相关论文: Semi-discrete finite difference multiscale scheme …
In this paper we present and analyze a constraint energy minimizing generalized multiscale finite element method for convection diffusion equation. To define the multiscale basis functions, we first build an auxiliary multiscale space by…
We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…
We evaluate the hedging performance of a high-order compact finite difference scheme from [4] for option pricing in Bates model. We compare the scheme's hedging performance to standard finite difference methods in different examples. We…
The need to smoothly cover a computational domain of interest generically requires the adoption of several grids. To solve the problem of interest under this grid-structure one must ensure the suitable transfer of information among the…
A general dispersion-dissipation condition for finite difference schemes is derived by analyzing the numerical dispersion and dissipation of explicit finite-difference schemes. The proper dissipation required to damp spurious…
In this paper, we introduce and analyse a surface finite element discretization of advection-diffusion equations with uncertain coefficients on evolving hypersurfaces. After stating unique solvability of the resulting semi-discrete problem,…
A multi-scale model is presented for predicting the magnitude and rate of powder blending in a rotating drum blender. The model combines particle diffusion coefficient correlations from the literature with advective flow field information…
We prove optimal error bounds for a second order in time finite element approximation of curve shortening flow in possibly higher codimension. In addition, we introduce a second order in time method for curve diffusion. Both schemes are…
We present two approaches for enhancing the accuracy of second order finite difference approximations of two-dimensional semilinear parabolic systems. These are the fourth order compact difference scheme and the fourth order scheme based on…
We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…
We study the convergence rates of the semi-discrete (SD) method originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and applications, International Journal of Computer Mathematics,…
In this paper implicit and explicit exact difference schemes (EDS) for system $\textbf{x}' = A\textbf{x}$ of three linear differential equations with constant coefficients are constructed. Numerical simulations for stiff problem and for…
We show that the classical fourth order accurate compact finite difference scheme with high order strong stability preserving time discretizations for convection diffusion problems satisfies a weak monotonicity property, which implies that…
In the current work we consider the numerical solutions of equations of stationary states for a general class of the spatial segregation of reaction-diffusion systems with $m\geq 2$ population densities. We introduce a discrete multi-phase…
The dispersion and dissipation properties of a scheme are important to realize high-fidelity simulations of the compressible flow, especially the cases with broadband length scales. It has been recognized that the minimization of dispersion…
In this work, we prove rigorous convergence properties for a semi-discrete, moment-based approximation of a model kinetic equation in one dimension. This approximation is equivalent to a standard spectral method in the velocity variable of…
This study concerns with singularly perturbed systems of second-order reaction-diffusion equations in ODE's. To handle this type of problems, a numerical-asymptotic hybrid method is employed. In this hybrid method, an efficient asymptotic…
A combination of reaction-diffusion models with moving-boundary problems yields a system in which the diffusion (spreading and penetration) and reaction (transformation) evolve the system's state and geometry over time. These systems can be…
This paper is devoted to the design and analysis of a numerical algorithm for approximating solutions of a degenerate cross-diffusion system, which models particular instances of taxis-type migration processes under local sensing…