Related papers: Fourth order accurate compact scheme for first-ord…
An expandable local and parallel two-grid finite element scheme based on superposition principle for elliptic problems is proposed and analyzed in this paper by taking example of Poisson equation. Compared with the usual local and parallel…
An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…
The goal of this paper is to propose preconditioners for the system of linear equations that arises from a discretization of fourth order elliptic problems using spectral element methods. These preconditioners are constructed using…
In this paper we focus on high order finite element approximations of the electric field combined with suitable preconditioners, to solve the time-harmonic Maxwell's equations in waveguide configurations. The implementation of high order…
A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…
When dealing with stiff conservation laws, explicit time integration forces to employ very small time steps, due to the restrictive CFL stability condition. Implicit methods offer an alternative, yielding the possibility to choose the time…
We present and analyse a numerical framework for the approximation of nonlinear degenerate elliptic equations of the Stefan or porous medium types. This framework is based on piecewise constant approximations for the functions, which we…
We present high order explicit geometric integrators to solve linear-quadratic optimal control problems and $N$-player differential games. These problems are described by a system coupled non-linear differential equations with boundary…
In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to…
We study the EFT of a spinning compact object and show that with appropriate gauge fixing, computations become amenable to worldline quantum field theory techniques. We use the resulting action to compute Compton and one-loop scattering…
In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…
In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…
We discuss the order, efficiency, stability and positivity of several meshless schemes for linear scalar hyperbolic equations. Meshless schemes are Generalised Finite Difference Methods (GFDMs) for arbitrary irregular grids in which there…
Results of research of possibility of transformation of a difference equation into a system of the first-order difference equation are presented. In contrast to the method used previously, an unknown grid function is split into two new…
The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…
This paper constructs adaptive sparse grid collocation method onto arbitrary order piecewise polynomial space. The sparse grid method is a popular technique for high dimensional problems, and the associated collocation method has been well…
When solving the American options with or without dividends, numerical methods often obtain lower convergence rates if further treatment is not implemented even using high-order schemes. In this article, we present a fast and explicit…
This paper serves to treat boundary conditions numerically with high order accuracy in order to match the two-stage fourth-order finite volume schemes for hyperbolic problems developed in [{\em J. Li and Z. Du, A two-stage fourth order…
We prove small data energy estimates of all orders of differentiability between past null infinity and future null infinity of de Sitter space for the conformally invariant Maxwell-scalar field system. This allows us to construct bounded…
Compact finite-difference (FD) schemes specify derivative approximations implicitly, thus to achieve parallelism with domain-decomposition suitable partitioning of linear systems is required. Consistent order of accuracy, dispersion, and…