In this paper, we consider the variable-order nonlinear fractional diffusion equation ∂u(x, t) ∂t = B(x, t)xR u(x, t) + f(u, x, t), where xR α(x,t) is a generalized Riesz fractional derivative of variable order α(x, t) (1 < α(x, t) ≤ 2) and the nonlinear reaction term f(u, x, t) satisfies the Lipschitz condition |f(u1, x, t) − f(u2, x, t)| ≤ L|u1 − u2|. A new explicit finite difference approxim...

In [Ler53] and [G̊ar56], Leray and Gårding have developed a multiplier technique for deriving a priori estimates for solutions to scalar hyperbolic equations in either the whole space or the torus. In particular, the arguments in [Ler53, G̊ar56] provide with at least one local multiplier and one local energy functional that is controlled along the evolution. The existence of such a local multipli...

High order integro-differential equations (IDE), especially nonlinear, are usually difficult to solve even for approximate solutions. In this paper, we give a high accurate compact finite difference method to efficiently solve integro-differential equations, including high order and nonlinear problems. By numerical experiments, we show that compact finite difference method of integro-differenti...

An important class of problems exhibits smooth behaviour in space and time on a macroscopic scale, while only a microscopic evolution law is known. For such time-dependent multi-scale problems, an “equationfree framework” has been proposed, of which the gap-tooth scheme is an essential component. The gap-tooth scheme is designed to approximate a time-stepper for an unavailable macroscopic equat...

We present strongly stable finite difference approximations to the quarter space problem (x > 0, t > 0) for the first order in time, second order in space wave equation with a shift term. We consider space-like (pure outflow) and time-like boundaries, with either second or fourth order accuracy. These discrete boundary conditions are a first step for the construction of stable finite difference...

In this article we analyse a fully discrete approximation to the time dependent viscoelasticity equations allowing for multicomponent fluid flow. The Oldroyd B constitutive equation is used to model the viscoelastic stress. For the discretization, time derivatives are replaced by backward difference quotients, and the non-linear terms are linearized by lagging appropriate factors. The modeling ...

Implicit finite difference schemes for the 3-D wave equation using a 27-point stencil on the cubic grid are presented, for use in room acoustics modelling and artificial reverberation. The system of equations that arises from the implicit formulation is solved using the Jacobi iterative method. Numerical dispersion is analysed and computational efficiency is compared to second-order accurate 27...

This paper deals with the development of a computer model for flood routing in narrow rivers. Equations describing the propagation of a flood wave in a channel-flood plain system are presented and solved using an implicit finite difference scheme. Particular emphasis has been given to the treatment of the friction term in the governing equation of motion.

This paper proposes a simple and efficient finite difference method for implicit differentiation of marginal inference results in discrete graphical models. Given an arbitrary loss function, defined on marginals, we show that the derivatives of this loss with respect to model parameters can be obtained by running the inference procedure twice, on slightly perturbed model parameters. This method...

We report a new finite-difference scheme for two-dimensional magnetohydrodynamics (MHD) simulations, with and without rotation, in unstructured grids with quadrilateral cells. The new scheme is implemented within the code VULCAN/2D, which already includes radiation-hydrodynamics in various approximations and can be used with arbitrarily moving meshes (ALE). The MHD scheme, which consists of cel...