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We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…

Numerical Analysis · Mathematics 2017-06-26 Brittany D. Froese , Tiago Salvador

For elliptic interface problems with discontinuous coefficients, the maximum accuracy order for compact 9-point finite difference scheme in irregular points is three [7]. The discontinuous coefficients usually have abrupt jumps across the…

Numerical Analysis · Mathematics 2022-05-04 Qiwei Feng , Bin Han , Peter Minev

In this paper, we consider the Stokes problem with Dirichlet boundary conditions and the constant kinematic viscosity $\nu$ in an axis-aligned domain $\Omega$. We decouple the velocity $\bm u$ and pressure $p$ by deriving a novel biharmonic…

Numerical Analysis · Mathematics 2025-06-17 Qiwei Feng , Bin Han , Michael Neilan

A new class of non-monotone finite difference (FD) approximation methods for approximating solutions to non-degenerate stationary Hamilton-Jacobi problems with Dirichlet boundary conditions is proposed and analyzed. The new FD methods add a…

Numerical Analysis · Mathematics 2025-02-07 T. Lewis , X. Xue

We present a class of hybrid FD-FV (finite difference and finite volume) methods for solving general hyperbolic conservation laws written in first-order form. The presentation focuses on one- and two-dimensional Cartesian grids; however,…

Numerical Analysis · Mathematics 2016-11-29 Xianyi Zeng

A finite difference method (FDM) applicable to a two dimensional (2D) quantum dot was developed as a non-conventional approach to the theoretical understandings of quantum devices. This method can be applied to a realistic potential with an…

Mesoscale and Nanoscale Physics · Physics 2013-12-16 Jai Seok Ahn

This paper presents a general framework of high-order finite difference (HFD) schemes for the tempered fractional Laplacian (TFL) based on new generating functions obtained from the discrete symbols. Specifically, for sufficiently smooth…

Numerical Analysis · Mathematics 2026-01-30 Mingyi Wang , Dongling Wang

We propose a novel finite-difference time-domain (FDTD) scheme for the solution of the Maxwell's equations in which linear dispersive effects are present. The method uses high-order accurate approximations in space and time for the…

Numerical Analysis · Mathematics 2017-06-15 Michael J. Jenkinson , Jeffrey W. Banks

We study necessary conditions for stability of a Numerov-type compact higher-order finite-difference scheme for the 1D homogeneous wave equation in the case of non-uniform spatial meshes. We first show that the uniform in time stability…

Numerical Analysis · Mathematics 2025-12-30 Alexander Zlotnik , Raimondas Čiegis

We present and compare third- as well as fifth-order accurate finite difference schemes for the numerical solution of the compressible ideal MHD equations in multiple spatial dimensions. The selected methods lean on four different…

High Energy Astrophysical Phenomena · Physics 2015-05-18 A. Mignone , P. Tzeferacos , G. Bodo

This paper proposes and analyzes a finite difference method based on compact schemes for the Euler-Bernoulli beam equation with damping terms. The method achieves fourth-order accuracy in space and second-order accuracy in time, while…

Numerical Analysis · Mathematics 2025-07-01 Wenjie Huang , Hao Wang , Shiquan Zhang , Qinyi Zhang

An improved finite difference method with compact correction term is proposed to solve the Poisson equations. The compact correction term is developed by a coupled high-order compact and low-order classical finite difference formulations.…

Numerical Analysis · Mathematics 2016-08-31 Kun Zhang , Liangbi Wang , Yuwen Zhang

Computations of incompressible flows with velocity boundary conditions require solution of a Poisson equation for pressure with all Neumann boundary conditions. Discretization of such a Poisson equation results in a rank-deficient matrix of…

Numerical Analysis · Mathematics 2022-02-08 Shantanu Shahane , Surya Pratap Vanka

This paper introduces discrete-holomorphic Perfectly Matched Layers (PMLs) specifically designed for high-order finite difference (FD) discretizations of the scalar wave equation. In contrast to standard PDE-based PMLs, the proposed method…

Numerical Analysis · Mathematics 2024-05-30 Vicente A. Hojas , Carlos Pérez-Arancibia , Manuel A. Sánchez

In this paper, a class of finite difference numerical techniques is presented to solve the second-order linear inhomogeneous damped wave equation. The consistency, stability, and convergences of these numerical schemes are discussed. The…

Numerical Analysis · Mathematics 2021-12-23 Fazel Hadadifard , Satbir Malhi , Zhengyi Xiao

We present an efficient numerical method, inspired by transformation optics, for solving the Poisson equation in complex and arbitrarily shaped geometries. The approach operates by mapping the physical domain to a uniform computational…

Numerical Analysis · Mathematics 2026-02-03 Deepak Gautam , Bhooshan Paradkar

In this work, fourth-order compact block-centered finite difference (CBCFD) schemes combined with the Crank-Nicolson discretization are constructed and analyzed for solving parabolic integro-differential type non-Fickian flows in…

Analysis of PDEs · Mathematics 2022-07-05 Xuan Zhao , Ziyan Li , Xiaoli Li

The computational efficiency of the Finite-Difference Time-Domain (FDTD) method can be significantly reduced by the presence of complex objects with fine features. Small geometrical details impose a fine mesh and a reduced time step,…

Computational Engineering, Finance, and Science · Computer Science 2021-06-30 Xinyue Zhang , Fadime Bekmambetova , Piero Triverio

The acoustic scattering problem is modeled by the exterior Helmholtz equation, which is challenging to solve due to both the unboundedness of the domain and the high dispersion error, known as the pollution effect. We develop high-order…

Numerical Analysis · Mathematics 2026-04-14 Bin Han , Jiwoon Sim

The 1D Schr\"odinger equation closed with the transparent boundary conditions(TBCs) is known as a successful model for describing quantum effects, and is usually considered with a self-consistent Poisson equation in simulating quantum…

Numerical Analysis · Mathematics 2024-11-21 Meili Guo , Haiyan Jiang , Tiao Lu , Wenqi Yao