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We propose a new class of semi-implicit methods for solving nonlinear fractional differential equations and study their stability. Several versions of our new schemes are proved to be unconditionally stable by choosing suitable parameters.…

Numerical Analysis · Mathematics 2018-08-14 Fanhai Zeng , Ian Turner , Kevin Burrage , George Em Karniadakis

We develop finite element methods for coupling the steady-state Onsager--Stefan--Maxwell equations to compressible Stokes flow. These equations describe multicomponent flow at low Reynolds number, where a mixture of different chemical…

Numerical Analysis · Mathematics 2022-09-26 Francis R. A. Aznaran , Patrick E. Farrell , Charles W. Monroe , Alexander J. Van-Brunt

The classic second-order average vector field (AVF) method can exactly preserve the energy for Hamiltonian ordinary differential equations and partial differential equations. However, the AVF method inevitably leads to fully-implicit…

Numerical Analysis · Mathematics 2018-06-29 Wenjun Cai , Haochen Li , Yushun Wang

In this paper, we develop a second-order accurate time-stepping scheme for the tempered time-fractional advection-dispersion equation based on a sum-of-exponentials (SOE) approximation to the convolution kernel involved in the fractional…

Numerical Analysis · Mathematics 2026-02-10 Liangcai Huang , Lin Li , Shujuan Lü

Many applications involve partial differential equations which admits nontrivial steady state solutions. The design of schemes which are able to describe correctly these equilibrium states may be challenging for numerical methods, in…

Analysis of PDEs · Mathematics 2016-02-09 Lorenzo Pareschi , Thomas Rey

We review some recent advances in the field of element-based algebraic stabilization for continuous finite element discretizations of nonlinear hyperbolic problems. The main focus is on multidimensional convex limiting techniques designed…

Numerical Analysis · Mathematics 2026-02-17 Dmitri Kuzmin

The Swift--Hohenberg equation is a widely studied fourth-order model, originally proposed to describe hydrodynamic fluctuations. It admits an energy-dissipation law and, under suitable assumptions, bounded solutions. Many…

Numerical Analysis · Mathematics 2026-02-02 Yuki Yonekura , Daiki Iwade , Shun Sato , Takayasu Matsuo

We study the numerical approximation of advection-diffusion equations with highly oscillatory coefficients and possibly dominant advection terms by means of the Multiscale Finite Element Method. The latter method is a now classical, finite…

Numerical Analysis · Mathematics 2024-11-12 Rutger A. Biezemans , Claude Le Bris , Frédéric Legoll , Alexei Lozinski

We develop a cut finite element method (CutFEM) for convection-diffusion problems posed on mixed-dimensional domains, i.e., unions of manifolds of different dimensions arranged in a hierarchical structure where lower-dimensional components…

Numerical Analysis · Mathematics 2026-04-09 Erik Burman , Peter Hansbo , Mats G. Larson , Karl Larsson , Shantiram Mahata

Phase separation of binary fluids quenched by contact with cold external walls is considered. Navier-Stokes, convection-diffusion, and energy equations are solved by lattice Boltzmann method coupled with finite-difference schemes. At high…

Soft Condensed Matter · Physics 2015-05-20 G. Gonnella , A. Lamura , A. Piscitelli , A. Tiribocchi

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of space-time fractional advection-diffusion equations. To start with, an implicit method based on two-sided Gr\"unwald formulae is…

Numerical Analysis · Mathematics 2016-06-22 Zhi Zhao , Xiao-Qing Jin , Matthew M. Lin

In this work, we develop novel structure-preserving numerical schemes for a class of nonlinear Fokker--Planck equations with nonlocal interactions. Such equations can cover many cases of importance, such as porous medium equations with…

Numerical Analysis · Mathematics 2020-08-18 Chenghua Duan , Wenbin Chen , Chun Liu , Xingye Yue , Shenggao Zhou

In this paper, a compact alternating direction implicit (ADI) method has been developed for solving two-dimensional Riesz space fractional diffusion equation. The precision of the discretization method used in spatial directions is twice…

Numerical Analysis · Mathematics 2020-04-21 Sohrab Valizadeh , Alaeddin Malek , Abdollah Borhanifar

This work consists in two parts. The first part is a review of the finite element method (FEM) for one and two-dimensional problems. The second part, concerns the application of the FEM to find numerical solutions of the Stokes equation and…

Numerical Analysis · Mathematics 2014-01-30 Jonathan David Galeano Vargas

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…

Numerical Analysis · Mathematics 2020-10-06 Long Teng , Weidong Zhao

A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…

Numerical Analysis · Mathematics 2020-01-08 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

Splitting methods constitute a well-established class of numerical schemes for solving convection-diffusion-reaction problems. They have been shown to be effective in solving problems with periodic boundary conditions. However, in the case…

Numerical Analysis · Mathematics 2025-02-14 Thi Tam Dang , Lukas Einkemmer , Alexander Ostermann

We propose and analyze a monotone finite element method for an elliptic distributed optimal control problem constrained by a convection-diffusion-reaction equation in the convection-dominated regime. The method is based on the edge-averaged…

Numerical Analysis · Mathematics 2025-11-04 SeongHee Jeong , Seulip Lee , Sijing Liu

We present a positive and asymptotic preserving numerical scheme for solving linear kinetic, transport equations that relax to a diffusive equation in the limit of infinite scattering. The proposed scheme is developed using a standard…

Numerical Analysis · Mathematics 2018-07-18 M. Paul Laiu , Martin Frank , Cory D. Hauck