Related papers: A new class of finite difference methods: The zigz…
The stability of difference schemes for, in general, hyperbolic systems of conservation laws with source terms are studied. The basic approach is to investigate the stability of a non-linear scheme in terms of its cor- responding scheme in…
We use high order finite difference methods to solve the wave equation in the second order form. The spatial discretization is performed by finite difference operators satisfying a summation-by-parts property. The focus of this work is on…
Numerical schemes used for the integration of complex flow simulations should provide accurate solutions for the long time integrations these flows require. To this end, the performance of various high-order accurate numerical schemes is…
We introduce a new class of finite differences schemes to approximate one dimensional dissipative semilinear hyperbolic systems with a BGK structure. Using precise analytical time-decay estimates of the local truncation error, it is…
This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme using space and time truncation, requiring only finite…
This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…
Gradient schemes is a framework which enables the unified convergence analysis of many different methods -- such as finite elements (conforming, non-conforming and mixed) and finite volumes methods -- for $2^{\rm nd}$ order diffusion…
Finite differences, finite elements, and their generalizations are widely used for solving partial differential equations, and their high-order variants have respective advantages and disadvantages. Traditionally, these methods are treated…
We introduce a fluid dynamics algorithm that performs with nearly spectral accuracy, but uses finite-differences instead of FFTs to compute gradients and thus executes 10 times faster. The finite differencing is not based on a high-order…
This paper proposes a new second-order symmetric algorithm for solving decoupled forward-backward stochastic differential equations. Inspired by the alternating direction implicit splitting method for partial differential equations, we…
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,…
Novel multi-step predictor-corrector numerical schemes have been derived for approximating decoupled forward-backward stochastic differential equations (FBSDEs). The stability and high order rate of convergence of the schemes are rigorously…
We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…
Finite difference schemes for the simulation of elastic waves in materi- als with jump discontinuities are presented. The key feature is the highly accurate treatment of interfaces where media discontinuities arise. The schemes are…
We present high-order compact schemes for a linear second-order parabolic partial differential equation (PDE) with mixed second-order derivative terms in two spatial dimensions. The schemes are applied to option pricing PDE for a family of…
We introduce novel finite element schemes for curve diffusion and elastic flow in arbitrary codimension. The schemes are based on a variational form of a system that includes a specifically chosen tangential motion. We derive optimal $L^2$-…
We propose a new discrete FFT-based method for computational homogenization of micromechanics on a regular grid that is simple, fast and robust. The discretization scheme is based on a tetrahedral stencil that displays three crucial…
Zigzag persistent homology is a powerful generalisation of persistent homology that allows one not only to compute persistence diagrams with less noise and using less memory, but also to use persistence in new fields of application.…
We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…
A novel method for constructing robust and high-order accurate weighted essentially non-oscillatory (WENO) scheme is proposed in this paper. The method is mainly based on the WENO-Z type scheme, in which, an eighth-order global smoothness…