Related papers: A Fast Semi-Implicit Finite Difference Method for …
In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…
The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schr\"odinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we…
We present strongly stable semi-discrete finite difference approximations to the quarter space problem (x>0, t>0) for the first order in time, second order in space wave equation with a shift term. We consider space-like (pure outflow) and…
Based on our recent results, in this paper, a compact finite difference scheme is derived for a time fractional differential equation subject to the Neumann boundary conditions. The proposed scheme is second order accurate in time and…
In this work, the MMC-TDGL equation, a stochastic Cahn-Hilliard equation is solved numerically by using the finite difference method in combination with a convex splitting technique of the energy functional. For the non-stochastic case, we…
Efficient and energy stable high order time marching schemes are very important but not easy to construct for the study of nonlinear phase dynamics. In this paper, we propose and study two linearly stabilized second order semi-implicit…
We introduce a fully discrete scheme to solve a class of high-dimensional Mean Field Games systems. Our approach couples semi-Lagrangian (SL) time discretizations with Tensor-Train (TT) decompositions to tame the curse of dimensionality. By…
We consider the generalized time-dependent Schr\"odinger equation on the half-axis and a broad family of finite-difference schemes with the discrete transparent boundary conditions (TBCs) to solve it. We first rewrite the discrete TBCs in a…
This paper proposes an explicit computational method for solving a three-dimensional system of nonlinear elastodynamic sine-Gordon equations subject to appropriate initial and boundary conditions. The time derivative is approximated by…
Ginzburg-Landau (GL) equations and GL free energy for flux phase and superconductivity are derived microscopically from the $t-J$ model on a square lattice. Order parameter (OP) for the flux phase has direct coupling to a magnetic field, in…
Semi-discrete Galerkin formulations of transient wave equations, either with conforming or discontinuous Galerkin finite element discretizations, typically lead to large systems of ordinary differential equations. When explicit time…
A new parametric class of semi-implicit numerical schemes for a level set advection equation on Cartesian grids is derived and analyzed. An accuracy and a stability study is provided for a linear advection equation with a variable velocity…
We consider the numerical construction of minimal Lagrangian graphs, which is related to recent applications in materials science, molecular engineering, and theoretical physics. It is known that this problem can be formulated as an…
This paper proposes a decoupled numerical scheme of the time-dependent Ginzburg--Landau equations under the temporal gauge. For the magnetic potential and the order parameter, the discrete scheme adopts the second type Ned${\rm…
An implicit finite difference scheme based on the $L2$-$1_{\sigma}$ formula is presented for a class of one-dimensional time fractional reaction-diffusion equations with variable coefficients and time drift term. The unconditional stability…
In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify…
In this paper, we propose a new second-order fast finite difference scheme in time for solving the Tempered Time Fractional Advection-Dispersion Equation. Under the assumption that the solution is nonsmooth at the initial time, we…
We present and analyse a space-time discontinuous Galerkin method for wave propagation problems. The special feature of the scheme is that it is a Trefftz method, namely that trial and test functions are solution of the partial differential…
Micromagnetics depends on high-fidelity numerical methods for magnetization dynamics. This work proposes a third-order temporal accuracy scheme for the Landau-Lifshitz-Gilbert equation, addressing accuracy-efficiency trade-offs in existing…
We investigate the applicability of the two existing versions of a time-dependent Gutzwiller approximation (TDGA) beyond the frequently used limit of infinite spatial dimensions. To this end, we study the two-particle response functions of…