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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…

Numerical Analysis · Mathematics 2025-11-14 Qiwei Feng , Bin Han , Michelle Michelle , Jiwoon Sim

We present an approach to simulate the 3D isotropic elastic wave propagation using nonuniform finite difference discretization on staggered grids. Specifically, we consider simulation domains composed of layers of uniform grids with…

Numerical Analysis · Mathematics 2022-09-13 Longfei Gao , Omar Ghattas , David Keyes

This paper proposes a novel Generalized Non-Standard Finite Difference (GNSFD) scheme for the numerical solution of a class of fractional partial differential equations (FrPDEs). The formulation of the method is grounded in optimization and…

Numerical Analysis · Mathematics 2025-09-17 Devank Mishra , Sheerin Kayenat , Amit K. Verma

In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform…

Numerical Analysis · Mathematics 2016-04-04 Lijing Zhao , Weihua Deng

In this paper, a two-sided variable-coefficient space-fractional diffusion equation with fractional Neumann boundary condition is considered. To conquer the weak singularity caused by nonlocal space-fractional differential operators, a…

Numerical Analysis · Mathematics 2024-10-07 Meijie Kong , Hongfei Fu

This work proposes an efficient space-time two-grid compact difference (ST-TGCD) scheme for solving the two-dimensional (2D) viscous Burgers' equation subject to initial and periodic boundary conditions. The proposed approach combines a…

Numerical Analysis · Mathematics 2025-10-20 Xiangyi Peng , Lisen Ding , Wenlin Qiu

It is known that the solution of a conservative steady-state two-sided fractional diffusion problem can exhibit singularities near the boundaries. As consequence of this, and due to the conservative nature of the problem, we adopt a finite…

Numerical Analysis · Mathematics 2022-09-20 Marco Donatelli , Rolf Krause , Mariarosa Mazza , Ken Trotti

We introduce an efficient and accurate staggered-grid finite-difference (SGFD) method to solve the two-dimensional elastic wave equation. We use a coupled first-order stress-velocity formulation. In the standard implementation of SGFD…

Numerical Analysis · Mathematics 2020-12-15 Wenquan Liang , Yanfei Wang , Ursula Iturrarán-Viveros

Modelling radar wave propagation in frequency domain is appealing in full waveform inversion because it allows decreasing the non-linearity of the problem, decreasing the dimension of the data space, better description of attenuation, and…

Geophysics · Physics 2020-05-06 Doyon Bernard , Giroux Bernard

This work is devoted to the numerical simulation of nonlinear Schr\"odinger and Klein-Gordon equations. We present a general strategy to construct numerical schemes which are uniformly accurate with respect to the oscillation frequency.…

Numerical Analysis · Mathematics 2013-08-05 Philippe Chartier , Nicolas Crouseilles , Mohammed Lemou , Florian Méhats

The present paper deals with the numerical solution of time-fractional advection-diffusion equations involving the Caputo derivative with source term by means of an unconditionally stable implicit finite difference method on quasi-uniform…

Numerical Analysis · Mathematics 2018-02-14 Riccardo Fazio , Alessandra Jannelli

We developed fast direct solver for 3D Helmholtz and Maxwell equations in layered medium. The algorithm is based on the ideas of cyclic reduction for separable matrices. For the grids with major uniform part (within the survey domain in the…

Numerical Analysis · Mathematics 2019-09-04 Vladimir Druskin , Mikhail Zaslavsky

Propagation characteristics of a wave are defined by the dispersion relationship, from which the governing partial differential equation (PDE) can be recovered. PDEs are commonly solved numerically using the finite-difference (FD) method,…

Numerical Analysis · Mathematics 2021-07-29 Edward Caunt

Large-scale simulations of the wave equation in electromagnetism, seismology, and acoustics, can be solved efficiently by finite difference methods. The accuracy of these numerical solutions usually depends on the minimization of…

Medical Physics · Physics 2021-06-23 Gianmarco Pinton

A unified framework to derive optimized compact schemes for a uniform grid is presented. The optimal scheme coefficients are determined analytically by solving an optimization problem to minimize the spectral error subject to equality…

Numerical Analysis · Mathematics 2019-12-17 Vedang M. Deshpande , Raktim Bhattacharya , Diego A. Donzis

In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…

Numerical Analysis · Mathematics 2021-09-15 Xian-Ming Gu , Ting-Zhu Huang , Yong-Liang Zhao , Pin Lyu , Bruno Carpentieri

A new formalism is presented for finding equilibrium distribution functions for axisymmetric systems. The formalism, obtainded by using the concept of fractional derivatives, generalizes the methods of Fricke (1952), Kalnajs (1972) and…

Astrophysics · Physics 2009-06-14 Juan F. Pedraza , Javier Ramos-Caro , Guillermo A. Gonzalez

We present the design and implementation details of a geometric multigrid method on adaptively refined meshes for massively parallel computations. The method uses local smoothing on the refined part of the mesh. Partitioning is achieved by…

Numerical Analysis · Computer Science 2021-08-04 Thomas C. Clevenger , Timo Heister , Guido Kanschat , Martin Kronbichler

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

Simulation of 3D low-frequency electromagnetic fields propagating in the Earth is computationally expensive. We present a fictitious wave domain high-order finite-difference time-domain (FDTD) modelling method on nonuniform grids to compute…

Numerical Analysis · Mathematics 2023-02-13 Pengliang Yang , Rune Mittet