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We consider a finite element method with symmetric stabilisation for the discretisation of the transient convection--diffusion equation. For the time-discretisation we consider either the second order backwards differentiation formula or…
We establish error estimates for semi-Lagrangian schemes for the initial value problem of one-dimensional conservation laws with a dispersive term, including the Korteweg--de Vries equation. The schemes considered in this paper are based on…
We present an exponentially convergent numerical method to approximate the solution of the Cauchy problem for the inhomogeneous fractional differential equation with an unbounded operator coefficient and Caputo fractional derivative in…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
In this article, we propose numerical scheme for solving a multi-term time-fractional nonlocal parabolic partial differential equation (PDE). The scheme comprises $L2$-$1_{\sigma}$ scheme on a graded mesh in time and Galerkin finite element…
Here, we consider periodic homogenization for time-fractional Hamilton--Jacobi equations. By using the perturbed test function method, we establish the convergence, and give estimates on a rate of convergence. A main difficulty is the…
A hybrid analytical method for solving linear and nonlinear fractional partial differential equations is presented. The proposed analytical method is an elegant combination of the Natural Transform Method (NTM) and a well-known method,…
The effort to generate matrix exponentials and associated differentials, required to determine the time evolution of quantum systems, frequently constrains the evaluation of problems in quantum control theory, variational circuit…
This papers deals with a construction and convergence analysis of a finite difference scheme for solving time-fractional porous medium equation. The governing equation exhibits both nonlocal and nonlinear behaviour making the numerical…
We consider nonlocal nonlinear potentials and estimate the rate of convergence of time stepping schemes to the peridynamic equation of motion. We begin by establishing the existence of $H^2$ solutions over any finite time interval. Here…
In this paper we provide a detailed convergence analysis for an unconditionally energy stable, second-order accurate convex splitting scheme for the Modified Phase Field Crystal equation, a generalized damped wave equation for which the…
In this paper we study some cases of time-fractional nonlinear dispersive equations (NDEs) involving Caputo derivatives, by means of the invariant subspace method. This method allows to find exact solutions to nonlinear time-fractional…
A high order finite difference method is proposed for unstructured meshes to simulate compressible inviscid/viscous flows with/without discontinuities. In this method, based on the strong form equation, the divergence of the flux on each…
We study existence, uniqueness and regularity properties of classical solutions to viscous Hamilton-Jacobi equations with Caputo time-fractional derivative. Our study relies on a combination of a gradient bound for the time-fractional…
In this paper we develop a fractional Hamilton-Jacobi formulation for discrete systems in terms of fractional Caputo derivatives. The fractional action function is obtained and the solutions of the equations of motion are recovered. An…
We present and compare third- as well as fifth-order accurate finite difference schemes for the numerical solution of the compressible ideal MHD equations in multiple spatial dimensions. The selected methods lean on four different…
This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…
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…
Directional interpolation is a fast and efficient compression technique for high-frequency Helmholtz boundary integral equations, but it requires a very large amount of storage in its original form. Algebraic recompression can significantly…
We propose a new numerical approach to compute nonclassical solutions to hyperbolic conservation laws. The class of finite difference schemes presented here is fully conservative and keep nonclassical shock waves as sharp interfaces,…