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The scaling of the exact solution of a hyperbolic balance law generates a family of scaled problems in which the source term does not depend on the current solution. These problems are used to construct a sequence of solutions whose…

Numerical Analysis · Mathematics 2020-07-21 Gino I. Montecinos

Mixed-moment models, introduced before for one space dimension, are a modification of the method of moments applied to a (linear) kinetic equation, by choosing mixtures of different partial moments. They are well-suited to handle such…

Analysis of PDEs · Mathematics 2018-01-11 Florian Schneider , Jochen Kall , Andreas Roth

In this article, we propose a second-order central scheme of the Nessyahu-Tadmor-type for a class of scalar conservation laws with discontinuous flux and present its convergence analysis. Since solutions to problems with discontinuous flux…

Numerical Analysis · Mathematics 2025-03-25 Nikhil Manoj , Sudarshan Kumar K

The splitting method is a powerful method for solving partial differential equations. Various splitting methods have been designed to separate different physics, nonlinearities, and so on. Recently, a new splitting approach has been…

Numerical Analysis · Mathematics 2023-03-22 Yalchin Efendiev , Wing Tat Leung , Wenyuan Li , Zecheng Zhang

In this paper, we develop bound-preserving (BP) finite-volume schemes for hyperbolic conservation laws on adaptive moving meshes. For scalar conservative laws, we rewrite the conventional high-order discretization as a convex combination of…

Numerical Analysis · Mathematics 2026-02-16 Yaguang Gu , Guanghui Hu , Tao Tang

We present a cut-cell method for the simulation of 2D incompressible flows past obstacles. It consists in using the MAC scheme on cartesian grids and imposing Dirchlet boundary conditions for the velocity field on the boundary of solid…

Analysis of PDEs · Mathematics 2019-01-25 François Bouchon , Thierry Dubois , Nicolas James

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…

Numerical Analysis · Mathematics 2018-06-13 Zhifang Du , Jiequan Li

A novel fifth-order compact gas-kinetic scheme is developed for high-resolution simulation of compressible flows on structured meshes. Its accuracy relies on a new multidimensional fifth-order compact reconstruction that uses line-averaged…

Numerical Analysis · Mathematics 2025-08-13 Yaqing Yang , Fengxiang Zhao , Kun Xu

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…

Numerical Analysis · Mathematics 2024-07-10 James Woodfield

In this paper we consider the Modified Craig-Sneyd (MCS) scheme which forms a prominent time stepping method of the Alternating Direction Implicit type for multidimensional time-dependent convection-diffusion equations with mixed spatial…

Numerical Analysis · Mathematics 2015-08-19 Maarten Wyns

We developed an implicit Particle-in-cell/Monte Carlo model in two-dimensional and axisymmetric geometry for the simulations of the radio-frequency discharges, by introducing several numerical schemes which include variable weights,…

Plasma Physics · Physics 2011-04-19 Hong-yu Wang , Wei Jiang , You-nian Wang

Considering the use of dynamical systems in practical applications, often only limited regions in the time or frequency domain are of interest. Therefor, it usually pays off to compute local approximations of the used dynamical systems in…

Optimization and Control · Mathematics 2021-05-17 Peter Benner , Steffen W. R. Werner

We present an implicit-explicit finite volume scheme for isentropic two phase flow in all Mach number regimes. The underlying model belongs to the class of symmetric hyperbolic thermodynamically compatible models. The key element of the…

Numerical Analysis · Mathematics 2022-02-04 Maria Lukacova-Medvid'ova , Gabriella Puppo , Andrea Thomann

This study proposes an extension of the high-order compact gas-kinetic scheme (CGKS) to compressible flow simulation in an arbitrary Lagrangian-Eulerian (ALE) formulation in unstructured mesh. The ALE method is achieved by subdividing…

Computational Physics · Physics 2024-01-05 Yue Zhang , Kun Xu

Implicit schemes require important sub-iterations when dealing with highly nonlinear problems such as the combined heat and moisture transfer through porous building elements. The computational cost rises significantly when the…

Computational Engineering, Finance, and Science · Computer Science 2020-02-20 Suelen Gasparin , Julien Berger , Denys Dutykh , Nathan Mendes

The explicit two-stage fourth-order (TSFO) temporal-spatial coupling method is efficient and compact but suffers severe time-step restrictions for stiff problems with multiple scales. To address Professor Jiequan Li's call for an implicit…

Numerical Analysis · Mathematics 2026-05-12 Zhixin Huo

We present a new high-order compact scheme for the multi-dimensional Black-Scholes model with application to European Put options on a basket of two underlying assets. The scheme is second-order accurate in time and fourth-order accurate in…

Computational Finance · Quantitative Finance 2015-05-29 Bertram Düring , Christof Heuer

Stiff hyperbolic balance laws exhibit large spectral gaps, especially if the relaxation term significantly varies in space. Using examples from rarefied gases and the general form of the underlying balance law model, we perform a detailed…

Numerical Analysis · Mathematics 2021-08-31 Julian Koellermeier , Giovanni Samaey

We present a reciprocal space technique for the calculation of the Coulomb integral in two dimensions in systems with reduced periodicity, i.e., finite systems, or systems that are periodic only in one dimension. The technique consists in…

Other Condensed Matter · Physics 2009-10-09 Alberto Castro , Esa Rasanen , Carlo Andrea Rozzi

In this paper, we propose a variationally consistent technique for decreasing the maximum eigenfrequencies of structural dynamics related finite element formulations. Our approach is based on adding a symmetric positive-definite term to the…

Numerical Analysis · Mathematics 2022-07-27 Stein K. F. Stoter , Thi-Hoa Nguyen , René R. Hiemstra , Dominik Schillinger
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