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We show that the classical fourth order accurate compact finite difference scheme with high order strong stability preserving time discretizations for convection diffusion problems satisfies a weak monotonicity property, which implies that…

Numerical Analysis · Mathematics 2023-10-26 Hao Li , Shusen Xie , Xiangxiong Zhang

We present the multiplier method of constructing conservative finite difference schemes for ordinary and partial differential equations. Given a system of differential equations possessing conservation laws, our approach is based on…

Numerical Analysis · Mathematics 2016-01-12 Andy T. S. Wan , Alexander Bihlo , Jean-Christophe Nave

In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…

Numerical Analysis · Mathematics 2013-12-19 Shuvam Sen

In this study, we propose a genuine fourth-order compact finite difference scheme for solving biharmonic equations with Dirichlet boundary conditions in both two and three dimensions. In the 2D case, we build upon the high-order compact…

Numerical Analysis · Mathematics 2024-09-04 Kejia Pan , Jin Li , Zhilin Li , Kang Fu

We establish quantitative compactness estimates for finite difference schemes used to solve nonlinear conservation laws. These equations involve a flux function $f(k(x,t),u)$, where the coefficient $k(x,t$ is $BV$-regular and may exhibit…

Numerical Analysis · Mathematics 2023-10-31 Kenneth H. Karlsen , John D. Towers

A unified framework to derive optimized compact schemes for a uniform grid is presented. The optimal scheme coefficients are determined analytically by solving an optimization problem to minimize the spectral error subject to equality…

Numerical Analysis · Mathematics 2019-12-17 Vedang M. Deshpande , Raktim Bhattacharya , Diego A. Donzis

This paper presents compact, symmetric, and high-order finite difference methods (FDMs) for the variable Poisson equation on a $d$-dimensional hypercube. Our scheme produces a symmetric linear system: an important property that does not…

Numerical Analysis · Mathematics 2025-11-14 Qiwei Feng , Bin Han , Michelle Michelle , Jiwoon Sim

Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The…

Numerical Analysis · Mathematics 2024-01-30 Anindya Goswami , Kuldip Singh Patel , Pradeep Kumar Sahu

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 concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…

Numerical Analysis · Mathematics 2019-02-06 Graham Baird , Endre Süli

We propose a high-order finite element method for linear fourth-order elliptic problems that is both nodally bound-preserving and mass-conservative, based on a variational inequality formulation. The method admits an equivalent strictly…

Numerical Analysis · Mathematics 2026-05-25 Jie Shen , Zuodong Wang

In this paper, we propose a method, that is based on equivariant moving frames, for development of high order accurate invariant compact finite difference schemes that preserve Lie symmetries of underlying partial differential equations. In…

Mathematical Physics · Physics 2020-02-19 Ersin Ozbenli , Prakash Vedula

In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed…

Numerical Analysis · Mathematics 2023-10-12 Chen Liu , Yuan Gao , Xiangxiong Zhang

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…

Numerical Analysis · Mathematics 2013-09-23 Siu A. Chin

We show a novel systematic way to construct conservative finite difference schemes for quasilinear first-order system of ordinary differential equations with conserved quantities. In particular, this includes both autonomous and…

Numerical Analysis · Mathematics 2018-05-23 Andy T. S. Wan , Alexander Bihlo , Jean-Christophe Nave

In this paper we present an algorithmic approach to the generation of fully conservative difference schemes for linear partial differential equations. The approach is based on enlargement of the equations in their integral conservation law…

Rings and Algebras · Mathematics 2008-04-24 Vladimir P. Gerdt , Yuri A. Blinkov , Vladimir V. Mozzhilkin

We propose a structure-preserving finite difference scheme for the Cahn-Hilliard equation with a dynamic boundary condition using the discrete variational derivative method (DVDM). In this approach, it is important and essential how to…

Numerical Analysis · Mathematics 2020-07-17 Makoto Okumura , Takeshi Fukao , Daisuke Furihata , Shuji Yoshikawa

A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…

Numerical Analysis · Mathematics 2019-07-04 Jialing Zhong , Hong-lin Liao , Bingquan Ji , Luming Zhang

We propose a new fully-discretized finite difference scheme for a quantum diffusion equation, in both one and two dimensions. This is the first fully-discretized scheme with proven positivity-preserving and energy stable properties using…

Numerical Analysis · Mathematics 2020-04-10 Xiaokai Huo , Hailiang Liu

Differential flatness serves as a powerful tool for controlling continuous time nonlinear systems in problems such as motion planning and trajectory tracking. A similar notion, called difference flatness, exists for discrete-time systems.…

Systems and Control · Electrical Eng. & Systems 2025-11-17 Ashutosh Jindal , Florentina Nicolau , David Martin Diego , Ravi Banavar
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