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In this paper, a new family of implicit compact finite difference schemes for computation of unsteady convection-diffusion equation with variable convection coefficient is proposed. The schemes are fourth order accurate in space and second…

数学物理 · 物理学 2012-01-17 Shuvam Sen

In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…

流体动力学 · 物理学 2018-05-16 Yucheng Fu , Zhenfu Tian , Yang Liu

We show that the classical fourth order accurate compact finite difference scheme with high order strong stability preserving time discretizations for convection diffusion problems satisfies a weak monotonicity property, which implies that…

数值分析 · 数学 2023-10-26 Hao Li , Shusen Xie , Xiangxiong Zhang

In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…

数值分析 · 数学 2013-12-19 Shuvam Sen

In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…

数值分析 · 数学 2020-06-17 Xianyi Zeng , Md Mahmudul Hasan

We propose a new fully-discretized finite difference scheme for a quantum diffusion equation, in both one and two dimensions. This is the first fully-discretized scheme with proven positivity-preserving and energy stable properties using…

数值分析 · 数学 2020-04-10 Xiaokai Huo , Hailiang Liu

A discretization scheme is introduced for a set of convection-diffusion equations with a non-linear reaction term, where the convection velocity is constant for each reactant. This constancy allows a transformation to new spatial variables,…

计算物理 · 物理学 2017-09-19 József Vass , Sergey N. Krylov

Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…

数值分析 · 计算机科学 2010-06-01 Petr N. Vabishchevich

The diffusive viscous wave equation describes wave propagation in diffusive and viscous media. Examples include seismic waves traveling through the Earth's crust, taking into account of both the elastic properties of rocks and the…

数值分析 · 数学 2025-01-13 Siyang Wang

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

计算金融 · 定量金融 2024-01-30 Anindya Goswami , Kuldip Singh Patel

For given non-consistent initial conditions, we study the stability of a class of generalised linear systems of difference equations with constant coefficients and taking into account that the leading coefficient can be a singular matrix.…

动力系统 · 数学 2016-12-14 Nicholas Apostolopoulos , Fernando Ortega , Grigoris Kalogeropoulos

In this paper, we consider the development and analysis of a new explicit compact high-order finite difference scheme for acoustic wave equation formulated in divergence form, which is widely used to describe seismic wave propagation…

数值分析 · 数学 2020-03-24 Da Li , Keran Li , Wenyuan Liao

Convection-diffusion problem are the base for continuum mechanics. The main features of these problems are associated with an indefinite operator the problem. In this work we construct unconditionally stable scheme for non-stationary…

数值分析 · 计算机科学 2012-08-31 N. Afanasyeva , P. Vabishchevich , M. Vasil'eva

We consider compact finite-difference schemes of the 4th approximation order for an initial-boundary value problem (IBVP) for the $n$-dimensional non-homogeneous wave equation, $n\geq 1$. Their construction is accomplished by both the…

数值分析 · 数学 2025-12-30 Alexander Zlotnik , Olga Kireeva

In this manuscript, we present the development of implicit and implicit-explicit ADER and DeC methodologies within the DeC framework using the two-operators formulation, with a focus on their stability analysis both as solvers for ordinary…

数值分析 · 数学 2025-05-14 Philipp Öffner , Louis Petri , Davide Torlo

The compact finite difference method is a powerful tool for discretizing conservation laws, owing to its inherent flexibility in developing high-resolution and highly stable schemes. In this paper, we propose a framework for the design of…

数值分析 · 数学 2026-03-30 Weifeng Hou , Zhangpeng Sun , Wenqi Yao , Liupeng Wang

We consider an initial-boundary value problem for the $n$-dimensional wave equation with the variable sound speed, $n\geq 1$. We construct three-level implicit in time and compact in space (three-point in each space direction) 4th order…

数值分析 · 数学 2026-01-01 Alexander Zlotnik , Raimondas Čiegis

A discretization scheme for variable coefficient elliptic PDEs in the plane is presented. The scheme is based on high-order Gaussian quadratures and is designed for problems with smooth solutions, such as scattering problems involving soft…

数值分析 · 数学 2015-03-17 Per-Gunnar Martinsson

A method for enhancing the stability and robustness of explicit schemes in computational fluid dynamics is presented. The method is based in reformulating explicit schemes in matrix form, which cane modified gradually into semi or…

数学物理 · 物理学 2009-11-10 A. A. Hujeirat

Convection-diffusion equations arise in a variety of applications such as particle transport, electromagnetics, and magnetohydrodynamics. Simulation of the convection-dominated regime for these problems, even with high-fidelity techniques,…

数值分析 · 数学 2023-05-24 James H. Adler , Casey Cavanaugh , Xiaozhe Hu , Andy Huang , Nathaniel Trask
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