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In this paper, we present a second-order accurate finite-difference method for solving convectiondiffusion equations with interfacial jumps on a moving interface. The proposed method is constructed under a semi-Lagrangian framework for…

数值分析 · 数学 2020-05-29 Hyuntae Cho , Yesom Park , Myungjoo Kang

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

数值分析 · 数学 2014-11-07 Béla J. Szekeres , Ferenc Izsák

In this paper, we offer a comparison in terms of computational efficiency between two techniques to avoid order reduction when using Strang method to integrate nonlinear initial boundary value problems with time-dependent boundary…

数值分析 · 数学 2017-09-29 Isaías Alonso-Mallo , Begoña Cano , Nuria Reguera

In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…

数值分析 · 数学 2025-04-01 Shu Liu , Xinzhe Zuo , Stanley Osher , Wuchen Li

In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…

数值分析 · 数学 2024-11-11 Clarissa Astuto

In contrast with the diffusion equation which smoothens the initial data to $C^\infty$ for $t>0$ (away from the corners/edges of the domain), the subdiffusion equation only exhibits limited spatial regularity. As a result, one generally…

数值分析 · 数学 2023-07-17 Buyang Li , Zongze Yang , Zhi Zhou

Approximate solutions of the Fisher equation obtained by different splitting methods are investigated. The error of this nonlinear problem is analyzed. The order of different splitting methods coupled with numerical methods of different…

数值分析 · 数学 2011-03-23 Tamás Ladics

We propose a second order exponential scheme suitable for two-component coupled systems of stiff evolutionary advection--diffusion--reaction equations in two and three space dimensions. It is based on a directional splitting of the involved…

数值分析 · 数学 2023-11-27 Marco Caliari , Fabio Cassini

In this paper we consider splitting methods for nonlinear ordinary differential equations in which one of the (partial) flows that results from the splitting procedure can not be computed exactly. Instead, we insert a well-chosen state…

数值分析 · 数学 2014-05-27 Lukas Einkemmer , Alexander Ostermann

The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…

数值分析 · 数学 2020-06-25 Erik Burman , Mihai Nechita , Lauri Oksanen

A finite difference method is constructed to solve singularly perturbed convection-diffusion problems posed on smooth domains. Constraints are imposed on the data so that only regular exponential boundary layers appear in the solution. A…

数值分析 · 数学 2021-12-23 Alan F. Hegarty , Eugene O'Riordan

This paper introduces a numerical approach to solve singularly perturbed convection diffusion boundary value problems for second-order ordinary differential equations that feature a small positive parameter {\epsilon} multiplying the…

数值分析 · 数学 2023-06-14 Daniel T. Gregory

Solutions of the Dirichlet and Robin boundary value problems for the multi-term variable-distributed order diffusion equation are studied. A priori estimates for the corresponding differential and difference problems are obtained by using…

数值分析 · 数学 2014-01-31 A. A. Alikhanov

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…

A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…

数值分析 · 数学 2018-10-19 Zhongdi Cen , Jian Huang , Anbo Le , Aimin Xu

Convection-diffusion problems arise in the modelling of many physical processes. Their typical solutions exhibit boundary and/or interior layers. Despite the linear nature of the differential operator, these problems pose still-unanswered…

数值分析 · 数学 2013-06-24 Martin Stynes

A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. An analytic function is identified which matches the discontinuity in the initial condition and also satisfies the…

数值分析 · 数学 2022-02-15 Jose Luis Gracia , Eugene O'Riordan

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

We study the computation of coupled advection-diffusion-reaction equations by the Schwarz waveform relaxation method. The study starts with linear equations, and it analyzes the convergence of the computation with a Dirichlet condition, a…

数值分析 · 数学 2022-05-05 Wenbin Dong , Hansong Tang

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…

数值分析 · 数学 2016-12-07 G. Manzini , K. Lipnikov , J. D. Moulton , M. Shashkov