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A method is developed for solving quasilinear convection diffusion problems starting on a coarse mesh where the data and solution-dependent coefficients are unresolved, the problem is unstable and approximation properties do not hold. The…

Numerical Analysis · Mathematics 2015-02-10 Sara Pollock

This work presents a novel interpolation-free mesh adaptation technique for the Euler equations within the arbitrary Lagrangian Eulerian framework. For the spatial discretization, we consider a residual distribution scheme, which provides a…

Numerical Analysis · Mathematics 2022-04-26 Stefano Colombo , Barbara Re

In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Hai-Wei Sun , Yanzhi Zhang , Yong-Liang Zhao

The choice of numerical integrator in approximating solutions to dynamic partial differential equations depends on the smallest time-scale of the problem at hand. Large-scale deformations in elastic solids contain both shear waves and bulk…

Numerical Analysis · Mathematics 2025-02-21 Edward M. Terrell , Boyce E. Griffith

The splitting method is a powerful method for solving partial differential equations. Various splitting methods have been designed to separate different physics, nonlinearities, and so on. Recently, a new splitting approach has been…

Numerical Analysis · Mathematics 2023-03-22 Yalchin Efendiev , Wing Tat Leung , Wenyuan Li , Zecheng Zhang

Implicit schemes have been extensively used in building physics to compute the solution of moisture diffusion problems in porous materials for improving stability conditions. Nevertheless, these schemes require important sub-iterations when…

Computational Engineering, Finance, and Science · Computer Science 2020-02-20 Suelen Gasparin , Julien Berger , Denys Dutykh , Nathan Mendes

This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…

Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…

Numerical Analysis · Mathematics 2008-04-04 F. Cavalli , M. Semplice

In this paper we consider multi-dimensional partial differential equations of parabolic type involving divergence form operators that possess a discontinuous coefficient matrix along some smooth interface. The solution of the equation is…

Probability · Mathematics 2020-03-27 Pierre Etore , Miguel Martinez

We study the strong approximation of stochastic differential equations with discontinuous drift coefficients and (possibly) degenerate diffusion coefficients. To account for the discontinuity of the drift coefficient we construct an…

Numerical Analysis · Mathematics 2019-04-25 Andreas Neuenkirch , Michaela Szölgyenyi , Lukasz Szpruch

In this paper, a linearized fully discrete scheme is proposed to solve the two-dimensional nonlinear time fractional Schr\"odinger equation with weakly singular solutions, which is constructed by using L1 scheme for Caputo fractional…

Numerical Analysis · Mathematics 2025-04-15 Jun Ma , Tao Sun , Hu Chen

A linearly implicit conservative difference scheme is applied to discretize the attractive coupled nonlinear Schr\"odinger equations with fractional Laplacian. Complex symmetric linear systems can be obtained, and the system matrices are…

Numerical Analysis · Mathematics 2023-10-19 Yan Cheng , Xi Yang

We propose second-order implicit-explicit (IMEX) time-stepping schemes for nonlinear fractional differential equations with fractional order $0<\beta<1$. From the known structure of the non-smooth solution and by introducing corresponding…

Numerical Analysis · Mathematics 2016-08-03 Wanrong Cao , Fanhai Zeng , Zhongqiang Zhang , George Em Karniadakis

In this paper, we deal with distributed estimation problems in diffusion networks with heterogeneous nodes, i.e., nodes that either implement different adaptive rules or differ in some other aspect such as the filter structure or length, or…

Systems and Control · Computer Science 2017-09-05 Jesus Fernandez-Bes , Jerónimo Arenas-García , Magno T. M. Silva , Luis A. Azpicueta-Ruiz

This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…

Numerical Analysis · Mathematics 2022-05-13 Qifeng Zhang , Jiyuan Zhang , Zhi-zhong Sun

We propose a second order finite volume scheme for nonlinear degenerate parabolic equations. For some of these models (porous media equation, drift-diffusion system for semiconductors, ...) it has been proved that the transient solution…

Numerical Analysis · Mathematics 2019-04-22 Marianne Bessemoulin-Chatard , Francis Filbet

This paper is concerned with the time-step condition of commonly-used linearized semi-implicit schemes for nonlinear parabolic PDEs with Galerkin finite element approximations. In particular, we study the time-dependent nonlinear Joule…

Numerical Analysis · Mathematics 2013-05-06 Buyang Li , Weiwei Sun

A new type of systematic approach to study the incompressible Euler equations numerically via the vanishing viscosity limit is proposed in this work. We show the new strategy is unconditionally stable that the $L^2$-energy dissipates and…

Numerical Analysis · Mathematics 2024-06-19 Xinyu Cheng , Zhaonan Luo , Sheng Wang

In this paper, we propose an adaptive high-order method for hyperbolic systems of conservation laws. The proposed method is based on a dual formulation approach: Two numerical solutions, corresponding to conservative and nonconservative…

Numerical Analysis · Mathematics 2026-01-29 Alina Chertock , Qingcheng Fu , Alexander Kurganov , Lorenzo Micalizzi

The use of implicit time-stepping schemes for the numerical approximation of solutions to stiff nonlinear time-evolution equations brings well-known advantages including, typically, better stability behaviour and corresponding support of…

Numerical Analysis · Mathematics 2025-02-14 Tianyu Jin , Georg Maierhofer , Katharina Schratz , Yang Xiang