相关论文: Convergence of finite difference schemes for the B…
In this work, high-order discrete well-balanced methods for one-dimensional hyperbolic systems of balance laws are proposed. We aim to construct a method whose discrete steady states correspond to solutions of arbitrary high-order ODE…
This manuscript deals with the analysis of numerical methods for the full discretization (in time and space) of the linear heat equation with Neumann boundary conditions, and it provides the reader with error estimates that are uniform in…
In this article we present a refined convergence analysis for a second order accurate in time, fourth order finite difference numerical scheme for the 3-D Cahn-Hilliard equation, with an improved convergence constant. A modified backward…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
We construct and analyze a strongly consistent second-order finite difference scheme for the steady two-dimensional Stokes flow. The pressure Poisson equation is explicitly incorporated into the scheme. Our approach suggested by the first…
This work presents problems of constructing finite-difference formulas in the Hilbert space, i.e., setting problems of constructing finite-difference formulas using functional methods. The work presents a functional statement of the problem…
Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…
We show strong uniform convergence of monotone P1 finite element methods to the viscosity solution of isotropic parabolic Hamilton-Jacobi-Bellman equations with mixed boundary conditions on unstructured meshes and for possibly degenerate…
We propose a second order finite volume scheme for nonlinear degenerate parabolic equations. For some of these models (porous media equation, drift-diffusion system for semiconductors, ...) it has been proved that the transient solution…
This paper proposes and analyzes a finite difference method based on compact schemes for the Euler-Bernoulli beam equation with damping terms. The method achieves fourth-order accuracy in space and second-order accuracy in time, while…
We investigate a convective Brinkman--Forchheimer problem coupled with a heat equation. The investigated model considers thermal diffusion and viscosity depending on the temperature. We prove the existence of a solution without restriction…
We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…
This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…
We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…
We prove first-order convergence of semi-discrete monotone finite difference schemes for Hamilton--Jacobi equations on the Wasserstein space over a finite graph. A central challenge is the boundary degeneracy of the Wasserstein simplex,…
We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…
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…
We consider a higher-dimensional version of the Benjamin-Ono (HBO) equation in the 2D setting: $u_t- \mathcal{R}_1 \Delta u + \frac{1}{2}(u^2)_x=0, (x,y) \in \mathbb{R}^2$, which is $L^2$-critical, and investigate properties of solutions…
High-order finite difference methods are efficient, easy to program, scales well in multiple dimensions and can be modified locally for various reasons (such as shock treatment for example). The main drawback have been the complicated and…
We study the construction of a non-standard finite differences numerical scheme for a general class of two dimensional differential equations including several models in population dynamics using the idea of non-local approximation…