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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

We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…

Numerical Analysis · Mathematics 2016-12-07 G. Manzini , K. Lipnikov , J. D. Moulton , M. Shashkov

The transport of charged particles, which can be described by the Maxwell-Ampere Nernst-Planck (MANP) framework, is essential in various applications including ion channels and semiconductors. We propose a decoupled structure-preserving…

Numerical Analysis · Mathematics 2024-10-02 Yunzhuo Guo , Qian Yin , Zhengru Zhang

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…

Numerical Analysis · Mathematics 2016-01-11 Oliver Junge , Daniel Matthes , Horst Osberger

We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…

Numerical Analysis · Mathematics 2015-10-13 Bangti Jin , Raytcho Lazarov , Zhi Zhou

The paper focuses on the development of numerical methods for the compressible Euler equations. It is well-known that if the Mach number is small, the system becomes stiff and hence explicit schemes suffer from severe time-step…

Numerical Analysis · Mathematics 2026-04-30 Alina Chertock , Smadar Karni , Alexander Kurganov , Lorenzo Micalizzi

This article establishes sufficient conditions for a linear-in-time bound on the non-asymptotic variance of particle approximations of time-homogeneous Feynman-Kac formulae. These formulae appear in a wide variety of applications including…

Computation · Statistics 2012-02-14 Nick Whiteley , Nikolas Kantas , Ajay Jasra

The classical Ka\v{c}anov scheme for the solution of nonlinear variational problems can be interpreted as a fixed point iteration method that updates a given approximation by solving a linear problem in each step. Based on this observation,…

Numerical Analysis · Mathematics 2021-11-30 Pascal Heid , Thomas P. Wihler

In this work, we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear Fokker-Planck equation and the Keller-Segel equations.…

Numerical Analysis · Mathematics 2022-03-25 Jingwei Hu , Xiangxiong Zhang

We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…

Numerical Analysis · Mathematics 2017-06-26 Brittany D. Froese , Tiago Salvador

We consider in this paper a numerical approximation of Poisson-Nernst-Planck-Navier- Stokes (PNP-NS) system. We construct a decoupled semi-discrete and fully discrete scheme that enjoys the properties of positivity preserving, mass…

Numerical Analysis · Mathematics 2025-07-15 Ziyao Yu , Qing Cheng , Jie Shen , Changyou Wang

This paper is concerned with diffusive approximations of peculiar numerical schemes for several linear (or weakly nonlinear) kinetic models which are motivated by wide-range applications, including radiative transfer or neutron transport,…

Analysis of PDEs · Mathematics 2018-06-21 Laurent Gosse , Nicolas Vauchelet

We design a monotone meshfree finite difference method for linear elliptic equations in the non-divergence form on point clouds via a nonlocal relaxation method. The key idea is a novel combination of a nonlocal integral relaxation of the…

Numerical Analysis · Mathematics 2023-08-08 Qihao Ye , Xiaochuan Tian

In this paper, we are concerned with the numerical solution for the backward fractional Feynman-Kac equation with non-smooth initial data. Here we first provide the regularity estimate of the solution. And then we use the backward Euler and…

Numerical Analysis · Mathematics 2020-06-23 Jing Sun , Daxin Nie , Weihua Deng

It is well known that the classic Allen-Cahn equation satisfies the maximum bound principle (MBP), that is, the absolute value of its solution is uniformly bounded for all time by certain constant under suitable initial and boundary…

Numerical Analysis · Mathematics 2021-07-13 Kun Jiang , Lili Ju , Jingwei Li , Xiao Li

In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…

Numerical Analysis · Mathematics 2025-08-29 Tengteng Cui , Chengtao Sheng , Bihao Su , Zhi Zhou

We propose a novel formulation for parametric finite element methods to simulate surface diffusion of closed curves, which is also called as the curve diffusion. Several high-order temporal discretizations are proposed based on this new…

Numerical Analysis · Mathematics 2024-08-27 Harald Garcke , Wei Jiang , Chunmei Su , Ganghui Zhang

This article presents a finite element scheme with Newton's method for solving the time-fractional nonlinear diffusion equation. For time discretization, we use the fractional Crank-Nicolson scheme based on backward Euler convolution…

Analysis of PDEs · Mathematics 2018-11-26 Dileep Kumar , Sudhakar Chaudhary , V. V. K Srinivas Kumar

Elliptic partial differential equations (PDEs) with discontinuous diffusion coefficients occur in application domains such as diffusions through porous media, electro-magnetic field propagation on heterogeneous media, and diffusion…

Numerical Analysis · Mathematics 2015-01-20 Andrea Bonito , Ronald A. DeVore , Ricardo H. Nochetto

We establish a positivity property for a class of semilinear elliptic problems involving indefinite sublinear nonlinearities. Namely, we show that any nontrivial nonnegative solution is positive for a class of problems the strong maximum…

Analysis of PDEs · Mathematics 2016-10-26 Uriel Kaufmann , Humberto Ramos Quoirin , Kenichiro Umezu