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We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

Numerical Analysis · Mathematics 2022-10-26 Siyang Wang , Gunilla Kreiss

In this work, we introduce a new space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable, and a modified Hilbert transformation is used. For this…

Numerical Analysis · Mathematics 2021-03-09 Richard Löscher , Olaf Steinbach , Marco Zank

We propose a space-time isogeometric finite element method for the linear Schr\"odinger equation, and establish its unconditional stability through a matrix-based analysis. Although maximal-regularity splines in time provide higher accuracy…

Numerical Analysis · Mathematics 2026-05-06 Matteo Ferrari , Sergio Gómez

Mixed boundary conditions are introduced to finite element exterior calculus. We construct smoothed projections from Sobolev de Rham complexes onto finite element de Rham complexes which commute with the exterior derivative, preserve…

Numerical Analysis · Mathematics 2017-10-20 Martin W. Licht

This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…

Numerical Analysis · Mathematics 2019-02-06 Graham Baird , Endre Süli

Linear stationary reaction-convection-diffusion equations with Dirichlet boundary conditions are approximated using a simple finite difference method corresponding to central differences and the addition of a high-order stabilization term…

Numerical Analysis · Mathematics 2025-02-07 T. Lewis , X. Xue

We propose a Bernoulli phase-fitted (BPF) finite difference method for the Helmholtz equation on the interval $(0, L)$ with impedance boundary conditions. The scheme is derived from a complexified Scharfetter--Gummel discretization of the…

Numerical Analysis · Mathematics 2026-05-21 Ansgar Jüngel , Panchi Li , Zhiwei Sun , Zhiwen Zhang

This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn--Hilliard equation with Lipschitz nonlinearity and multiplicative noise. Based on fine estimates of the discrete Green…

Numerical Analysis · Mathematics 2026-04-14 Jialin Hong , Diancong Jin , Derui Sheng

We propose a finite volume scheme for a class of nonlinear parabolic equations endowed with non-homogeneous Dirichlet boundary conditions and which admit relative en-tropy functionals. For this kind of models including porous media…

Numerical Analysis · Mathematics 2017-04-21 Francis Filbet , Maxime Herda

Implicit constitutive theory provides a very general framework for fluid flow models, including both Newtonian and generalized Newtonian fluids, where the Cauchy stress tensor and the rate of strain tensor are assumed to be related by an…

Numerical Analysis · Mathematics 2019-02-22 Endre Süli , Tabea Tscherpel

We build convergent discretizations and semi-implicit solvers for the Infinity Laplacian and the game theoretical $p$-Laplacian. The discretizations simplify and generalize earlier ones. We prove convergence of the solution of the Wide…

Numerical Analysis · Mathematics 2012-12-06 Adam M. Oberman

In this paper, a compact third-order gas-kinetic scheme is proposed for the compressible Euler and Navier-Stokes equations. The main reason for the feasibility to develop such a high-order scheme with compact stencil, which involves only…

Numerical Analysis · Mathematics 2023-07-19 Liang Pan , Kun Xu

A new, improved split-step backward Euler (SSBE) method is introduced and analyzed for stochastic differential delay equations(SDDEs) with generic variable delay. The method is proved to be convergent in mean-square sense under conditions…

Numerical Analysis · Mathematics 2011-07-05 Xiaojie Wang , Siqing Gan

We deal with an initial-boundary value problem for the multidimensional acoustic wave equation, with the variable speed of sound. For a three-level semi-explicit in time higher-order vector compact scheme, we prove stability and derive 4th…

Numerical Analysis · Mathematics 2026-01-01 Alexander Zlotnik , Timofey Lomonosov

We consider compact finite-difference schemes of the 4th approximation order for an initial-boundary value problem (IBVP) for the $n$-dimensional non-homogeneous wave equation, $n\geq 1$. Their construction is accomplished by both the…

Numerical Analysis · Mathematics 2025-12-30 Alexander Zlotnik , Olga Kireeva

We prove the well--posedness of a dynamical perfect plasticity model under general assumptions on the stress constraint set and on the reference configuration. The problem is studied by combining both calculus of variations and hyperbolic…

Analysis of PDEs · Mathematics 2019-12-13 Jean-François Babadjian , Vito Crismale

This work proposes an efficient, linear, and fully decoupled pressure-correction scheme for the 2D stochastic Navier-Stokes equations with multiplicative noise and Dirichlet boundary condition. Leveraging the auxiliary variable approach,…

Numerical Analysis · Mathematics 2025-11-20 Can Huang , Weiwen Wang , Chuanju Xu

In this work, we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear Fokker-Planck equation and the Keller-Segel equations.…

Numerical Analysis · Mathematics 2022-03-25 Jingwei Hu , Xiangxiong Zhang

Let $(X_t)_{t \ge 0}$ be the solution of the stochastic differential equation $$dX_t = b(X_t) dt+A dZ_t, \quad X_{0}=x,$$ where $b: \mathbb{R}^d \rightarrow \mathbb R^d$ is a Lipschitz function, $A \in \mathbb R^{d \times d}$ is a positive…

Probability · Mathematics 2023-10-10 Peng Chen , Xinghu Jin , Yimin Xiao , Lihu Xu

Pseudospectral collocation methods and finite difference methods have been used for approximating an important family of soliton like solutions of the mKdV equation. These solutions present a structural instability which make difficult to…

Numerical Analysis · Mathematics 2011-09-29 Carlos Gorria , Miguel A. Alejo , Luis Vega