Related papers: Implicit and implicit--explicit high-order BDF met…
We present two approaches for enhancing the accuracy of second order finite difference approximations of two-dimensional semilinear parabolic systems. These are the fourth order compact difference scheme and the fourth order scheme based on…
Many interesting physical problems described by systems of hyperbolic conservation laws are stiff, and thus impose a very small time-step because of the restrictive CFL stability condition. In this case, one can exploit the superior…
The novel contribution of this paper relies in the proposal of a fully implicit numerical method designed for nonlinear degenerate parabolic equations, in its convergence/stability analysis, and in the study of the related computational…
The backward differentiation formula (BDF) is a useful family of implicit methods for the numerical integration of stiff differential equations. It is well noticed that the stability and convergence of the $A$-stable BDF1 and BDF2 schemes…
In the presence of strong heterogeneities, it is well known that the use of explicit schemes for the transport of species in a porous medium suffers from severe restrictions on the time step. This has led to the development of implicit…
We propose a new family of high-order explicit generalized-$\alpha$ methods for hyperbolic problems with the feature of dissipation control. Our approach delivers $2k,\, \left(k \in \mathbb{N}\right)$ accuracy order in time by solving $k$…
In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform…
The space nonlocal Allen-Cahn equation is a famous example of fractional reaction-diffusion equations. It is also an extension of the classical Allen-Cahn equation, which is widely used in physics to describe the phenomenon of two-phase…
A method for enhancing the stability and robustness of explicit schemes in computational fluid dynamics is presented. The method is based in reformulating explicit schemes in matrix form, which cane modified gradually into semi or…
This paper deals with a high-order accurate implicit finite-difference approach to the pricing of barrier options. In this way various types of barrier options are priced, including barrier options paying rebates, and options on…
We present a new approach to parallelization of the first-order backward difference discretization (BDF1) of the time derivative in partial differential equations, such as the nonlinear heat and viscous Burgers equations. The time…
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…
Finding robot poses and trajectories represents a foundational aspect of robot motion planning. Despite decades of research, efficiently and robustly addressing these challenges is still difficult. Existing approaches are often plagued by…
We introduce a new class of finite differences schemes to approximate one dimensional dissipative semilinear hyperbolic systems with a BGK structure. Using precise analytical time-decay estimates of the local truncation error, it is…
In this paper, we present how high-order accurate solutions to elliptic partial differential equations can be achieved in arbitrary spatial domains using radial basis function-generated finite differences (RBF-FD) on unfitted node sets…
Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…
High-order accurate summation-by-parts (SBP) finite difference (FD) methods constitute efficient numerical methods for simulating large-scale hyperbolic wave propagation problems. Traditional SBP FD operators that approximate first-order…
A cell-centered implicit-explicit updated Lagrangian finite volume scheme on unstructured grids is proposed for a unified first order hyperbolic formulation of continuum fluid and solid mechanics. The scheme provably respects the stiff…
We derive an implicit-explicit (IMEX), realizability-preserving first-order scheme for moment models with Lipschitz-continuous source terms. In contrast to fully-explicit schemes the time step does not depend on the physical parameters,…
It is shown analytically that the energy-conserving implicit nonsymplectic scheme of Bacchini, Ripperda, Chen and Sironi provides a first-order accuracy to numerical solutions of a six-dimensional conservative Hamiltonian system. Because of…