Related papers: A Semi-Explicit Compact Fourth-Order Finite-Differ…
This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…
In this paper an even higher-order compact GKS up to sixth order of accuracy will be constructed for the shock and acoustic wave computation on unstructured mesh. The compactness is defined by the physical domain of dependence for an…
In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference…
New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…
We construct a three-point compact finite difference scheme on a non-uniform mesh for the time-fractional Black-Scholes equation. We show that for special graded meshes used in finance, the Tavella-Randall and the quadratic meshes the…
We present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which…
We show that a generalised sparse grid combination technique which combines multi-variate extrapolation of finite difference solutions with the standard combination formula lifts a second order accurate scheme on regular meshes to a fourth…
Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…
In this paper, we propose a new second-order fast finite difference scheme in time for solving the Tempered Time Fractional Advection-Dispersion Equation. Under the assumption that the solution is nonsmooth at the initial time, we…
In this paper, a third-order compact gas-kinetic scheme is firstly proposed for three-dimensional computation for the compressible Euler and Navier-Stokes solutions. The scheme achieves its compactness due to the time-dependent gas…
The nonlinear weakly dispersive Serre equations contain higher-order dispersive terms. This includes a mixed derivative flux term which is difficult to handle numerically. The mix spatial and temporal derivative dispersive term is replaced…
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…
In this study, we propose a genuine fourth-order compact finite difference scheme for solving biharmonic equations with Dirichlet boundary conditions in both two and three dimensions. In the 2D case, we build upon the high-order compact…
We investigate a local modification of a variable-order fractional wave equation, which describes the propagation of diffusive wave in viscoelastic media with evolving physical property. We incorporate an equivalent formulation to prove the…
In this work, we report the development of a spatially fourth order temporally second order compact scheme for incompressible Navier-Stokes (N-S) equations in time-varying domain. Sen [J. Comput. Phys. 251 (2013) 251-271] put forward an…
We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved…
Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The…
This work introduces a new higher-order accurate super compact (HOSC) finite difference scheme for solving complex unsteady three-dimensional (3D) non-Newtonian fluid flow problems. As per the author's knowledge, the proposed scheme is the…
Finite difference approximation, in addition to Taylor truncation errors, introduces numerical dispersion-and-dissipation errors into numerical solutions of partial differential equations. We analyze a class of finite difference schemes…
In this paper, we consider a pressure-velocity formulation of the heterogeneous wave equation and employ the constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM) to solve this problem. The proposed method…