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In this paper, we present how high-order accurate solutions to elliptic partial differential equations can be achieved in arbitrary spatial domains using radial basis function-generated finite differences (RBF-FD) on unfitted node sets…
We present high-order compact schemes for a linear second-order parabolic partial differential equation (PDE) with mixed second-order derivative terms in two spatial dimensions. The schemes are applied to option pricing PDE for a family of…
We present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which…
We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence…
We study a scalar hyperbolic partial differential equation with non-linear terms similar to those of the equations of general relativity. The equation has a number of non-trivial analytical solutions whose existence rely on a delicate…
This paper deals with time stepping schemes for the Cahn--Hilliard equation with three different types of dynamic boundary conditions. The proposed schemes of first and second order are mass-conservative and energy-dissipative and -- as…
Higher-order numerical methods are used to find accurate numerical solutions to hyperbolic partial differential equations and equations of transport type. Limiting is required to either converge to the correct type of solution or to adhere…
In this work, we numerically study the higher-ordered/extended Boussinesq system describing the propagation of water-waves over flat topography. A reformulation of the same order of precision that avoids the calculation of high order…
Derivative boundary conditions introduce challenges for mesh-free discretizations of PDEs on surfaces, especially when the domain is represented by randomly sampled point clouds. The recently developed two-step tangent-space RBF-generated…
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…
When applying the classical multistep schemes for solving differential equations, one often faces the dilemma that smaller time steps are needed with higher-order schemes, making it impractical to use high-order schemes for stiff problems.…
Standard explicit schemes for parabolic equations are not very convenient for computing practice due to the fact that they have strong restrictions on a time step. More promising explicit schemes are associated with explicit-implicit…
In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform…
A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…
This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…
We propose a discrete functional analysis result suitable for proving compactness in the framework of fully discrete approximations of strongly degenerate parabolic problems. It is based on the original exploitation of a result related to…
In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element…
We derive a numerical method, based on operator splitting, to abstract parabolic semilinear boundary coupled systems. The method decouples the linear components which describe the coupling and the dynamics in the bulk and on the surface,…
This article introduces the splitting method to systems responding to rough paths as external stimuli. The focus is on nonlinear partial differential equations with rough noise but we also cover rough differential equations. Applications to…
In this work, fourth-order compact block-centered finite difference (CBCFD) schemes combined with the Crank-Nicolson discretization are constructed and analyzed for solving parabolic integro-differential type non-Fickian flows in…