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This paper develops high-order accurate, well-balanced (WB), and positivity-preserving (PP) finite volume schemes for shallow water equations on adaptive moving structured meshes. The mesh movement poses new challenges in maintaining the WB…

Numerical Analysis · Mathematics 2024-09-17 Zhihao Zhang , Huazhong Tang , Kailiang Wu

In this paper we present a general, axiomatical framework for the rigorous approximation of invariant densities and other important statistical features of dynamics. We approximate the system trough a finite element reduction, by composing…

Dynamical Systems · Mathematics 2023-04-05 Stefano Galatolo , Maurizio Monge , Isaia Nisoli , Federico Poloni

Symmetry-preserving (mimetic) discretization aims to preserve certain properties of a continuous differential operator in its discrete counterpart. For these discretizations, stability and (discrete) conservation of mass, momentum and…

Numerical Analysis · Mathematics 2019-09-25 B. van 't Hof , M. J. Vuik

The two-dimensional unsteady coupled Burgers' equations with moderate to severe gradients, are solved numerically using higher-order accurate finite difference schemes; namely the fourth-order accurate compact ADI scheme, and the…

Numerical Analysis · Mathematics 2025-10-20 Samir F. Radwan

A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…

Numerical Analysis · Mathematics 2025-05-13 Peng Ding , Zhiping Mao

A crucial part of successful wave propagation related inverse problems is an efficient and accurate numerical scheme for solving the seismic wave equations. In particular, the numerical solution to a multi-dimensional Helmholtz equation can…

Numerical Analysis · Mathematics 2021-03-11 Hatef Dastour , Wenyuan Liao

This work proposes and analyzes a fully discrete numerical scheme for solving the Landau-Lifshitz-Gilbert (LLG) equation, which achieves fourth-order spatial accuracy and third-order temporal accuracy.Spatially, fourth-order accuracy is…

Numerical Analysis · Mathematics 2025-10-30 Changjian Xie , Cheng Wang

We propose a time-adaptive, high-order compact finite difference scheme for option pricing in a family of stochastic volatility models. We employ a semi-discrete high-order compact finite difference method for the spatial discretisation,…

Computational Finance · Quantitative Finance 2024-03-26 Bertram Düring , Christof Heuer

In this paper, a new family of implicit compact finite difference schemes for computation of unsteady convection-diffusion equation with variable convection coefficient is proposed. The schemes are fourth order accurate in space and second…

Mathematical Physics · Physics 2012-01-17 Shuvam Sen

This paper develops a new fifth order accurate Hermite WENO (HWENO) reconstruction method for hyperbolic conservation schemes in the framework of the two-stage fourth order accurate temporal discretization in [{\em J. Li and Z. Du, A…

Numerical Analysis · Mathematics 2018-01-17 Zhifang Du , Jiequan Li

In this paper, we introduce and analyze a class of numerical schemes that demonstrate remarkable superiority in terms of efficiency, the preservation of positivity, energy stability, and high-order precision to solve the time-dependent…

Numerical Analysis · Mathematics 2025-07-01 Waixiang Cao , Yuzhe Qin , Minqiang Xu

This paper presents a novel and straightforward compact reconstruction procedure for the high-order finite volume method on unstructured grids. In this procedure, we constructed a linear approximation relationship between the mean values…

Fluid Dynamics · Physics 2026-03-27 Ling Wen , Yan-Tao Yang , Qing-Dong Cai

The stability of difference schemes for, in general, hyperbolic systems of conservation laws with source terms are studied. The basic approach is to investigate the stability of a non-linear scheme in terms of its cor- responding scheme in…

Computational Physics · Physics 2009-09-22 M. Mond , V. S. Borisov

In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…

Numerical Analysis · Mathematics 2022-11-10 Guoliang Zhang , Hongqiang Zhu , Tao Xiong

In this paper, high order well-balanced finite difference weighted essentially non-oscillatory methods to solve general systems of balance laws are presented. Two different families are introduced: while the methods in the first one…

Numerical Analysis · Mathematics 2020-12-02 Carlos Parés , Carlos Parés-Pulido

The spatial discretization of convective terms in compressible flow equations is studied from an abstract viewpoint, for finite-difference methods and finite-volume type formulations with cell-centered numerical fluxes. General conditions…

Fluid Dynamics · Physics 2023-01-25 Gennaro Coppola , Arthur E. P. Veldman

There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). In this paper, we introduce a deep recurrent framework for solving time-dependent PDEs without generating large scale data…

Numerical Analysis · Mathematics 2021-04-21 Cheng Chang , Liu Liu , Tieyong Zeng

This paper studies finite volume schemes for scalar hyperbolic conservation laws on evolving hypersurfaces of $\mathbb{R}^3$. We compare theoretical schemes assuming knowledge of all geometric quantities to (practical) schemes defined on…

Numerical Analysis · Mathematics 2014-11-13 Jan Giesselmann , Thomas Müller

We present a discontinuous finite element method for the shallow water equations which exploits high-resolution realistic bathymetry data without any regularity assumption, also in the case of high-order discretizations. We prove a number…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Luca Arpaia , Giuseppe Orlando , Christian Ferrarin , Luca Bonaventura

This article considers a new discretization scheme for conservation laws. The discretization setting is based on a discontinuous Galerkin scheme in combination with an approximation space that contains high-order polynomial modes as well as…

Numerical Analysis · Mathematics 2021-10-14 Per-Olof Persson , Benjamin Stamm