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On the basis of the recent group classification of the one-dimensional magnetohydrodynamics (MHD) equations in cylindrical geometry, the construction of symmetry-preserving finite-difference schemes with conservation laws is carried out.…

Fluid Dynamics · Physics 2023-10-24 E. I. Kaptsov , V. A. Dorodnitsyn , S. V. Meleshko

In the given paper we consider finite difference approximations to systems of polynomially-nonlinear partial differential equations whose coefficients are rational functions over rationals in the independent variables. The notion of strong…

Analysis of PDEs · Mathematics 2012-05-01 Vladimir P. Gerdt

We consider the numerical approximation of compressible flow in a pipe network. Appropriate coupling conditions are formulated that allow us to derive a variational characterization of solutions and to prove global balance laws for the…

Numerical Analysis · Mathematics 2016-10-06 Herbert Egger

We evaluate the hedging performance of a high-order compact finite difference scheme from [4] for option pricing in Bates model. We compare the scheme's hedging performance to standard finite difference methods in different examples. We…

Computational Finance · Quantitative Finance 2017-10-17 Bertram Düring , Alexander Pitkin

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

Based on the weighted and shifted Gr\"{u}nwald difference (WSGD) operators [24], we further construct the compact finite difference discretizations for the fractional operators. Then the discretization schemes are used to approximate the…

Numerical Analysis · Mathematics 2014-01-30 Han Zhou , WenYi Tian , Weihua Deng

We present a new third-order, semi-discrete, central method for approximating solutions to multi-dimensional systems of hyperbolic conservation laws, convection-diffusion equations, and related problems. Our method is a high-order extension…

Numerical Analysis · Mathematics 2025-10-20 Alexander Kurganov , Doron Levy

In this paper, a class of arbitrarily high-order linear momentum-preserving and energy-preserving schemes are proposed, respectively, for solving the regularized long-wave equation. For the momentum-preserving scheme, the key idea is based…

Numerical Analysis · Mathematics 2021-12-07 Chaolong Jiang , Xu Qian , Songhe Song , Jin Cui

A novel class of explicit high-order energy-preserving methods are proposed for general Hamiltonian partial differential equations with non-canonical structure matrix. When the energy is not quadratic, it is firstly done that the original…

Numerical Analysis · Mathematics 2020-06-02 Chaolong Jiang , Yushun Wang , Yuezheng Gong

The need to smoothly cover a computational domain of interest generically requires the adoption of several grids. To solve the problem of interest under this grid-structure one must ensure the suitable transfer of information among the…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Luis Lehner , Oscar Reula , Manuel Tiglio

In this paper, a positivity-preserving fifth-order finite volume compact-WENO scheme is proposed for solving compressible Euler equations. As we know conservative compact finite volume schemes have high resolution properties while WENO…

Numerical Analysis · Mathematics 2015-06-18 Yan Guo , Tao Xiong , Yufeng Shi

In [1] is proposed a simplified DeC method, that, when combined with the residual distribution (RD) framework, allows to construct a high order, explicit FE scheme with continuous approximation avoiding the inversion of the mass matrix for…

Numerical Analysis · Mathematics 2022-11-17 Rémi Abgrall , Elise Le Mélédo , Philipp Öffner , Davide Torlo

Higher order finite difference Weighted Essentially Non-Oscillatory (WENO) schemes have been constructed for conservation laws. For multidimensional problems, they offer high order accuracy at a fraction of the cost of a finite volume WENO…

Numerical Analysis · Mathematics 2023-04-19 Dinshaw S. Balsara , Deepak Bhoriya , Chi-Wang Shu , Harish Kumar

In ordinary turbulence research it has been a long standing tradition to solve the equations in spectral space giving the best possible accuracy. This is indeed a natural choice for incompressible problems with periodic boundaries, but it…

Astrophysics · Physics 2009-11-07 A. Brandenburg , W. Dobler

We introduce a novel class of finite difference approximations, termed zigzag schemes, that employ a hybrid stencil that is neither symmetrical, nor fully one-sided. These zigzag schemes often enjoy more permissive stability constraints and…

Numerical Analysis · Mathematics 2025-05-26 Lorenzo Poggioni , Didier Clamond , Yves D'Angelo

Context: Calculating stellar pulsations requires a sufficient accuracy to match the quality of the observations. Many current pulsation codes apply a second order finite-difference scheme, combined with Richardson extrapolation to reach…

Solar and Stellar Astrophysics · Physics 2015-06-16 D. R. Reese

We develop high-order numerical schemes to solve random hyperbolic conservation laws using linear programming. The proposed schemes are high-order extensions of the existing first-order scheme introduced in [{\sc S. Chu, M. Herty, M.…

Numerical Analysis · Mathematics 2025-09-03 Shaoshuai Chu , Michael Herty

In this paper we introduce a procedure, based on the method of equivariant moving frames, for formulating continuous Galerkin finite element schemes that preserve the Lie point symmetries of initial value problems for ordinary differential…

Numerical Analysis · Mathematics 2020-04-02 Alex Bihlo , James Jackaman , Francis Valiquette

We review some recent advances in the field of element-based algebraic stabilization for continuous finite element discretizations of nonlinear hyperbolic problems. The main focus is on multidimensional convex limiting techniques designed…

Numerical Analysis · Mathematics 2026-02-17 Dmitri Kuzmin

In this paper, we present and analyze fully discrete finite difference schemes designed for solving the initial value problem associated with the fractional Korteweg-de Vries (KdV) equation involving the fractional Laplacian. We design the…

Numerical Analysis · Mathematics 2024-03-14 Mukul Dwivedi , Tanmay Sarkar
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