-stability of the upwind first order finite volume scheme for the Maxwell equations in two and three dimensions on arbitrary unstructured meshes
L2 stability analysis of the central discontinuous Galerkin method and a comparison between the central and regular discontinuous Galerkin methods
We prove stability and derive error estimates for the recently introduced central discontinuous Galerkin method, in the context of linear hyperbolic equations with possibly discontinuous solutions. A comparison between the central discontinuous Galerkin method and the regular discontinuous Galerkin method in this context is also made. Numerical experiments are provided to validate the quantitative conclusions from the analysis.
L2-stability of the upwind first order finite volume scheme for the Maxwell equations in two and three dimensions on arbitrary unstructured meshes
We investigate sufficient and possibly necessary conditions for the L2 stability of the upwind first order finite volume scheme for Maxwell equations, with metallic and absorbing boundary conditions. We yield a very general sufficient condition, valid for any finite volume partition in two and three space dimensions. We show this condition is necessary for a class of regular meshes in two space dimensions. However, numerical tests show it is not necessary in three space dimensions even on regular...
Large time-stepping spectral methods for the semiclassical limit of the defocusing nonlinear Schrödinger equation.
Linear scheme for finite element solution of nonlinear parabolic-elliptic problems with nonhomogeneous Dirichlet boundary condition
The computation of nonlinear quasistationary two-dimensional magnetic fields leads to a nonlinear second order parabolic-elliptic initial-boundary value problem. Such a problem with a nonhomogeneous Dirichlet boundary condition on a part of the boundary is studied in this paper. The problem is discretized in space by the finite element method with linear functions on triangular elements and in time by the implicit-explicit method (the left-hand side by the implicit Euler method and the right-hand...
Local a posteriori estimates for the Stokes problem.
Local Discontinuous Galerkin methods for fractional diffusion equations
We consider the development and analysis of local discontinuous Galerkin methods for fractional diffusion problems in one space dimension, characterized by having fractional derivatives, parameterized by β ∈[1, 2]. After demonstrating that a classic approach fails to deliver optimal order of convergence, we introduce a modified local numerical flux which exhibits optimal order of convergence 𝒪(hk + 1) uniformly across the continuous range between pure advection (β = 1) and pure diffusion...
Local one-dimensional scheme for the third boundary value problem for the heat equation.
Long-Range Numerical Solution of Mildly Non-Linear Parabolic Equations.
Low Volatility Options and Numerical Diffusion of Finite Difference Schemes
2000 Mathematics Subject Classification: 65M06, 65M12.In this paper we explore the numerical diffusion introduced by two nonstandard finite difference schemes applied to the Black-Scholes partial differential equation for pricing discontinuous payoff and low volatility options. Discontinuities in the initial conditions require applying nonstandard non-oscillating finite difference schemes such as the exponentially fitted finite difference schemes suggested by D. Duffy and the Crank-Nicolson variant...
Low-Mach consistency of a class of linearly implicit schemes for the compressible Euler equations
In this note, we give an overview of the authors’ paper [6] which deals with asymptotic consistency of a class of linearly implicit schemes for the compressible Euler equations. This class is based on a linearization of the nonlinear fluxes at a reference state and includes the scheme of Feistauer and Kučera [3] as well as the class of RS-IMEX schemes [8,5,1] as special cases. We prove that the linearization gives an asymptotically consistent solution in the low-Mach limit under the assumption of...