Related papers: A Globally Conservative Compact Framework for Cons…
In this paper, based on the developed nonlinear fourth-order operator and method of order reduction, a novel fourth-order compact difference scheme is constructed for the mixed-type time-fractional Burgers' equation, from which…
Conservation laws are an inherent feature in many systems modeling real world phenomena, in particular, those modeling biological and chemical systems. If the form of the underlying dynamical system is known, linear algebra and algebraic…
We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In…
A series of third- and fifth-order hybrid compact least-squares central weighted essentially non-oscillatory schemes are proposed and applied to curvilinear structured grids for the finite volume method. In smooth regions, compact…
This paper introduces a family of entropy-conserving finite-difference discretizations for the compressible flow equations. In addition to conserving the primary quantities of mass, momentum, and total energy, the methods also preserve…
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 develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…
In this paper, we establish even order compact numerical schemes (4th-order, 6th-order, 8th-order, 10th-order) for Riesz derivatives by using the symmetrical fractional centred difference operator. Then we apply the derived 4th-order…
This paper presents a general framework of high-order finite difference (HFD) schemes for the tempered fractional Laplacian (TFL) based on new generating functions obtained from the discrete symbols. Specifically, for sufficiently smooth…
We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility models. The scheme is fourth-order accurate in space and second-order accurate in time. Under some restrictions, theoretical results…
We consider solving a generalized Allen-Cahn equation coupled with a passive convection for a given incompressible velocity field. The numerical scheme consists of the first order accurate stabilized implicit explicit time discretization…
In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…
The dynamics of thermally fluctuating conserved order parameters are described by stochastic conservation laws. Thermal equilibrium in such systems requires the dissipative and stochastic components of the flux to be related by detailed…
We propose a new numerical approach to compute nonclassical solutions to hyperbolic conservation laws. The class of finite difference schemes presented here is fully conservative and keep nonclassical shock waves as sharp interfaces,…
We present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which…
In this paper, a class of finite difference numerical techniques is presented to solve the second-order linear inhomogeneous damped wave equation. The consistency, stability, and convergences of these numerical schemes are discussed. The…
In this paper we present a novel framework for obtaining high-order numerical methods for scalar conservation laws in one-space dimension for both the homogeneous and non-homogeneous case. The numerical schemes for these two settings are…
In this paper, we resolve the ever-present confusion over the QUICK scheme: it is a second-order scheme or a third-order scheme. The QUICK scheme, as proposed in the original reference [B. P. Leonard, Comput. Methods. Appl. Mech. Eng., 19,…
In this paper, we develop bound-preserving (BP) finite-volume schemes for hyperbolic conservation laws on adaptive moving meshes. For scalar conservative laws, we rewrite the conventional high-order discretization as a convex combination of…
A macroscopic model to describe the dynamics of ion transport in ion channels is the Poisson-Nernst-Planck(PNP) equations. In this paper, we develop a finite-difference method for solving PNP equations, which is second-order accurate in…