Related papers: Fourth order accurate compact scheme for first-ord…
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…
A unified framework to derive optimized compact schemes for a uniform grid is presented. The optimal scheme coefficients are determined analytically by solving an optimization problem to minimize the spectral error subject to equality…
This paper is part of a series developing $C^0$ finite element methods for fourth-order elliptic equations on polygonal domains. Here, we investigate how boundary conditions influence the design of effective $C^0$ schemes, specifically…
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…
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 an arbitrarily higher (even) order implicit leapfrog scheme for time discretization of a three-field formulation of Maxwell's equations. We use this in conjunction with an arbitrarily higher-order and compatible discretization…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…
In this paper we propose and analyze an energy stable numerical scheme for the Cahn-Hilliard equation, with second order accuracy in time and the fourth order finite difference approximation in space. In particular, the truncation error for…
In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…
Fourth-order differential equations play an important role in many applications in science and engineering. In this paper, we present a three-field mixed finite-element formulation for fourth-order problems, with a focus on the effective…
The elliptic interface problems with discontinuous and high-contrast coefficients appear in many applications and often lead to huge condition numbers of the corresponding linear systems. Thus, it is highly desired to construct high order…
We investigate Maxwell-scalar models on radially symmetric spacetimes in which the gauge and scalar fields are coupled via the electric permittivity. We find the conditions that allow for the presence of minimum energy configurations. In…
We present a first order scheme based on a staggered grid for the shallow water equations with topography in two space dimensions, which enjoys several properties: positivity of the water height, preservation of constant states, and weak…
This paper investigates an adaptive wavelet collocation time domain method for the numerical solution of Maxwell's equations. In this method a computational grid is dynamically adapted at each time step by using the wavelet decomposition of…
In this paper we develop finite difference schemes for elliptic problems with piecewise continuous coefficients that have (possibly huge) jumps across fixed internal interfaces. In contrast with such problems involving one smooth…
First-order fully implicit as well as implicit--explicit schemes for coupled elliptic-parabolic systems are discussed in [Ern and Meunier, ESAIM: M2AN, 2009] and [Altmann et al., Math.\ Comp., 2021], respectively. The extension of the…
In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities of the solution, we construct a finite difference scheme with…
We develop a finite volume method for Maxwell's equations in materials whose electromagnetic properties vary in space and time. We investigate both conservative and non-conservative numerical formulations. High-order methods accurately…
An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves a fractional power of an elliptic operator of second order. Finite element approximation in space is…
We present two approaches for enhancing the accuracy of second order finite difference approximations of two-dimensional semilinear parabolic systems. These are the fourth order compact difference scheme and the fourth order scheme based on…