Related papers: Temporal Two-Grid Compact Difference Scheme for Be…
We develop a family of stabilized backward differentiation formula (sBDF) schemes of orders one through four for semilinear parabolic equations. The proposed methods are designed to achieve three properties that are rarely available…
In this article, we propose a two-grid based adaptive proper orthogonal decomposition (POD) method to solve the time dependent partial differential equations. Based on the error obtained in the coarse grid, we propose an error indicator for…
We consider an optimal control problem constrained by a parabolic partial differential equation (PDE) with Robin boundary conditions. We use a well-posed space-time variational formulation in Lebesgue--Bochner spaces with minimal…
This paper addresses the numerical solution of backward stochastic differential equations (BSDEs) arising in stochastic optimal control. Specifically, we investigate two BSDEs: one derived from the Hamilton-Jacobi-Bellman equation and the…
The cubic Trigonometric B-spline(CTB) functions are used to set up the collocation method for finding solutions of the Burgers' equation. The effect of the CTB in the collocation method is sought by studying two text problems. The Burgers'…
Finite difference schemes, using Backward Differentiation Formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term, of the form $$\min(v_t - a(t,x) v_{xx} + b(t,x) v_x + r(t,x) v, v-…
An instance of the multiperiod binary knapsack problem (MPBKP) is given by a horizon length $T$, a non-decreasing vector of knapsack sizes $(c_1, \ldots, c_T)$ where $c_t$ denotes the cumulative size for periods $1,\ldots,t$, and a list of…
This paper proposes and analyzes an implicit-explicit BDF-Galerkin scheme of second order for the time-dependent nonlinear thermistor problem. For this, we combine the second-order backward differentiation formula with special extrapolation…
This work delves into the exponential time differencing (ETD) schemes for the matrix-valued Allen-Cahn equation. In fact, the maximum bound principle (MBP) for the first- and second-order ETD schemes is presented in a prior publication…
In this paper, a two-sided variable-coefficient space-fractional diffusion equation with fractional Neumann boundary condition is considered. To conquer the weak singularity caused by nonlocal space-fractional differential operators, a…
In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…
A second order accurate numerical scheme is proposed and analyzed for the periodic three-component Macromolecular Microsphere Composite(MMC) hydrogels system, a ternary Cahn-Hilliard system with a Flory-Huggins-deGennes free energy…
This paper introduces bootstrap multigrid methods for solving eigenvalue problems arising from the discretization of partial differential equations. Inspired by the full bootstrap algebraic multigrid (BAMG) setup algorithm that includes an…
Solving the Boltzmann-BGK equation with traditional numerical methods suffers from high computational and memory costs due to the curse of dimensionality. In this paper, we propose a novel accuracy-preserved tensor-train (APTT) method to…
We propose a stable sixth-order compact finite difference scheme with a dynamic fifth-order staggered boundary scheme and 3(2) R-K Bogacki and Shampine adaptive time stepping for pricing American style options. To locate, fix and compute…
Time-spectral solution of ordinary and partial differential equations is often regarded as an inefficient approach. The associated extension of the time domain, as compared to finite difference methods, is believed to result in…
The conformable time fractional forms of some partial differential equations are solved in the study. The existence of chain rule and the derivative of composite function enable the equations to be reduced to some ordinary differential…
Logic-Based Benders Decomposition (LBBD) and its Branch-and-Cut variant, namely Branch-and-Check, enjoy an extensive applicability on a broad variety of problems, including scheduling. Although LBBD offers problem-specific cuts to impose…
In this paper, we propose a new second-order fast finite difference scheme in time for solving the Tempered Time Fractional Advection-Dispersion Equation. Under the assumption that the solution is nonsmooth at the initial time, we…
This paper presents Space-Time MultiGrid (STMG) methods which are suitable for performing topology optimisation of transient heat conduction problems. The proposed methods use a pointwise smoother and uniform Cartesian space-time meshes.…