discrete symbols. Specifically, for sufficiently smooth…
We present a simple discretization scheme for the hypersingular integral representation of the fractional Laplace operator and solver for the corresponding fractional Laplacian problem. Through singularity subtraction, we obtain a…
Semi-Lagrangian schemes with various splitting methods, and with different reconstruction/interpolation strategies have been applied to kinetic simulations. For example, the order of spatial accuracy of the algorithms proposed in {[Qiu and…
We explore the connection between fractional order partial differential equations in two or more spatial dimensions with boundary integral operators to develop techniques that enable one to efficiently tackle the integral fractional…
This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…
In this paper, we propose a new class of operator factorization methods to discretize the integral fractional Laplacian $(-\Delta)^\frac{\alpha}{2}$ for $\alpha \in (0, 2)$. The main advantage of our method is to easily increase numerical…
In this paper, we develop a numerical multiscale method to solve the fractional Laplacian with a heterogeneous diffusion coefficient. When the coefficient is heterogeneous, this adds to the computational costs. Moreover, the fractional…
The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…
We introduce a novel monotone discretization method for addressing obstacle problems involving the integral fractional Laplacian with homogeneous Dirichlet boundary conditions over bounded Lipschitz domains. This problem is prevalent in…