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An improved finite difference method with compact correction term is proposed to solve the Poisson equations. The compact correction term is developed by a coupled high-order compact and low-order classical finite difference formulations.…

Numerical Analysis · Mathematics 2016-08-31 Kun Zhang , Liangbi Wang , Yuwen Zhang

We present a new third-order central scheme for approximating solutions of systems of conservation laws in one and two space dimensions. In the spirit of Godunov-type schemes,our method is based on reconstructing a piecewise-polynomial…

Numerical Analysis · Mathematics 2025-10-20 D. Levy , G. Puppo , G. Russo

This paper introduces discrete-holomorphic Perfectly Matched Layers (PMLs) specifically designed for high-order finite difference (FD) discretizations of the scalar wave equation. In contrast to standard PDE-based PMLs, the proposed method…

Numerical Analysis · Mathematics 2024-05-30 Vicente A. Hojas , Carlos Pérez-Arancibia , Manuel A. Sánchez

We present an efficient second-order finite difference scheme for solving the 2D sine-Gordon equation, which can inherit the discrete energy conservation for the undamped model theoretically. Due to the semi-implicit treatment for the…

Numerical Analysis · Mathematics 2017-06-28 Xiaorong Kang , Wenqiang Feng , Kelong Cheng , Chunxiang Guo

We propose a class of weighted compact central (WCC) schemes for solving hyperbolic conservation laws. The linear version can be considered as a high-order extension of the central Lax-Friedrichs (LxF) scheme and the central conservation…

Numerical Analysis · Mathematics 2022-07-20 Hua Shen , Matteo Parsani

Differential equations arising in fluid mechanics are usually derived from the intrinsic properties of mechanical systems, in the form of conservation laws, and bear symmetries, which are not generally preserved by a finite difference…

Numerical Analysis · Mathematics 2016-08-16 Emma Hoarau , Claire David , Pierre Sagaut , Thiên-Hiêp Lê

High order finite volume schemes for conservation laws are very useful in applications, due to their ability to compute accurate solutions on quite coarse meshes and with very few restrictions on the kind of cells employed in the…

Numerical Analysis · Mathematics 2020-01-30 Manuel J. Castro-Dìaz , Matteo Semplice

A key consideration in the development of numerical schemes for time-dependent partial differential equations (PDEs) is the ability to preserve certain properties of the continuum solution, such as associated conservation laws or other…

Numerical Analysis · Mathematics 2023-06-21 James Jackaman , Scott MacLachlan

This paper proposes and analyzes a finite difference method based on compact schemes for the Euler-Bernoulli beam equation with damping terms. The method achieves fourth-order accuracy in space and second-order accuracy in time, while…

Numerical Analysis · Mathematics 2025-07-01 Wenjie Huang , Hao Wang , Shiquan Zhang , Qinyi Zhang

This paper develops a class of high-order conservative schemes for contaminant transport with equilibrium adsorption, based on the Integral Method with Variational Limit on block-centered grids. By incorporating four parameters, the scheme…

Numerical Analysis · Mathematics 2025-07-10 He Liu , Xiongbo Zheng , Xiaole Li , Mingze Ji

Following an approach of the second author for conformally invariant variational problems in two dimensions, we show in four dimensions the existence of a conservation law for fourth order systems, which includes both intrinsic and…

Analysis of PDEs · Mathematics 2007-05-23 Tobias Lamm , Tristan Riviere

Our work is about energy conserving fourth-order time discretizations of a three-field formulation of Maxwell's equations in conjunction with a spatial discretization using higher-order and compatible de Rham finite element spaces. Toward…

Numerical Analysis · Mathematics 2026-01-21 Archana Arya , Kaushik Kalyanaraman

We consider an initial-boundary value problem for the $n$-dimensional wave equation with the variable sound speed, $n\geq 1$. We construct three-level implicit in time and compact in space (three-point in each space direction) 4th order…

Numerical Analysis · Mathematics 2026-01-01 Alexander Zlotnik , Raimondas Čiegis

In the present article we describe a few simple and efficient finite volume type schemes on moving grids in one spatial dimension combined with appropriate predictor-corrector method to achieve higher resolution. The underlying finite…

Numerical Analysis · Mathematics 2020-05-26 Gayaz Khakimzyanov , Denys Dutykh , Dimitrios Mitsotakis , Nina Shokina

In this paper, a class of high-order compact finite difference Hermite scheme is presented for the simulation of double-diffusive convection. To maintain linear stability, the convective fluxes are split into positive and negative parts,…

Numerical Analysis · Mathematics 2025-06-25 Jianqing Yang , Jianxian Qiu

The paper develops high-order accurate physical-constraints-preserving finite difference WENO schemes for special relativistic hydrodynamical (RHD) equations, built on the local Lax-Friedrich splitting, the WENO reconstruction, the…

Numerical Analysis · Mathematics 2015-07-06 Kailiang Wu , Huazhong Tang

In order to prevent velocity, pressure, and temperature spikes at material discontinuities occurring when the interface-capturing schemes inconsistently simulate compressible multi-material flows(when the specific heats ratio is…

Computational Physics · Physics 2020-12-29 Zhiwei He , Yousheng Zhang , Li Li , Baolin Tian

We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility jump models, e.g. in Bates model. In such models the option price is determined as the solution of a partial integro-differential…

Computational Finance · Quantitative Finance 2019-02-25 Bertram Düring , Alexander Pitkin

We present a novel positive kinetic scheme built on the efficient collide-and-stream algorithm of the lattice Boltzmann method (LBM) to address hyperbolic conservation laws. We focus on the compressible Euler equations with strong…

Numerical Analysis · Mathematics 2024-11-25 Gauthier Wissocq , Yongle Liu , Rémi Abgrall

Fourth order curvature driven interface evolution equations frequently appear in the natural sciences. Often axisymmetric geometries are of interest, and in this situation numerical computations are much more efficient. We will introduce…

Numerical Analysis · Mathematics 2019-02-13 John W. Barrett , Harald Garcke , Robert Nürnberg