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We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We consider two parallel-in-time approaches applied to a (reaction) diffusion problem, possibly non-linear. In particular, we consider PFASST (Parallel Full Approximation Scheme in Space and Time) and space-time multilevel strategies. For…

Numerical Analysis · Mathematics 2021-01-08 Pietro Benedusi , Michael Minion , Rolf Krause

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

We consider the numerical solution of time-dependent space tempered fractional diffusion equations. The use of Crank-Nicolson in time and of second-order accurate tempered weighted and shifted Gr\"unwald difference in space leads to dense…

Numerical Analysis · Mathematics 2022-10-12 D. Ahmad , M. Donatelli , M. Mazza , S. Serra-Capizzano , K. Trotti

We consider the simulation of isentropic flow in pipelines and pipe networks. Standard operating conditions in pipe networks suggest an emphasis to simulate low Mach and high friction regimes -- however, the system is stiff in these regimes…

Numerical Analysis · Mathematics 2025-07-22 Michael Redle , Michael Herty

An initial-boundary value problem for the $n$-dimensional ($n\geq 2$) time-dependent Schr\"odinger equation in a semi-infinite (or infinite) parallelepiped is considered. Starting from the Numerov-Crank-Nicolson finite-difference scheme, we…

Numerical Analysis · Mathematics 2026-01-05 Bernard Ducomet , Alexander Zlotnik , Alla Romanova

We explore a class of splitting schemes employing implicit-explicit (IMEX) time-stepping to achieve accurate and energy-stable solutions for thin-film equations and Cahn-Hilliard models with variable mobility. This splitting method…

Numerical Analysis · Mathematics 2024-05-31 Saulo Orizaga , Thomas Witelski

This work is devoted to convergence analysis of an exponential integrator scheme for semi-discretization in time of nonlinear stochastic wave equation. A unified framework is first set forth, which covers important cases of additive and…

Numerical Analysis · Mathematics 2020-08-10 Xiaojie Wang

A fast two-level linearized scheme with unequal time-steps is constructed and analyzed for an initial-boundary-value problem of semilinear subdiffusion equations. The two-level fast L1 formula of the Caputo derivative is derived based on…

Numerical Analysis · Mathematics 2020-12-23 Hong-lin Liao , Yonggui Yan , Jiwei Zhang

In this paper, we are concerned with the global pressure formulation of immiscible incompressible two-phase flow between different rock types. We develop for this problem two robust schemes based on domain decomposition (DD) methods and…

Analysis of PDEs · Mathematics 2020-01-08 Elyes Ahmed

In theory, diffusion curves promise complex color gradations for infinite-resolution vector graphics. In practice, existing realizations suffer from poor scaling, discretization artifacts, or insufficient support for rich boundary…

Numerical Analysis · Mathematics 2023-11-27 Seungbae Bang , Kirill Serkh , Oded Stein , Alec Jacobson

We propose a finite difference scheme for the numerical solution of a two-dimensional singularly perturbed convection-diffusion partial differential equation whose solution features interacting boundary and interior layers, the latter due…

Numerical Analysis · Mathematics 2024-01-05 Ram Shiromani , Niall Madden , V. Shanthi

Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative…

Instrumentation and Methods for Astrophysics · Physics 2015-05-19 Prateek Sharma , Gregory W. Hammett

We introduce an immersed high-order discontinuous Galerkin method for solving the compressible Navier-Stokes equations on non-boundary-fitted meshes. The flow equations are discretised with a mixed discontinuous Galerkin formulation and are…

Numerical Analysis · Mathematics 2020-01-08 Hong Xiao , Eky Febrianto , Qiaoling Zhang , Fehmi Cirak

This work considers numerical methods for the time-dependent Schr\"{o}dinger equation of incommensurate systems. By using a plane wave method for spatial discretization, the incommensurate problem is lifted to a higher dimension that…

Computational Physics · Physics 2021-03-30 Ting Wang , Huajie Chen , Aihui Zhou , Yuzhi Zhou

In this paper, we propose a meshfree approximation method for the implicit filter developed in [2], which is a novel numerical algorithm for nonlinear filtering problems. The implicit filter approximates conditional distributions in the…

Numerical Analysis · Mathematics 2015-08-05 Feng Bao , Yanzhao Cao , Clayton Webster , Guannan Zhang

In this paper, we present a fast streamline-based numerical method for the two-phase flow equations in high-rate flooding scenarios for incompressible fluids in heterogeneous and anisotropic porous media. A fractional flow formulation is…

Numerical Analysis · Mathematics 2018-11-29 Ettore Vidotto , Martin Schneider , Rainer Helmig , Barbara Wohlmuth

We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…

Numerical Analysis · Mathematics 2013-10-31 V. A. Bokil , N. L. Gibson , S. L. Nguyen , E. A. Thomann , E. Waymire

We prove an existence result for nonlinear diffusion equations in the presence of a nonlocal density-dependent drift which is not necessarily potential. The proof is constructive and based on the Helmholtz decomposition of the drift and a…

Analysis of PDEs · Mathematics 2016-06-16 Guillaume Carlier , Maxime Laborde

This paper deals with a time-split explicit/implicit approach for solving a two-dimensional hydrodynamic flow model with appropriate initial and boundary conditions. The time-split technique is employed to upwind the convection term and to…

Numerical Analysis · Mathematics 2024-12-18 Eric Ngondiep