Related papers: Error estimation for numerical approximations of O…
The $p$-step backwards difference formula (BDF) for solving the system of ODEs can result in a kind of all-at-once linear systems, which are solved via the parallel-in-time preconditioned Krylov subspace solvers (see McDonald, Pestana, and…
We study a second order BDF (Backward Differentiation Formula) scheme for the numerical approximation of parabolic HJB (Hamilton-Jacobi-Bellman) equations. The scheme under consideration is implicit, non-monotone, and second order accurate…
Error bounds for fully discrete schemes for the evolutionary incompressible Navier--Stokes equations are derived in this paper. For the time integration we apply BDF-$q$ methods, $q\le 5$, for which error bounds for $q\ge 3$ cannot be found…
In this paper, we study a novel second-order energy stable Backward Differentiation Formula (BDF) finite difference scheme for the epitaxial thin film equation with slope selection (SS). One major challenge for the higher oder in time…
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…
A higher-order numerical method is presented for scalar valued, coupled forward-backward stochastic differential equations. Unlike most classical references, the forward component is not only discretized by an Euler-Maruyama approximation…
We study the Back and Forth Error Compensation and Correction (BFECC) method for linear hyperbolic PDE systems. The BFECC method has been applied to schemes for advection equations to improve their stability and order of accuracy. Similar…
Structure-preserving numerical schemes for a nonlinear parabolic fourth-order equation, modeling the electron transport in quantum semiconductors, with periodic boundary conditions are analyzed. First, a two-step backward differentiation…
Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…
We propose a novel class of temporal high-order parametric finite element methods for solving a wide range of geometric flows of curves and surfaces. By incorporating the backward differentiation formulae (BDF) for time discretization into…
Based on the equivalence of A-stability and G-stability, the energy technique of the six-step BDF method for the heat equation has been discussed in [Akrivis, Chen, Yu, Zhou, Math. Comp., Revised]. Unfortunately, this theory is hard to…
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…
Many hyperbolic and kinetic equations contain a non-stiff convection/transport part and a stiff relaxation/collision part (characterized by the relaxation or mean free time $\varepsilon$). To solve this type of problems, implicit-explicit…
In this paper we propose a new kind of high order numerical scheme for backward stochastic differential equations(BSDEs). Unlike the traditional $\theta$-scheme, we reduce truncation errors by taking $\theta$ carefully for every subinterval…
Novel multi-step predictor-corrector numerical schemes have been derived for approximating decoupled forward-backward stochastic differential equations (FBSDEs). The stability and high order rate of convergence of the schemes are rigorously…
Finite Difference methods (FD) are one of the oldest and simplest methods for solving partial differential equations (PDE). Block Finite Difference methods (BFD) are FD methods in which the domain is divided into blocks, or cells,…
Finite Difference methods (FD) are one of the oldest and simplest methods for solving partial differential equations (PDE). Block Finite Difference methods (BFD) are FD methods in which the domain is divided into blocks, or cells,…
This paper introduces a second-order convex splitting scheme for gradient flows arising in phase-field models, based on the backward differentiation formula (BDF2) for the implicit part and the Adams-Bashforth method for the nonlinear and…
We analyze fully implicit and linearly implicit backward difference formula (BDF) methods for quasilinear parabolic equations, without making any assumptions on the growth or decay of the coefficient functions. We combine maximal parabolic…
In this work, we analyze the three-step backward differentiation formula (BDF3) method for solving the Allen-Cahn equation on variable grids. For BDF2 method, the discrete orthogonal convolution (DOC) kernels are positive, the stability and…