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In this paper, we discuss the steady and time-dependent nonlinear convection-diffusion (advection-diffusion) equations with the Dirichlet boundary condition. For the steady nonlinear equation, we use an iteration method to reformulate the…

Numerical Analysis · Mathematics 2025-07-28 Qiwei Feng , Catalin Trenchea

In this paper, we first consider linear 2D and 3D convection-diffusion-reaction equations $-\nabla\cdot (\kappa \nabla u) + {\bm v} \cdot \nabla u + \lambda u = \phi$ and $u_t - \nabla\cdot (\kappa \nabla u) + {\bm v} \cdot \nabla u +…

Numerical Analysis · Mathematics 2026-03-18 Qiwei Feng

Finite difference methods (FDMs) are widely used for solving partial differential equations (PDEs) due to their relatively simple implementation. However, they face significant challenges when applied to non-rectangular domains and in…

Numerical Analysis · Mathematics 2025-07-08 Bin Han , Jiwoon Sim

A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…

Numerical Analysis · Mathematics 2019-07-04 Jialing Zhong , Hong-lin Liao , Bingquan Ji , Luming Zhang

This paper presents compact, symmetric, and high-order finite difference methods (FDMs) for the variable Poisson equation on a $d$-dimensional hypercube. Our scheme produces a symmetric linear system: an important property that does not…

Numerical Analysis · Mathematics 2025-11-14 Qiwei Feng , Bin Han , Michelle Michelle , Jiwoon Sim

It is widely acknowledged that the convergence proof of the error in the $l_{\infty}$ norm of the high-order finite difference method (FDM) and finite element method (FEM) in 2D is challenging. In this paper, we derive the sixth-order…

Numerical Analysis · Mathematics 2025-06-17 Qiwei Feng

In this paper, we develop sixth-order hybrid finite difference methods (FDMs) for the elliptic interface problem $-\nabla \cdot( a\nabla u)=f$ in $\Omega\backslash \Gamma$, where $\Gamma$ is a smooth interface inside $\Omega$. The variable…

Numerical Analysis · Mathematics 2023-11-13 Qiwei Feng , Bin Han , Peter Minev

A finite difference method is constructed to solve singularly perturbed convection-diffusion problems posed on smooth domains. Constraints are imposed on the data so that only regular exponential boundary layers appear in the solution. A…

Numerical Analysis · Mathematics 2021-12-23 Alan F. Hegarty , Eugene O'Riordan

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

We present a high-order radial basis function finite difference (RBF-FD) framework for the solution of advection-diffusion equations on time-varying domains. Our framework is based on a generalization of the recently developed Overlapped…

Numerical Analysis · Mathematics 2021-09-15 Varun Shankar , Grady B. Wright , Aaron L. Fogelson

In this paper, we consider the Stokes problem with Dirichlet boundary conditions and the constant kinematic viscosity $\nu$ in an axis-aligned domain $\Omega$. We decouple the velocity $\bm u$ and pressure $p$ by deriving a novel biharmonic…

Numerical Analysis · Mathematics 2025-06-17 Qiwei Feng , Bin Han , Michael Neilan

The solution of partial differential equations (PDEs) on complex domains often presents a significant computational challenge by requiring the generation of fitted meshes. The Diffuse Domain Method (DDM) is an alternative which reformulates…

Numerical Analysis · Mathematics 2026-05-13 Luke Benfield , Andreas Dedner

In recent work, Li et al.\ (Comm.\ Math.\ Sci., 7:81-107, 2009) developed a diffuse-domain method (DDM) for solving partial differential equations in complex, dynamic geometries with Dirichlet, Neumann, and Robin boundary conditions. The…

Numerical Analysis · Mathematics 2015-05-18 Karl Yngve Lervåg , John Lowengrub

Convection-diffusion equations arise in a variety of applications such as particle transport, electromagnetics, and magnetohydrodynamics. Simulation of the convection-dominated regime for these problems, even with high-fidelity techniques,…

Numerical Analysis · Mathematics 2023-05-24 James H. Adler , Casey Cavanaugh , Xiaozhe Hu , Andy Huang , Nathaniel Trask

The diffuse-domain, or smoothed boundary, method is an attractive approach for solving partial differential equations in complex geometries because of its simplicity and flexibility. In this method the complex geometry is embedded into a…

Numerical Analysis · Mathematics 2019-12-02 Fei Yu , Zhenlin Guo , John Lowengrub

Centered finite-difference discretizations of convection--diffusion equations may oscillate when convection dominates at the mesh scale. For homogeneous Dirichlet problems with constant coefficients on uniform Cartesian grids, we derive…

Numerical Analysis · Mathematics 2026-05-29 Gossrin Jean-Marc Bomisso , Ali Ouattara Kouma

This study aims to construct a stable, high-order compact finite difference method for solving Sobolev-type equations with Dirichlet boundary conditions in one-space dimension. Approximation of higher-order mixed derivatives in some…

Numerical Analysis · Mathematics 2025-06-05 Lavanya V Salian , Samala Rathan , Rakesh Kumar

This paper presents an efficient parallel direct algorithm with near-optimal complexity for the compact fourth and sixth-order approximation of the three-dimensional Helmholtz equations [1] with the problem coefficient depending on only one…

Numerical Analysis · Mathematics 2020-03-13 Ronald Gonzales , Yury Gryazin , Yun Teck Lee

This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…

Numerical Analysis · Mathematics 2022-04-20 Eric Ngondiep

In this paper, we develop a modified nonlinear dynamic diffusion (DD) finite element method for convection-diffusion-reaction equations. This method is free of stabilization parameters and is capable of precluding spurious oscillations. We…

Numerical Analysis · Mathematics 2025-03-11 Shaohong Du , Qianqian Hou , Xiaoping Xie
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