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In this paper, we present a sparse grid-based Monte Carlo method for solving high-dimensional semi-linear nonlocal diffusion equations with volume constraints. The nonlocal model is governed by a class of semi-linear partial…

数值分析 · 数学 2025-07-08 Changtao Sheng , Bihao Su , Chenglong Xu

We introduce a semi-explicit time-stepping scheme of second order for linear poroelasticity satisfying a weak coupling condition. Here, semi-explicit means that the system, which needs to be solved in each step, decouples and hence improves…

数值分析 · 数学 2023-11-08 R. Altmann , R. Maier , B. Unger

In this work, we report the development of a spatially fourth order temporally second order compact scheme for incompressible Navier-Stokes (N-S) equations in time-varying domain. Sen [J. Comput. Phys. 251 (2013) 251-271] put forward an…

数值分析 · 数学 2021-08-26 Shuvam Sen , Tony W. H. Sheu

In this paper a new high order semi-implicit discontinuous Galerkin method (SI-DG) is presented for the solution of the incompressible Navier-Stokes equations on staggered space-time adaptive Cartesian grids (AMR) in two and three…

数值分析 · 数学 2017-08-02 Francesco Fambri , Michael Dumbser

Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this…

数值分析 · 数学 2014-05-20 Minghua Chen , Weihua Deng

This paper establishes and analyzes a second-order accurate numerical scheme for the nonlinear partial integrodifferential equation with a weakly singular kernel. In the time direction, we apply the Crank-Nicolson method for the time…

数值分析 · 数学 2022-09-07 Wenlin Qiu , Xu Xiao , Kexin Li

The present paper deals with the numerical solution of time-fractional advection-diffusion equations involving the Caputo derivative with source term by means of an unconditionally stable implicit finite difference method on quasi-uniform…

数值分析 · 数学 2018-02-14 Riccardo Fazio , Alessandra Jannelli

The choice of numerical integrator in approximating solutions to dynamic partial differential equations depends on the smallest time-scale of the problem at hand. Large-scale deformations in elastic solids contain both shear waves and bulk…

数值分析 · 数学 2025-02-21 Edward M. Terrell , Boyce E. Griffith

In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…

数值分析 · 数学 2022-11-10 Guoliang Zhang , Hongqiang Zhu , Tao Xiong

This paper deals with the construction of numerical stable solutions of random mean square Fisher-KPP models with advection. The construction of the numerical scheme is performed in two stages. Firstly, a semidiscretization technique…

数值分析 · 数学 2025-01-24 M. -C. Casabán , R. Company , L. Jódar

The stability of classical semi-implicit scheme, and some more advanced iterative schemes recently proposed for Numerical Weather Prediction (NWP) purpose is examined. In all these schemes, the solution of the centred-implicit non-linear…

大气与海洋物理 · 物理学 2009-11-10 Pierre Benard

In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a…

数值分析 · 数学 2020-12-30 Kaipeng Wang , Andrew Christlieb , Yan Jiang , Mengping Zhang

In this work, we consider the development of implicit explicit total variation diminishing (TVD) methods (also termed SSP: strong stability preserving) for the compressible isentropic Euler system in the low Mach number regime. The scheme…

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…

偏微分方程分析 · 数学 2014-08-18 Rajib Dutta , Ujjwal Koley , Nils Henrik Risebro

We propose a local discontinuous Galerkin (LDG) method for the fractional Korteweg-de Vries (KdV) equation, involving the fractional Laplacian with exponent $\alpha \in (1,2)$ in one and multiple space dimensions. By decomposing the…

数值分析 · 数学 2024-11-19 Mukul Dwivedi , Tanmay Sarkar

We consider hyperbolic systems of conservation laws with relaxation source terms leading to a diffusive asymptotic limit under a parabolic scaling. We introduce a new class of secondorder in time and space numerical schemes, which are…

数值分析 · 数学 2022-05-23 Louis Reboul , Teddy Pichard , Marc Massot

We study the numerical algorithm and error analysis for the Cahn-Hilliard equation with dynamic boundary conditions. A second-order in time, linear and energy stable scheme is proposed, which is an extension of the first-order stabilized…

数值分析 · 数学 2022-06-16 Xiangjun Meng , Xuelian Bao , Zhengru Zhang

We present a new hybrid direct/iterative approach to the solution of a special class of saddle point matrices arising from the discretization of the steady incompressible Navier-Stokes equations on an Arakawa C-grid. The two-level method…

数值分析 · 数学 2010-06-10 Fred Wubs , Jonas Thies

This paper introduces a novel paradigm for constructing linearly implicit and high-order unconditionally energy-stable schemes for general gradient flows, utilizing the scalar auxiliary variable (SAV) approach and the additive Runge-Kutta…

数值分析 · 数学 2023-07-11 Xuelong Gu , Wenjun Cai , Yushun Wang

We present a method for solving general nonconvex-strongly-convex bilevel optimization problems. Our method -- the \emph{Restarted Accelerated HyperGradient Descent} (\texttt{RAHGD}) method -- finds an $\epsilon$-first-order stationary…

最优化与控制 · 数学 2023-07-04 Haikuo Yang , Luo Luo , Chris Junchi Li , Michael I. Jordan