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In these lectures we review two procedures for constructing finite difference numerical schemes that preserve symmetries of differential equations. The first approach is based on Lie's infinitesimal symmetry generators, while the second…

Numerical Analysis · Mathematics 2016-12-07 Alexander Bihlo , Francis Valiquette

I prove that a centre manifold approach to creating finite difference models will consistently model linear dynamics as the grid spacing becomes small. Using such tools of dynamical systems theory gives new assurances about the quality of…

Numerical Analysis · Mathematics 2025-10-20 A. J. Roberts

In this work, we propose and develop efficient and accurate numerical methods for solving the Kirchhoff-Love plate model in domains with complex geometries. The algorithms proposed here employ curvilinear finite-difference methods for…

Numerical Analysis · Mathematics 2021-05-13 Longfei Li , Hangjie Ji , Qi Tang

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…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

A series of third- and fifth-order hybrid compact least-squares central weighted essentially non-oscillatory schemes are proposed and applied to curvilinear structured grids for the finite volume method. In smooth regions, compact…

Fluid Dynamics · Physics 2025-08-05 Jianhua Pan , Luxin Li , Ji Yin , Wei-Gang Zeng

In this paper we consider splitting methods for nonlinear ordinary differential equations in which one of the (partial) flows that results from the splitting procedure can not be computed exactly. Instead, we insert a well-chosen state…

Numerical Analysis · Mathematics 2014-05-27 Lukas Einkemmer , Alexander Ostermann

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…

Numerical Analysis · Mathematics 2016-11-22 Hengfei Ding , Changpin Li

We show that, even for extremely stiff systems, explicit integration may compete in both accuracy and speed with implicit methods if algebraic methods are used to stabilize the numerical integration. The required stabilizing algebra depends…

Solar and Stellar Astrophysics · Physics 2016-08-01 M. W. Guidry , R. Budiardja , E. Feger , J. J. Billings , W. R. Hix , O. E. B. Messer , K. J. Roche , E. McMahon , M. He

We show that the classical fourth order accurate compact finite difference scheme with high order strong stability preserving time discretizations for convection diffusion problems satisfies a weak monotonicity property, which implies that…

Numerical Analysis · Mathematics 2023-10-26 Hao Li , Shusen Xie , Xiangxiong Zhang

Multidimensional population balance models (PBMs) describe chemical and biological processes having a distribution over two or more intrinsic properties (such as size and age, or two independent spatial variables). The incorporation of…

Computational Engineering, Finance, and Science · Computer Science 2025-04-29 Pavan Inguva , Richard D. Braatz

In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…

Numerical Analysis · Mathematics 2022-11-10 Guoliang Zhang , Hongqiang Zhu , Tao Xiong

Unfitted boundary methods are widely used to numerically solve partial differential equations (PDEs) on irregular domains, avoiding the computational burden of generating boundary-conforming grids. In the finite-difference framework,…

Numerical Analysis · Mathematics 2026-04-20 Armando Coco , Alessandro Coclite , Stéphane Clain , Rui Miguel Pereira

High order discretization schemes play more important role in fractional operators than classical ones. This is because usually for classical derivatives the stencil for high order discretization schemes is wider than low order ones; but…

Numerical Analysis · Mathematics 2014-09-05 Minghua Chen , Weihua Deng

We present a new finite volume scheme for anisotropic heterogeneous diffusion problems on unstructured irregular grids, which simultaneously gives an approximation of the solution and of its gradient. In the case of simplicial meshes, the…

Numerical Analysis · Mathematics 2016-08-16 Jérôme Droniou , Robert Eymard

We present a new technique for the numerical simulation of axisymmetric systems. This technique avoids the coordinate singularities which often arise when cylindrical or polar-spherical coordinate finite difference grids are used,…

General Relativity and Quantum Cosmology · Physics 2008-11-26 M. Alcubierre , S. Brandt , B. Bruegmann , D. Holz , E. Seidel , R. Takahashi , J. Thornburg

The Cahn-Hilliard equation is related with a number of interesting physical phenomena like the spinodal decomposition, phase separation and phase ordering dynamics. On the other hand this equation is very stiff an the difficulty to solve it…

Statistical Mechanics · Physics 2009-11-10 E. V. L. de Mello , Otton Teixeira da Silveira Filho

In this paper we provide a rigorous mathematical foundation for continuous approximations of a class of systems with piece-wise continuous functions. By using techniques from the theory of differential inclusions, the underlying piece-wise…

Chaotic Dynamics · Physics 2014-08-20 Marius-F. Danca

We develop a two-dimensional high-order numerical scheme that exactly preserves and captures the moving steady states of the shallow water equations with topography or Manning friction. The high-order accuracy relies on a suitable…

Numerical Analysis · Mathematics 2022-02-24 Victor Michel-Dansac , Christophe Berthon , Stéphane Clain , Françoise Foucher

In the given paper we consider finite difference approximations to systems of polynomially-nonlinear partial differential equations whose coefficients are rational functions over rationals in the independent variables. The notion of strong…

Analysis of PDEs · Mathematics 2012-05-01 Vladimir P. Gerdt

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…

Numerical Analysis · Mathematics 2022-10-26 Siyang Wang , Gunilla Kreiss