Related papers: Strang splitting structure-preserving high-order c…
We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
Interfacial mass transfer of low-diffusive substances in an unsteady flow environment is marked by a very thin boundary layer at the interface and other regions with steep concentration gradients. A numerical scheme capable of resolving…
We consider solving a generalized Allen-Cahn equation coupled with a passive convection for a given incompressible velocity field. The numerical scheme consists of the first order accurate stabilized implicit explicit time discretization…
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…
Steady state simulations} of magnetized electron fluid equations with strong anisotropic diffusion based on the first-order hyperbolic approach is carried out using cell-centered higher order upwind schemes, linear and weighted essentially…
The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…
In contrast with the diffusion equation which smoothens the initial data to $C^\infty$ for $t>0$ (away from the corners/edges of the domain), the subdiffusion equation only exhibits limited spatial regularity. As a result, one generally…
This paper proposes a new class of mass or energy conservative numerical schemes for the generalized Benjamin-Ono (BO) equation on the whole real line with arbitrarily high-order accuracy in time. The spatial discretization is achieved by…
In this paper, by introducing two temporal-derivative-dependent auxiliary variables, a linearized and decoupled fourth-order compact finite difference method is developed and analyzed for the nonlinear coupled bacterial systems. The…
In this paper, we discuss the steady and time-dependent nonlinear convection-diffusion (advection-diffusion) equations with the Dirichlet boundary condition. For the steady nonlinear equation, we use an iteration method to reformulate the…
We present high-order compact schemes for a linear second-order parabolic partial differential equation (PDE) with mixed second-order derivative terms in two spatial dimensions. The schemes are applied to option pricing PDE for a family of…
A three-point monotone difference scheme is proposed for solving a one-dimensional non-stationary convection-diffusion-reaction equation with variable coefficients. The scheme is based on a parabolic spline and allows to linearly reproduce…
An alternating direction implicit (ADI) orthogonal spline collocation (OSC) method is described for the approximate solution of a class of nonlinear reaction-diffusion systems. Its efficacy is demonstrated on the solution of well-known…
In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…
For gradient flows, the existing structure-preserving schemes are difficult to achieve arbitrary high-order accuracy in time while preserving maximum-principle (MBP) and energy dissipating simultaneously. In this paper, we develop a new…
This paper presents a novel and straightforward compact reconstruction procedure for the high-order finite volume method on unstructured grids. In this procedure, we constructed a linear approximation relationship between the mean values…
In this work, we study time-splitting strategies for the numerical approximation of evolutionary reaction-diffusion problems. In particular, we formulate a family of domain decomposition splitting methods that overcomes some typical…
We present high-order variational Lagrangian finite element methods for compressible fluids using a discrete energetic variational approach. Our spatial discretization is mass/momentum/energy conserving and entropy stable. Fully implicit…
In this paper, we present a high order finite difference solver for anisotropic diffusion problems based on the first-order hyperbolic system method. In particular, we demonstrate that the construction of a uniformly accurate fifth-order…