Related papers: Compact finite-difference scheme for some Sobolev …
We present a high-order compact finite difference approach for a class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in $n$ spatial dimensions.…
In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…
This paper proposes and analyzes a finite difference method based on compact schemes for the Euler-Bernoulli beam equation with damping terms. The method achieves fourth-order accuracy in space and second-order accuracy in time, while…
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…
In this paper, we consider the Stokes problem with Dirichlet boundary conditions and the constant kinematic viscosity $\nu$ in an axis-aligned domain $\Omega$. We decouple the velocity $\bm u$ and pressure $p$ by deriving a novel biharmonic…
Due to its highly oscillating solution, the Helmholtz equation is numerically challenging to solve. To obtain a reasonable solution, a mesh size that is much smaller than the reciprocal of the wavenumber is typically required (known as the…
In this paper, we consider the development and analysis of a new explicit compact high-order finite difference scheme for acoustic wave equation formulated in divergence form, which is widely used to describe seismic wave propagation…
In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference…
We develop a new compact scheme for second-order PDE (parabolic and Schr\"odinger type) with a variable time-independent coefficient. It has a higher order and smaller error than classic implicit scheme. The Dirichlet and Neumann boundary…
In this paper, a new family of implicit compact finite difference schemes for computation of unsteady convection-diffusion equation with variable convection coefficient is proposed. The schemes are fourth order accurate in space and second…
This paper proposes an unconditionally stable numerical method for solving a nonlinear Sobolev model with distributed delay. The proposed computational approach approximates the time derivative by interpolation technique whereas the spatial…
This paper presents compact, symmetric, and high-order finite difference methods (FDMs) for the variable Poisson equation on a $d$-dimensional hypercube. Our scheme produces a symmetric linear system: an important property that does not…
We propose a novel non-compact, positivity-preserving scheme for linear non-divergence form parabolic equations. Based on the Feynman-Kac formula, the solution is expressed as a conditional expectation of an associated diffusion process.…
We consider a class of doubly nonlinear degenerate hyperbolic-parabolic equations with homogeneous Dirichlet boundary conditions, for which we first establish the existence and uniqueness of entropy solutions. We then turn to the…
A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…
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…
Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The…
This study investigates a class of initial-boundary value problems pertaining to the time-fractional mixed sub-diffusion and diffusion-wave equation (SDDWE). To facilitate the development of a numerical method and analysis, the original…
In this study, we propose a genuine fourth-order compact finite difference scheme for solving biharmonic equations with Dirichlet boundary conditions in both two and three dimensions. In the 2D case, we build upon the high-order compact…
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…