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Recently a splitting approach has been presented for the simulation of sonic-boom propagation. Splitting methods allow one to divide complicated partial differential equations into simpler parts that are solved by specifically tailored…
This paper is in continuation of the authors' recently published paper (Journal of Mathematical Physics 55(2014)083519) in which computational solutions of an unified reaction-diffusion equation of distributed order associated with Caputo…
Matrix Riccati differential equations arise in many different areas and are particular important within the field of control theory. In this paper we consider numerical integration for large-scale systems of stiff matrix Riccati…
A novel global energy model for multi-class semantic image segmentation is proposed that admits very efficient exact inference and derivative calculations for learning. Inference in this model is equivalent to MAP inference in a particular…
We provide and analyze a second order scheme for the model describing the functional distributions of particles performing anomalous motion with exponential Debye pattern and no-time-taking jumps eliminated, and power-law jump length. The…
The formulation of combinatorial differential forms, proposed by Forman for analysis of topological properties of discrete complexes, is extended by defining the operators required for analysis of physical processes dependent on scalar…
A fourth-order exponential time differencing (ETD) Runge-Kutta scheme with dimensional splitting is developed to solve multidimensional non-linear systems of reaction-diffusion equations (RDE). By approximating the matrix exponential in the…
We discuss the derivation and the solutions of integro-differential equations (variable-order time-fractional diffusion equations) following as continuous limits for lattice continuous time random walk schemes with power-law waiting-time…
To achieve efficient and accurate long-time integration, we propose a fast, accurate, and stable high-order numerical method for solving fractional-in-space reaction-diffusion equations. The proposed method is explicit in nature and…
The object of this paper is to present a computable solution of a fractional partial differential equation associated with a Riemann-Liouville derivative of fractional order as the time-derivative and Riesz-Feller fractional derivative as…
We present a splitting method for the one-dimensional Saint-Venant-Exner equations used for describing the bed evolution in shallow water systems. We adapt the flux vector splitting approach of Toro and Vazquez-Cend\`on and identify one…
We develop high-order flux splitting schemes for the one- and two-dimensional Euler equations of gas dynamics. The proposed schemes are high-order extensions of the existing first-order flux splitting schemes introduced in [ E. F. Toro, M.…
Lattice Boltzmann models are briefly introduced together with references to methods used to predict their ability for simulations of systems described by partial differential equations that are first order in time and low order in space…
This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…
It is well known that using high-order numerical algorithms to solve fractional differential equations leads to almost the same computational cost with low-order ones but the accuracy (or convergence order) is greatly improved, due to the…
The goal of this paper is to develop 2nd order Implicit-Explicit Runge-Kutta (IMEX-RK) finite volume (FV) schemes for solving 1d parabolic PDEs for option pricing, with possible nonlinearities in the source and advection terms. The spatial…
Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…
The alternating direction method of multipliers (ADMM) is a widely used method for solving many convex minimization models arising in signal and image processing. In this paper, we propose an inertial ADMM for solving a two-block separable…
Systems of reaction-diffusion partial differential equations (RD-PDEs) are widely applied for modelling life science and physico-chemical phenomena. In particular, the coupling between diffusion and nonlinear kinetics can lead to the…
This paper presents a rank-adaptive implicit-explicit integrator for the tensor approximation of three-dimensional convection-diffusion equations. In particular, the recently developed Reduced Augmentation Implicit Low-rank (RAIL)…