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In ordinary turbulence research it has been a long standing tradition to solve the equations in spectral space giving the best possible accuracy. This is indeed a natural choice for incompressible problems with periodic boundaries, but it…

天体物理学 · 物理学 2009-11-07 A. Brandenburg , W. Dobler

In this paper we study the convergence rate of a finite volume approximation of the compressible Navier--Stokes--Fourier system. To this end we first show the local existence of a highly regular unique strong solution and analyse its global…

In this work, a new compact sixth order accurate finite difference scheme for the two and three-dimensional Helmholtz equation is presented. The main significance of the proposed scheme is that its sixth order leading truncation error term…

数值分析 · 数学 2024-09-23 Neelesh Kumar , Ritesh Kumar Dubey

In this paper, we focus on the tempered subdiffusive Black-Scholes model. The main part of our work consists of the finite difference method as a numerical approach to the option pricing in the considered model. We derive the governing…

数值分析 · 数学 2022-05-16 Grzegorz Krzyżanowski , Marcin Magdziarz

To kinetically model implosion and explosion related phenomena, we present a theoretical framework for constructing Discrete Boltzmann Model(DBM) with spherical symmetry in spherical coordinates. To this aim, a key technique is to use…

计算物理 · 物理学 2018-09-07 Aiguo Xu , Guangcai Zhang , Yudong Zhang , Pei Wang , Yangjun Ying

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

数值分析 · 数学 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou

We develop a new dispersion minimizing compact finite difference scheme for the Helmholtz equation in 2 and 3 dimensions. The scheme is based on a newly developed ray theory for difference equations. A discrete Helmholtz operator and a…

数值分析 · 数学 2016-04-13 Christiaan C. Stolk

Novel multi-step predictor-corrector numerical schemes have been derived for approximating decoupled forward-backward stochastic differential equations (FBSDEs). The stability and high order rate of convergence of the schemes are rigorously…

数值分析 · 数学 2021-02-12 Qiang Han , Shaolin Ji

We propose fully discrete, implicit-in-time finite-volume schemes for a general family of non-linear and non-local Fokker-Planck equations with a gradient-flow structure, usually known as aggregation-diffusion equations, in any dimension.…

数值分析 · 数学 2020-09-29 Rafael Bailo , Jose A. Carrillo , Jingwei Hu

Arbitrary high order numerical methods for time-harmonic acoustic scattering problems originally defined on unbounded domains are constructed. This is done by coupling recently developed high order local absorbing boundary conditions (ABCs)…

数值分析 · 数学 2020-06-17 Vianey Villamizar , Dane Grundvig , Otilio Rojas , Sebastian Acosta

In this paper, an alternating direction implicit (ADI) difference scheme for two-dimensional time-fractional wave equation of distributed-order with a nonlinear source term is presented. The unique solvability of the difference solution is…

数值分析 · 数学 2017-04-11 Jiahui Hu , Jungang Wang , Zhanbin Yuan , Zongze Yang , Yufeng Nie

In this paper we propose and analyze an energy stable numerical scheme for the Cahn-Hilliard equation, with second order accuracy in time and the fourth order finite difference approximation in space. In particular, the truncation error for…

数值分析 · 数学 2017-12-19 Kelong Cheng , Wenqiang Feng , Cheng Wang , Steven M. Wise

We propose and study a fully implicit finite volume scheme for the pressureless Euler-Poisson-Boltzmann equations on the one dimensional torus. Especially, we design a consistent and dissipative discretization of the force term which yields…

数值分析 · 数学 2025-04-03 Mehdi Badsi , Nicolas Crouseilles

Well balanced and free energy dissipative first- and second-order accurate finite volume schemes are proposed for a general class of hydrodynamic systems with linear and nonlinear damping. The natural Liapunov functional of the system,…

数值分析 · 数学 2020-11-05 José A. Carrillo , Serafim Kalliadasis , Sergio P. Perez , Chi-Wang Shu

This paper focuses on providing the high order algorithms for the space-time tempered fractional diffusion-wave equation. The designed schemes are unconditionally stable and have the global truncation error $\mathcal{O}(\tau^2+h^2)$, being…

数值分析 · 数学 2017-01-31 Minghua Chen , Weihua Deng

Finite difference schemes are the method of choice for solving nonlinear, degenerate elliptic PDEs, because the Barles-Sougandis convergence framework [Barles and Sougandidis, Asymptotic Analysis, 4(3):271-283, 1991] provides sufficient…

数值分析 · 数学 2018-07-16 Chris Finlay , Adam Oberman

We develop a decoupled, first-order, fully discrete, energy-stable scheme for the Cahn-Hilliard-Navier-Stokes equations. This scheme calculates the Cahn-Hilliard and Navier-Stokes equations separately, thus effectively decoupling the entire…

数值分析 · 数学 2025-06-25 Haijun Gao , Xi Li , Minfu Feng

The well-known backward difference formulas (BDF) of the third, the fourth and the fifth orders are investigated for time integration of the phase field crystal model. By building up novel discrete gradient structures of the BDF-$\rmk$…

数值分析 · 数学 2024-04-24 Hong-lin Liao , Yuanyuan Kang

In this study, we first present an improved version of the classical sixth-order combined compact difference (CCD6) scheme to enhance the convective stability of advection equations through an increased dispersion accuracy. This improved…

计算物理 · 物理学 2015-09-28 Ching-Hao Yu , Dan Wang , Zhiguo He , Thomas Pähtz

We present a new finite volume method for computing numerical approximations of a system of nonlocal transport equation modeling interacting species. This method is based on the work [F. Delarue, F. Lagoutire, N. Vauchelet, Convergence…

偏微分方程分析 · 数学 2019-12-16 Anissa Keurti , Thomas Rey