Related papers: Fourth-order compact difference schemes for the on…
This paper presents an efficient parallel direct algorithm with near-optimal complexity for the compact fourth and sixth-order approximation of the three-dimensional Helmholtz equations [1] with the problem coefficient depending on only one…
We introduce a space-time finite element method for the linear time-dependent Schr\"odinger equation with Dirichlet conditions in a bounded Lipschitz domain. The proposed discretization scheme is based on a space-time variational…
The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…
We consider a time-stepping scheme of Crank-Nicolson type for the heat equation on a moving domain in Eulerian coordinates. As the spatial domain varies between subsequent time steps, an extension of the solution from the previous time step…
This manuscript deals with the analysis of numerical methods for the full discretization (in time and space) of the linear heat equation with Neumann boundary conditions, and it provides the reader with error estimates that are uniform in…
We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…
Improved five-point low dissipation nonlinear schemes are proposed in this paper within the framework of weighted compact nonlinear schemes (WCNSs) \cite{Deng2000}. Particularly we follow the work of Li and Du \cite{Li2016} on the two-stage…
We present a novel class of high-order space-time finite element schemes for the Poisson-Nernst-Planck (PNP) equations. We prove that our schemes are mass conservative, positivity preserving, and unconditionally energy stable for any order…
In this paper, a linearized Crank-Nicolson Galerkin finite element method (FEM) for generalized Ginzburg-Landau equation (GLE) is considered, in which, the difference method in time and the standard Galerkin FEM are employed. Based on the…
In recent years tamed schemes have become an important technique for simulating SDEs and SPDEs whose continuous coefficients display superlinear growth. The taming method, which involves curbing the growth of the coefficients as a function…
Invariant discretization schemes are derived for the one- and two-dimensional shallow-water equations with periodic boundary conditions. While originally designed for constructing invariant finite difference schemes, we extend the usage of…
This paper investigates quenching solutions of an one-dimensional, two-sided Riemann-Liouville fractional order convection-diffusion problem. Fractional order spatial derivatives are discretized using weighted averaging approximations in…
In this article, we study a two-dimensional singularly perturbed parabolic equation of the convection-diffusion type, characterized by discontinuities in the source term and convection coefficient at a specific point in the domain. These…
In this work, a new compact sixth order accurate finite difference scheme for the two and three-dimensional Helmholtz equation is presented. The main significance of the proposed scheme is that its sixth order leading truncation error term…
We are concerned in designing a suitable numerical scheme based on the equal-order hybrid high-order (HHO) method for the linear parabolic integro-differential equations. The spatial discretization is made using the equal-order HHO method…
In this paper, we propose a horizontal type method of lines numerical scheme for the unsteady Euler-Bernoulli beam equation. The problem is initially reformulated as a first order system of initial value problems and a suitable one-step…
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…
In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady…
In this paper, we propose a novel recovery based finite element method for the Cahn-Hilliard equation. One distinguishing feature of the method is that we discretize the fourth-order differential operator in a standard $C^0$ linear finite…
In this paper, we propose a monotone mixed finite difference scheme for solving the two-dimensional Monge-Amp\`ere equation. In order to accomplish this, we convert the Monge-Amp\`ere equation to an equivalent Hamilton-Jacobi-Bellman (HJB)…