Related papers: A Semi-Explicit Compact Fourth-Order Finite-Differ…
In this paper, a compact alternating direction implicit (ADI) finite difference scheme for the two-dimensional time fractional diffusion-wave equation is developed, with temporal and spatial accuracy order equal to two and four…
In this work, a simple fourth-order accurate finite volume semi-discrete scheme is introduced to solve astrophysical magnetohydrodynamics (MHD) problems on Cartesian meshes. Hydrodynamic quantities like density, momentum and energy are…
We describe a fourth-order accurate finite-difference time-domain scheme for solving dispersive Maxwell's equations with nonlinear multi-level carrier kinetics models. The scheme is based on an efficient single-step three time-level…
Based on our recent results, in this paper, a compact finite difference scheme is derived for a time fractional differential equation subject to the Neumann boundary conditions. The proposed scheme is second order accurate in time and…
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.…
Efficient and accurate numerical simulation of seismic wave propagation is important in various Geophysical applications such as seismic full waveform inversion (FWI) problem. However, due to the large size of the physical domain and…
Acoustic scattering of waves by bounded inhomogeneities in an unbounded homogeneous domain is considered. A symmetric coupled system of time-domain boundary integral equations and the second order formulation of the wave equation is…
In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities of the solution, we construct a finite difference scheme with…
We study necessary conditions for stability of a Numerov-type compact higher-order finite-difference scheme for the 1D homogeneous wave equation in the case of non-uniform spatial meshes. We first show that the uniform in time stability…
In this paper, a class of finite difference numerical techniques is presented to solve the second-order linear inhomogeneous damped wave equation. The consistency, stability, and convergences of these numerical schemes are discussed. The…
The main contribution of this work is to construct and analyze stable and high order schemes to efficiently solve the two-dimensional time Caputo-Fabrizio fractional diffusion equation. Based on a third-order finite difference method in…
A family of implicit-in-time mixed finite element schemes is presented for the numerical approximation of the acoustic wave equation. The mixed space discretization is based on the displacement form of the wave equation and the…
In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a…
In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…
For computational acoustics, schemes need to have low-dispersion and low-dissipation properties in order to capture the amplitude and phase of the wave correctly. To improve the spectral properties of the scheme, the authors have previously…
Popular finite difference numerical schemes for the resolution of the one-dimensional acoustic wave equation are well-known to be convergent. We present a comprehensive formalization of the simplest one and formally prove its convergence in…
Popular finite difference numerical schemes for the resolution of the one-dimensional acoustic wave equation are well-known to be convergent. We present a comprehensive formalization of the simplest one and formally prove its convergence in…
The acoustic scattering problem is modeled by the exterior Helmholtz equation, which is challenging to solve due to both the unboundedness of the domain and the high dispersion error, known as the pollution effect. We develop high-order…
In this paper, we consider numerical homogenization of acoustic wave equations with heterogeneous coefficients, namely, when the bulk modulus and the density of the medium are only bounded. We show that under a Cordes type condition the…
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…