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In this paper, we combine the nonlinear HWENO reconstruction in \cite{newhwenozq} and the fixed-point iteration with Gauss-Seidel fast sweeping strategy, to solve the static Hamilton-Jacobi equations in a novel HWENO framework recently…

Numerical Analysis · Mathematics 2021-12-15 Yupeng Ren , Yulong Xing , Jianxian Qiu

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…

Numerical Analysis · Mathematics 2019-02-25 Xue-lei Lin , Pin Lyu , Michael K. Ng , Hai-Wei Sun , Seakweng Vong

In this paper, we introduce a fourth-order accurate finite element method for incompressible variable density flow. The method is implicit in time and constructed with the Taylor series technique, and uses standard high-order Lagrange basis…

Numerical Analysis · Mathematics 2022-09-21 Lukas Lundgren , Murtazo Nazarov

We present a novel framework for the development of fourth-order lattice Boltzmann schemes to tackle multidimensional nonlinear systems of conservation laws. As for other numerical schemes for hyperbolic problems, high-order accuracy…

Numerical Analysis · Mathematics 2024-09-11 Thomas Bellotti , Philippe Helluy , Laurent Navoret

This work uses a linear relaxation method to develop efficient numerical schemes for the time-fractional Allen-Cahn and Cahn-Hilliard equations. The L1+-CN formula is used to discretize the fractional derivative, and an auxiliary variable…

Numerical Analysis · Mathematics 2025-06-16 Hui Yu , Zhaoyang Wang , Ping Lin

In this research work, we propose a high-order time adapted scheme for pricing a coupled system of fixed-free boundary constant elasticity of variance (CEV) model on both equidistant and locally refined space-grid. The performance of our…

Computational Finance · Quantitative Finance 2023-09-12 Chinonso Nwankwo , Weizhong Dai , Tony Ware

Interfacial mass transfer of low-diffusive substances in an unsteady flow environment is marked by a very thin boundary layer at the interface and other regions with steep concentration gradients. A numerical scheme capable of resolving…

Mathematical Physics · Physics 2013-02-05 Boris Kubrak , Jan Wissink , Herlina Herlina , Friedrich Greve

Several relaxation approximations to partial differential equations have been recently proposed. Examples include conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems. The present paper focuses…

Numerical Analysis · Mathematics 2007-05-23 Fausto Cavalli , Giovanni Naldi , Gabriella Puppo , Matteo Semplice

We propose a class of temporally high-order parametric finite element methods for simulating solid-state dewetting of thin films in two dimensions using a sharp-interface model. The process is governed by surface diffusion and contact point…

Numerical Analysis · Mathematics 2025-10-21 Xiaowen Gan , Yuqian Teng , Sisheng Wang

We propose an adaptive Hermite spectral method for the Vlasov-Poisson system based on a recently developed frequency indicator that measures the contribution of the high-order expansion coefficients. Precisely, the symmetrically weighted…

Numerical Analysis · Mathematics 2026-05-19 Sihong Shao , Yanli Wang , Jie Wu

The Zarantonello fixed-point iteration is an established linearization scheme for quasilinear PDEs with strongly monotone and Lipschitz continuous nonlinearity in Hilbert spaces. This paper presents a weighted least-squares minimization for…

Numerical Analysis · Mathematics 2026-02-24 Philipp Bringmann , Dirk Praetorius

In this work, we introduce a novel Hermite method to handle Maxwell's equations for nonlinear dispersive media. The proposed method achieves high-order accuracy and is free of any nonlinear algebraic solver, requiring solving instead small…

Numerical Analysis · Mathematics 2025-04-15 Yann-Meing Law , Zhichao Peng , Daniel Appelö , Thomas Hagstrom

In this work, we present three linear numerical schemes to model nematic liquid crystals using the Landau-de Gennes $\textbf{Q}$-tensor theory. The first scheme is based on using a truncation procedure of the energy, which allows for an…

Numerical Analysis · Mathematics 2024-03-27 Justin Swain , Giordano Tierra

In this paper, we propose third-order semi-discretized schemes in space based on the tempered weighted and shifted Gr\"unwald difference (tempered-WSGD) operators for the tempered fractional diffusion equation. We also show stability and…

Numerical Analysis · Mathematics 2020-09-17 Linlin Bu , Cornelis W. Oosterlee

We propose a new kind of localized shock capturing for continuous (CG) and discontinuous Galerkin (DG) discretizations of hyperbolic conservation laws. The underlying framework of dissipation-based weighted essentially nonoscillatory (WENO)…

Numerical Analysis · Mathematics 2026-01-26 Joshua Vedral , Dmitri Kuzmin

Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…

Numerical Analysis · Mathematics 2007-05-23 Fausto Cavalli , Matteo Semplice

An implicit method for the ohmic dissipation is proposed. The proposed method is based on the Crank-Nicolson method and exhibits second-order accuracy in time and space. The proposed method has been implemented in the SFUMATO adaptive mesh…

Instrumentation and Methods for Astrophysics · Physics 2015-05-19 Tomoaki Matsumoto

Despite the many advances in the use of weakly-compressible smoothed particle hydrodynamics (SPH) for the simulation of incompressible fluid flow, it is still challenging to obtain second-order convergence even for simple periodic domains.…

Numerical Analysis · Mathematics 2022-09-07 Pawan Negi , Prabhu Ramachandran

Our work is about energy conserving fourth-order time discretizations of a three-field formulation of Maxwell's equations in conjunction with a spatial discretization using higher-order and compatible de Rham finite element spaces. Toward…

Numerical Analysis · Mathematics 2026-01-21 Archana Arya , Kaushik Kalyanaraman

The lack of smoothness is a common feature of weak solutions of nonlinear hyperbolic equations and is a crucial issue in their approximation. This has motivated several efforts to define appropriate indicators, based on the values of the…

Numerical Analysis · Mathematics 2020-03-18 Maurizio Falcone , Giulio Paolucci , Silvia Tozza
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