In the semiclassical regime, solutions to the time-dependent Schrödinger equation are highly oscillatory. The number of grid points required for resolving the oscillations may become very large even for simple model problems, making solution on a grid, e.g., using a finite difference method, intractable. Asymptotic methods like Gaussian beams can resolve the oscillations with little effort and ...

The application of the finite difference method to approximate the solution of an indefinite elliptic problem produces a linear system whose coefficient matrix is block tridiagonal and symmetric indefinite. Such a linear system can be solved efficiently by a conjugate residual method, particularly when combined with a good preconditioner. We show that specific incomplete block factorization exi...

In this follow up paper to our previous study in [2], we present a new technique to compute the solution of PDEs with the multiquadric based RBF finite difference method (RBF-FD) using an optimal node dependent variable value of the shape parameter. This optimal value is chosen so that, to leading order, the local approximation error of the RBF-FD formulas is zero. In our previous paper [2] we ...

We develop a new-two-stage finite difference method for computing approximate solutions of a system of third-order boundary value problems associated with odd-order obstacle problems. Such problems arise in physical oceanography Dunbar 1993 and Noor 1994 , draining and coating flow problems E. O. Tuck 1990 and L. W. Schwartz 1990 , and can be studied in the framework of variational inequalities...

Abstract. The aim of this work is to develop general optimization methods for finite difference schemes used to approximate linear differential equations. The specific case of the transport equation is exposed. In particular, the minimization of the numerical error is taken into account. The theoretical study of a related linear algebraic problem gives general results which can lead to the dete...

This paper deals with application of the maximum principle for differential equations to the finite difference method for determining upper and lower approximate solutions of the non-linear Burgers’ equation and their error range. In term of mathematical architecture, the paper is based on the maximum principle for parabolic differential equations to establish monotonic residual relations of th...

We study an optimal control problem for viscosity solutions of a Hamilton-Jacobi equation describing the propagation of a one dimensional graph with the control being the speed function. The existence of an optimal control is proved together with an approximate controllability result in the H−1 norm. We prove convergence of a discrete optimal control problem based on a monotone finite differenc...

Developing stable and robust high-order finite difference schemes requires mathematical formalism and appropriate methods of analysis. In this work, nonlinear entropy stability is used to derive provably stable high-order finite difference methods with formal boundary closures for conservation laws. Particular emphasis is placed on the entropy stability of the compressible Navier-Stokes equatio...

Abstract: The use of the conventional advection diffusion equation in many physical situations has been questioned by many investigators in recent years and alternative diffusion models have been proposed. Fractional space derivatives are used to model anomalous diffusion or dispersion, where a particle plume spreads at a rate inconsistent with the classical Brownian motion model. When a fracti...

In this paper, we apply the general method we have presented elsewhere and prove the convergence of a class of explicit and high-order accurate finite difference schemes for scalar nonlinear hyperbolic conservation laws in several space dimensions. We consider schemes constructed—from an £-scheme— by the corrected antidiffusive flux approach. We derive "sharp" entropy inequalities satisfied by ...