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Compact finite-difference (FD) schemes specify derivative approximations implicitly, thus to achieve parallelism with domain-decomposition suitable partitioning of linear systems is required. Consistent order of accuracy, dispersion, and…

General Relativity and Quantum Cosmology · Physics 2023-03-01 Boris Daszuta

This paper presents an efficient parallel direct algorithm with near-optimal complexity for the compact fourth and sixth-order approximation of the three-dimensional Helmholtz equations [1] with the problem coefficient depending on only one…

Numerical Analysis · Mathematics 2020-03-13 Ronald Gonzales , Yury Gryazin , Yun Teck Lee

We present a discontinuous finite element method for the shallow water equations which exploits high-resolution realistic bathymetry data without any regularity assumption, also in the case of high-order discretizations. We prove a number…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Luca Arpaia , Giuseppe Orlando , Christian Ferrarin , Luca Bonaventura

This paper presents a high-order deferred correction algorithm combined with penalty iteration for solving free and moving boundary problems, using a fourth-order finite difference method. Typically, when free boundary problems are solved…

Numerical Analysis · Mathematics 2023-01-20 Dawei Wang , Kirill Serkh , Christina Christara

In this paper a fourth order finite difference ghost point method for the Poisson equation on regular Cartesian mesh is presented. The method can be considered the high order extension of the second ghost method introduced earlier by the…

Numerical Analysis · Mathematics 2024-05-24 Armando Coco , Giovanni Russo

In this article, we design and analyze a Hybrid High-Order (HHO) finite element approximation for a class of strongly nonlinear boundary value problems. We consider an HHO discretization for a suitable linearized problem and show its…

Numerical Analysis · Mathematics 2023-09-26 Gouranga Mallik , Thirupathi Gudi

In this paper, we propose a unified framework, the Hessian discretisation method (HDM), which is based on four discrete elements (called altogether a Hessian discretisation) and a few intrinsic indicators of accuracy, independent of the…

Numerical Analysis · Mathematics 2018-08-28 Jérôme Droniou , Bishnu P. Lamichhane , Devika Shylaja

When solving the American options with or without dividends, numerical methods often obtain lower convergence rates if further treatment is not implemented even using high-order schemes. In this article, we present a fast and explicit…

Computational Finance · Quantitative Finance 2022-04-14 Chinonso Nwankwo , Weizhong Dai

The solution of partial differential equations (PDEs) on complex domains often presents a significant computational challenge by requiring the generation of fitted meshes. The Diffuse Domain Method (DDM) is an alternative which reformulates…

Numerical Analysis · Mathematics 2026-05-13 Luke Benfield , Andreas Dedner

This paper presents hybrid numerical techniques for solving the Boltzmann transport equation formulated by means of low-order equations for angular moments of the angular flux. The moment equations are derived by the projection operator…

Numerical Analysis · Mathematics 2025-08-06 Vincent N. Novellino , Dmitriy Y. Anistratov

We present a novel Hybrid High-Order (HHO) discretization of fourth-order elliptic problems arising from the mechanical modeling of the bending behavior of Kirchhoff-Love plates, including the biharmonic equation as a particular case. The…

Numerical Analysis · Mathematics 2018-01-25 Francesco Bonaldi , Daniele A. Di Pietro , Giuseppe Geymonat , Françoise Krasucki

A novel discontinuous Galerkin (DG) method is developed to solve time-dependent bi-harmonic type equations involving fourth derivatives in one and multiple space dimensions. We present the spatial DG discretization based on a mixed…

Numerical Analysis · Mathematics 2019-10-02 Hailiang Liu , Peimeng Yin

We introduce suitable coordinate systems for pipes and their variants that allow us to transform partial differential equations (PDEs) on the pipe surfaces or in the solid pipes into computational domains with fixed limits/ranges. Such a…

Numerical Analysis · Mathematics 2025-09-09 Shuaifei Hu , Yujian Jiao , Desong Kong , Li-Lian Wang

The stability and convergence analysis of high-order numerical approximations for the one- and two-dimensional nonlocal wave equations on unbounded spatial domains are considered. We first use the quadrature-based finite difference schemes…

Numerical Analysis · Mathematics 2022-11-09 Jihong Wang , Jerry Zhijian Yang , Jiwei Zhang

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

In this paper, a class of high-order compact finite difference Hermite scheme is presented for the simulation of double-diffusive convection. To maintain linear stability, the convective fluxes are split into positive and negative parts,…

Numerical Analysis · Mathematics 2025-06-25 Jianqing Yang , Jianxian Qiu

Efficient and accurate numerical simulation of 3D acoustic wave propagation in heterogeneous media plays an important role in the success of seismic full waveform inversion (FWI) problem. In this work, we employed the combined scheme and…

Numerical Analysis · Computer Science 2019-05-13 Keran Li , Wenyuan Liao

In this paper, we study decoupled mixed element schemes for fourth order problems. A general process is designed such that an elliptic problem on high-regularity space is transformed to a decoupled system with spaces of low order involved…

Numerical Analysis · Mathematics 2016-12-01 Shuo Zhang

We present a novel numerical method and algorithm for the solution of the 3D axially symmetric time-dependent Schr\"odinger equation in cylindrical coordinates, involving singular Coulomb potential terms besides a smooth time-dependent…

Atomic Physics · Physics 2017-07-11 Szilárd Majorosi , Attila Czirják

We establish the error bounds of fourth-order compact finite difference (4cFD) methods for the Dirac equation in the massless and nonrelativistic regime, which involves a small dimensionless parameter $0 < \varepsilon \le 1$ inversely…

Numerical Analysis · Mathematics 2021-09-23 Yue Feng , Ying Ma