Related papers: High-order, Compact, and Symmetric Finite Differen…
Second order accurate Cartesian grid methods have been well developed for interface problems in the literature. However, it is challenging to develop third or higher order accurate methods for problems with curved interfaces and internal…
Finite difference schemes are the method of choice for solving nonlinear, degenerate elliptic PDEs, because the Barles-Sougandis convergence framework [Barles and Sougandidis, Asymptotic Analysis, 4(3):271-283, 1991] provides sufficient…
This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn--Hilliard equation with Lipschitz nonlinearity and multiplicative noise. Based on fine estimates of the discrete Green…
We consider compact finite-difference schemes of the 4th approximation order for an initial-boundary value problem (IBVP) for the $n$-dimensional non-homogeneous wave equation, $n\geq 1$. Their construction is accomplished by both the…
We propose two classes of mixed finite elements for linear elasticity of any order, with interior penalty for nonconforming symmetric stress approximation. One key point of our method is to introduce some appropriate nonconforming…
We develop a monotone finite volume method for the time fractional Fokker-Planck equations and theoretically prove its unconditional stability. We show that the convergence rate of this method is order 1 in space and if the space grid…
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…
The gradient discretisation method (GDM) is a generic framework for designing and analysing numerical schemes for diffusion models. In this paper, we study the GDM for the porous medium equation, including fast diffusion and slow diffusion…
Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…
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)…
This paper introduces the basic concepts for physics-compatible discretization techniques. The paper gives a clear distinction between vectors and forms. Based on the difference between forms and pseudo-forms and the $\star$-operator which…
For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for…
Nonnegative directional splittings of anisotropic diffusion operators in the divergence form are investigated. Conditions are established for nonnegative directional splittings to hold in a neighborhood of an arbitrary interior point. The…
Let $\Gamma$ be a smooth curve inside a two-dimensional rectangular region $\Omega$. In this paper, we consider the Poisson interface problem $-\nabla^2 u=f$ in $\Omega\setminus \Gamma$ with Dirichlet boundary condition such that $f$ is…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
In this paper, we propose and analyze a high-order finite volume method for the Poisson problem based on the reduced discontinuous Galerkin (RDG) space. The main idea is to employ the RDG space as the trial space and the piecewise constant…
This paper introduces an effcient class of adaptive stencil extension reconstruction methods based on a discontinuity feedback factor, addressing the challenges of weak robustness and high computational cost in high-order schemes,…
The Fast Multipole Method (FMM) provides a highly efficient computational tool for solving constant coefficient partial differential equations (e.g. the Poisson equation) on infinite domains. The solution to such an equation is given as the…
In this paper, we study the L2 stability of high-order finite-volume schemes for the 1D transport equation on non-uniform meshes. We consider the case when a small periodic perturbation is applied to a uniform mesh. For this case, we…
We prove first-order convergence of semi-discrete monotone finite difference schemes for Hamilton--Jacobi equations on the Wasserstein space over a finite graph. A central challenge is the boundary degeneracy of the Wasserstein simplex,…