Related papers: Compact finite-difference scheme for some Sobolev …
This paper focusses on finite volume schemes for solving multilayer diffusion problems. We develop a finite volume method that addresses a deficiency of recently proposed finite volume/difference methods, which consider only a limited…
A new class of non-monotone finite difference (FD) approximation methods for approximating solutions to non-degenerate stationary Hamilton-Jacobi problems with Dirichlet boundary conditions is proposed and analyzed. The new FD methods add a…
We propose and analyze the numerical approximation for a viscoelastic Euler-Bernoulli beam model containing a nonlinear strong damping coefficient. The finite difference method is used for spatial discretization, while the backward Euler…
We construct and analyze a strongly consistent second-order finite difference scheme for the steady two-dimensional Stokes flow. The pressure Poisson equation is explicitly incorporated into the scheme. Our approach suggested by the first…
The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…
We describe a compatible finite element discretisation for the shallow water equations on the rotating sphere, concentrating on integrating consistent upwind stabilisation into the framework. Although the prognostic variables are velocity…
This paper presents a new method to approximate the time-dependent convection-diffusion equations using conforming finite element methods, ensuring that the discrete solution respects the physical bounds imposed by the differential…
We present a systematic approach for calculating higher-order derivatives of smooth functions on a uniform grid using Pad\'e approximants. We illustrate our findings by deriving higher-order approximations using traditional second-order…
In this paper, we revisit the old problem of compact finite difference approximations of the homogeneous Dirichlet problem in dimension 1. We design a large and natural set of schemes of arbitrary high order, and we equip this set with an…
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The diffusive coefficient is uniformly elliptic, H\"older…
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…
We prove well-posedness and higher-order regularity for a linear structurally damped plate equation with inhomogeneous Dirichlet--Neumann boundary conditions on the half-space and on bounded domains. To this end, we study maximal regularity…
We present a novel space-time isogeometric discretization of the acoustic wave equation in second-order formulation that is intrinsically unconditionally stable. The method relies on a variational framework inspired by [Walkington 2014],…
We present a criterion for uniform in time convergence of the weak error of the Euler scheme for Stochastic Differential equations (SDEs). The criterion requires i) exponential decay in time of the space-derivatives of the semigroup…
In this paper, we establish even order compact numerical schemes (4th-order, 6th-order, 8th-order, 10th-order) for Riesz derivatives by using the symmetrical fractional centred difference operator. Then we apply the derived 4th-order…
We propose a new finite difference scheme for the degenerate parabolic equation \[ \partial_t u - \mbox{div}(|\nabla u|^{p-2}\nabla u) =f, \quad p\geq 2. \] Under the assumption that the data is H\"older continuous, we establish the…
A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…
The Residual Smooting Scheme (RSS) have been introduced in \cite{AverbuchCohenIsraeli} as a backward Euler's method with a simplified implicit part for the solution of parabolic problems. RSS have stability properties comparable to those of…
Continuous-time Markov chains associated to finite-volume discretization schemes of Fokker-Planck equations are constructed. Sufficient conditions under which quantitative exponential decay in the $\phi$-entropy and Wasserstein distance are…
This paper develops and analyzes a class of semi-discrete and fully discrete weak Galerkin finite element methods for unsteady incompressible convective Brinkman-Forchheimer equations. For the spatial discretization, the methods adopt the…