We establish the global existence of L∞ solutions for a model of polytropic gas flow with diffusive entropy. The result is obtained by showing the convergence of a class of finite difference schemes, which includes the Lax– Friedrichs and Godunov schemes. Such convergence is achieved by proving the estimates required for the application of the compensated compactness theory.

A class of finite difference schemes for solving a fractional anti-diffusive equation, recently proposed by Andrew C. Fowler to describe the dynamics of dunes, is considered. Their linear stability is analyzed using the standard Von Neumann analysis: stability criteria are found and checked numerically. Moreover, we investigate the consistency and convergence of these schemes.

This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in space and in time. We demonstrate that in this case, different finite difference schemes converge to different limiting processes as the mesh size tends to zero....

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The paper demonstrates advantages of using implicit finite differences for fast, accurate, and reliable differentiating and filtering of multidimensional signals defined on regular grids. In particular, applications to image enhancement and edge detection problems are considered. The theoretical contribution of the paper is threefold. The first adapts the Fourier-Padé-Galerkin approximations ap...

In this paper, thirdand fourth-order compact finite difference schemes are proposed for solving Helmholtz equations with discontinuous media along straight interfaces in two space dimensions. To keep the compactness of the finite difference schemes and get global high order schemes, even at the interface where the wave number is discontinuous, the idea of the immersed interface method is employ...

This article presents a family of very high-order non-uniform grid compact finite difference schemes with spatial orders of accuracy ranging from 4th to 20th for the incompressible Navier–Stokes equations. The high-order compact schemes on non-uniform grids developed in Shukla and Zhong [R.K. Shukla, X. Zhong, Derivation of high-order compact finite difference schemes for non-uniform grid using...

A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the disc...

Taking the axial heat conduction of wax deposition layer into account, a two-dimensional heat transfer model of calculating the temperature profile inside wax deposition layer was deduced and established based on the energy balance equation, the finite difference method was used to solve this model, and the influence of axial heat conduction on the distribution law of temperature profile inside...