相关论文: Convergence of a finite difference scheme for 2X2 …

This paper is the second in a series of works on weak convergence of one-step schemes for solving stochastic differential equations (SDEs) with one-sided Lipschitz conditions. It is known that the super-linear coefficients may lead to a…

In this paper, we analyze finite difference schemes for Benjamin-Ono equation, u_t = uu_x + Hu_{xx}, where H denotes the Hilbert transform. Both the decaying case on the full line and the periodic case are considered. If the initial data…

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…

In this paper, we study the stability and convergence of a fully discrete finite difference scheme for the initial value problem associated with the Korteweg-De Vries (KdV) equation. We employ the Crank-Nicolson method for temporal…

We study the convergence of higher order schemes for the Cauchy problem associated to the KdV equation. More precisely, we design a Galerkin type implicit scheme which has higher order accuracy in space and first order accuracy in time. The…

We give sufficient conditions under which the convergence of finite difference approximations in the space variable of possibly degenerate second order parabolic and elliptic equations can be accelerated to any given order of convergence by…

A numerical scheme is presented to solve the one source near field refractor problem to arbitrary precision and it is proved that the scheme terminates in a finite number of iterations. The convergence of the algorithm depends upon proving…

In this article we prove convergence of adaptive finite element methods for second order elliptic eigenvalue problems. We consider Lagrange finite elements of any degree and prove convergence for simple as well as multiple eigenvalues under…

This papers deals with a construction and convergence analysis of a finite difference scheme for solving time-fractional porous medium equation. The governing equation exhibits both nonlocal and nonlinear behaviour making the numerical…

Mean field type models describing the limiting behavior of stochastic differential games as the number of players tends to +$\infty$, have been recently introduced by J-M. Lasry and P-L. Lions. Under suitable assumptions, they lead to a…

This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…

In this paper, we present and analyze fully discrete finite difference schemes designed for solving the initial value problem associated with the fractional Korteweg-de Vries (KdV) equation involving the fractional Laplacian. We design the…

We present an efficient second-order finite difference scheme for solving the 2D sine-Gordon equation, which can inherit the discrete energy conservation for the undamped model theoretically. Due to the semi-implicit treatment for the…

In this paper, a symmetrized two-scale finite element method is proposed for a class of partial differential equations with symmetric solutions. With this method, the finite element approximation on a fine tensor product grid is reduced to…

Finite difference schemes, using Backward Differentiation Formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term, of the form $$\min(v_t - a(t,x) v_{xx} + b(t,x) v_x + r(t,x) v, v-…

Based on the weighted and shifted Gr\"{u}nwald difference (WSGD) operators [24], we further construct the compact finite difference discretizations for the fractional operators. Then the discretization schemes are used to approximate the…

We investigate the convergence properties of exact and inexact forward-backward algorithms to minimise the sum of two weakly convex functions defined on a Hilbert space, where one has a Lipschitz-continuous gradient. We show that the exact…

We establish existence and uniqueness results for initial boundary value problems with nearly incompressible vector fields. We then apply our results to establish well-posedness of the initial-boundary value problem for the Keyfitz and…

In this work we present a mass conservative numerical scheme for two-phase flow in porous media. The model for flow consists on two fully coupled, non-linear equations: a degenerate parabolic equation and an elliptic equation. The proposed…

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…