Related papers: Convergent Sixth-order Compact Finite Difference M…
In this paper, we develop sixth-order hybrid finite difference methods (FDMs) for the elliptic interface problem $-\nabla \cdot( a\nabla u)=f$ in $\Omega\backslash \Gamma$, where $\Gamma$ is a smooth interface inside $\Omega$. The variable…
The elliptic interface problems with discontinuous and high-contrast coefficients appear in many applications and often lead to huge condition numbers of the corresponding linear systems. Thus, it is highly desired to construct high order…
In this paper, we first consider linear 2D and 3D convection-diffusion-reaction equations $-\nabla\cdot (\kappa \nabla u) + {\bm v} \cdot \nabla u + \lambda u = \phi$ and $u_t - \nabla\cdot (\kappa \nabla u) + {\bm v} \cdot \nabla u +…
In this paper, we discuss the 2D convection-diffusion-reaction equation with variable smooth coefficients and the Dirichlet boundary condition on a complicated, thin, and curved domain. We propose the fourth-order compact FDM at every grid…
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…
This paper presents a new finite difference method, called {\varphi}-FD, inspired by the {\phi}-FEM approach for solving elliptic partial differential equations (PDEs) on general geometries. The proposed method uses Cartesian grids,…
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…
In this paper, we discuss the second-order finite element method (FEM) and finite difference method (FDM) for numerically solving elliptic cross-interface problems characterized by vertical and horizontal straight lines, piecewise constant…
Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to…
Solving the three-dimensional (3D) Bratu equation is highly challenging due to the presence of multiple and sharp solutions. Research on this equation began in the late 1990s, but there are no satisfactory results to date. To address this…
For elliptic interface problems with discontinuous coefficients, the maximum accuracy order for compact 9-point finite difference scheme in irregular points is three [7]. The discontinuous coefficients usually have abrupt jumps across the…
Partial differential equations (PDEs) on surfaces appear in many applications throughout the natural and applied sciences. The classical closest point method (Ruuth and Merriman, J. Comput. Phys. 227(3):1943-1961, [2008]) is an embedding…
In this paper, we investigate 1D elliptic equations $-\nabla\cdot (a\nabla u)=f$ with rough diffusion coefficients $a$ that satisfy $0<a_{\min}\le a\le a_{\max}<\infty$ and $f\in L_2(\Omega)$. To achieve an accurate and robust numerical…
We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…
There are many numerical methods for solving partial different equations (PDEs) on manifolds such as classical implicit, finite difference, finite element, and isogeometric analysis methods which aim at improving the interoperability…
Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…
Let $\Gamma$ be a smooth curve inside a two-dimensional rectangular region $\Omega$. In this paper, we consider the Poisson interface problem $-\nabla^2 u=f$ in $\Omega\setminus \Gamma$ with Dirichlet boundary condition such that $f$ is…
In this article, we study domains $\Omega \subset \mathbb{S}^2$ that support positive solutions of the overdetermined problem $$ \Delta u + f(u,|\nabla u|)=0 \quad \text{in } \Omega, $$ subject to the boundary conditions $u=0$ on…
In this paper we develop finite difference schemes for elliptic problems with piecewise continuous coefficients that have (possibly huge) jumps across fixed internal interfaces. In contrast with such problems involving one smooth…
We introduce a generalized finite difference method for solving a large range of fully nonlinear elliptic partial differential equations in three dimensions. Methods are based on Cartesian grids, augmented by additional points carefully…