Related papers: Second-order nonstandard finite difference schemes…
We study the mathematical theory of second order systems with two species, arising in the dynamics of interacting particles subject to linear damping, to nonlocal forces and to external ones, and resulting into a nonlocal version of the…
In this paper we propose a time discretization of a system of two parabolic equations describing diffusion-driven atom rearrangement in crystalline matter. The equations express the balances of microforces and microenergy; the two phase…
In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…
We develop a family of stabilized backward differentiation formula (sBDF) schemes of orders one through four for semilinear parabolic equations. The proposed methods are designed to achieve three properties that are rarely available…
We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In…
In this paper, we consider a nonlinear and nonlocal parabolic model for multi-species ionic fluids and introduce a semi-implicit finite volume scheme, which is second order accurate in space, first order in time and satisfies the following…
Neural Ordinary Differential Equations (NODEs), a framework of continuous-depth neural networks, have been widely applied, showing exceptional efficacy in coping with representative datasets. Recently, an augmented framework has been…
Neural ordinary differential equations (NODEs) are an effective approach for data-driven modeling of dynamical systems arising from simulations and experiments. One of the major shortcomings of NODEs, especially when coupled with explicit…
We study a second order scheme for spatial fractional differential equations with variable coefficients. Previous results mainly concentrate on equations with diffusion coefficients that are proportional to each other. In this paper, by…
We analyze a variable-step extension of a family of arbitrarily high-order exponential time differencing multistep (ETD-MS) schemes recently developed by the authors. We prove that the schemes are unconditionally stable in the sense that a…
We study the numerical algorithm and error analysis for the Cahn-Hilliard equation with dynamic boundary conditions. A second-order in time, linear and energy stable scheme is proposed, which is an extension of the first-order stabilized…
Fractional Differential Equations (FDEs) are essential tools for modelling complex systems in science and engineering. They extend the traditional concepts of differentiation and integration to non-integer orders, enabling a more precise…
With the advent of high-throughput profiling methods, interest in reverse engineering the structure and dynamics of biochemical networks is high. Recently an algorithm for reverse engineering of biochemical networks was developed by…
Maxwell's equations are a system of partial differential equations that govern the laws of electromagnetic induction. We study a mimetic finite-difference (MFD) discretization of the equations which preserves important underlying physical…
We prove structural stability under perturbations for a class of discrete-time dynamical systems near a non-hyperbolic fixed point. We reformulate the stability problem in terms of the well-posedness of an infinite-dimensional nonlinear…
Provable nonlinear stability bounds the discrete approximation and ensures that the discretization does not diverge. For high-order methods, discrete nonlinear stability and entropy stability, have been successfully implemented for…
We develop a new finite difference scheme for the Maxwell-Stefan diffusion system. The scheme is conservative, energy stable and positivity-preserving. These nice properties stem from a variational structure and are proved by reformulating…
We consider solid state phase transformations that are caused by free energy densities with domains of non-convexity in strain-composition space; we refer to the non-convex domains as mechano-chemical spinodals. The non-convexity with…
Simulation of 3D low-frequency electromagnetic fields propagating in the Earth is computationally expensive. We present a fictitious wave domain high-order finite-difference time-domain (FDTD) modelling method on nonuniform grids to compute…
A mixed quantum-classical approach to simulate the coupled dynamics of electrons and nuclei in nanoscale molecular systems is presented. The method relies on a second order expansion of the Lagrangian in time-dependent density functional…