相关论文: Convergence of finite difference schemes for the B…

A unified framework to derive optimized compact schemes for a uniform grid is presented. The optimal scheme coefficients are determined analytically by solving an optimization problem to minimize the spectral error subject to equality…

We develop summation by parts (SBP) approach for generating high-order finite-difference schemes on the interval and propose new sets of schemes up to the 12th order. The coefficients of the schemes are governed by values of grid spacing…

Finite difference approximations to multi-asset American put option price are considered. The assets are modelled as a multi-dimensional diffusion process with variable drift and volatility. Approximation error of order one quarter with…

A new model for the finite one-dimensional harmonic oscillator is proposed based upon the algebra u(2)_{\alpha}. This algebra is a deformation of the Lie algebra u(2) extended by a parity operator, with deformation parameter {\alpha}. A…

We study persistence properties of solutions of the Benjamin-Ono equation in weighted Sobolev spaces. Roughly, we show that for $\beta<7/2$, the solution $u(x,t)$ of the BO remains in the space $L^2(|x|^{2\beta} dx)$ if and only if its data…

Recently a useful finite-difference scheme was proposed in [Phys. Rev. E 98, 033302 (2018)] to solve Fokker-Planck equations with drift-admitting jumps. However, while the scheme is fifth order for the case with smooth drifts, it is only…

We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…

This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…

Finite difference method was extended to unstructured meshes to solve Euler equations. The spatial discretization is made of two steps. First, numerical fluxes are computed at the middle point of each edge with high order accuracy. In this…

In this paper, we first extend the explicit formula \cite{gerard2023explicit} for the classical Benjamin-Ono equation to each flow of the Benjamin-Ono hierarchy on line. We then use this representation to derive two main applications.…

Using both fractional derivatives, defined in the Riemann-Liouville and Caputo senses, and classical derivatives of the integer order we examine different numerical approaches to ordinary differential equations. Generally we formulate some…

We approximate functionals depending on the gradient of $u$ and on the behaviour of $u$ near the discontinuity points, by families of non-local functionals where the gradient is replaced by finite differences. We prove pointwise…

In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference…

We propose a finite volume scheme for convection-diffusion equations with nonlinear diffusion. Such equations arise in numerous physical contexts. We will particularly focus on the drift-diffusion system for semiconductors and the porous…

A finite transformation method is introduced. This method is equivalent to the $Z$ transform method to a certain extent but generalizes it. By applying the presented method to the Bessel functions, it is possible to solve related ordinary…

We formulate fractional difference equations of Riemann-Liouville and Caputo type in a functional analytical framework. Main results are existence of solutions on Hilbert space-valued weighted sequence spaces and a condition for stability…

We propose a new monotone finite difference discretization for the variational $p$-Laplace operator, \[ \Delta_p u=\text{div}(|\nabla u|^{p-2}\nabla u), \] and present a convergent numerical scheme for related Dirichlet problems. The…

We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose derivatives are…

Motivated by Ridgway's proof of the perceptron algorithm, we study a simple subgradient method for convex inequality systems in Hilbert space. Assuming strict feasibility and bounded subgradients, we establish finite termination for several…

In this paper, we design high order accurate and stable finite difference schemes for the initial-boundary value problem, associated with the magnetic induction equation with resistivity. We use Summation-By-Parts (SBP) finite difference…