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This paper presents an efficient high-order sharp-interface method for solving the three-dimensional (3D) Poisson equation with Dirichlet boundary conditions on a nonuniform Cartesian grid with irregular domain boundaries. The new approach…

计算物理 · 物理学 2024-12-20 Shirzad Hosseinverdi , Hermann F. Fasel

We show that the Strang splitting method applied to a diffusion-reaction equation with inhomogeneous general oblique boundary conditions is of order two when the diffusion equation is solved with the Crank-Nicolson method, while order…

偏微分方程分析 · 数学 2021-04-23 Guillaume Bertoli , Christophe Besse , Gilles Vilmart

Randomized methods are becoming increasingly popular in numerical linear algebra. However, few attempts have been made to use them in developing preconditioners. Our interest lies in solving large-scale sparse symmetric positive definite…

数值分析 · 数学 2021-11-16 Hussam Al Daas , Tyrone Rees , Jennifer Scott

In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify…

数值分析 · 数学 2013-04-16 Minghua Chen , Weihua Deng , Yujiang Wu

We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…

数值分析 · 数学 2024-07-10 Kassem Mustapha , William McLean , Josef Dick

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

数据结构与算法 · 计算机科学 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang

This paper focuses on the design, analysis and implementation of a new preconditioning concept for linear second order partial differential equations, including the convection-diffusion-reaction problems discretized by Galerkin or…

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

In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…

数值分析 · 数学 2021-07-26 Xian-Ming Gu , Hai-Wei Sun , Yanzhi Zhang , Yong-Liang Zhao

This paper provides the first provable $\mathcal{O}(N \log N)$ algorithms for the linear system arising from the direct finite element discretization of the fourth-order equation with different boundary conditions on unstructured grids of…

数值分析 · 数学 2012-03-06 Shuo Zhang , Jinchao Xu

Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…

数值分析 · 数学 2008-04-04 F. Cavalli , M. Semplice

In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…

数值分析 · 数学 2016-07-26 Zhaopeng Hao , Wanrong Cao , Guang Lin

We show that, for any spatially discretized system of reaction-diffusion, the approximate solution given by the explicit Euler time-discretization scheme converges to the exact time-continuous solution, provided that diffusion coefficient…

最优化与控制 · 数学 2019-12-12 Adrien Le Coënt , Laurent Fribourg

In this paper, we propose a novel unstructured mesh control volume method to deal with the space fractional derivative on arbitrarily shaped convex domains, which to the best of our knowledge is a new contribution to the literature.…

数值分析 · 数学 2024-12-20 Libo Feng , Fawang Liu , Ian Turner

In this paper, a mixed high order finite difference scheme-Pad\'{e} approximation method is applied to obtain numerical solution of the Riesz fractional advection-dispersion equation. This method is based on the high order finite difference…

数值分析 · 数学 2021-05-26 Sohrab Valizadeh , Abdollah Borhanifar

L\'{e}vy flight models whose jumps have infinite moments are mathematically used to describe the superdiffusion in complex systems. Exponentially tempering the Levy measure of L\'{e}vy flights leads to the tempered stable L\'{e}vy processes…

计算物理 · 物理学 2016-05-19 Can Li , Weihua Deng

In this study, we propose a genuine fourth-order compact finite difference scheme for solving biharmonic equations with Dirichlet boundary conditions in both two and three dimensions. In the 2D case, we build upon the high-order compact…

数值分析 · 数学 2024-09-04 Kejia Pan , Jin Li , Zhilin Li , Kang Fu

A class of high-order numerical algorithms for Riesz derivatives are established through constructing new generating functions. Such new high-order formulas can be regarded as the modification of the classical (or shifted) Lubich's…

数值分析 · 数学 2016-11-23 Hengfei Ding , Changpin Li

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…

数值分析 · 数学 2022-05-13 Qifeng Zhang , Jiyuan Zhang , Zhi-zhong Sun

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

数值分析 · 数学 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre