The aim of this paper is to investigate finite element methods for the solution of elliptic partial differential equations on implicitely defined surfaces. The problem of solving such equations without triangulating surfaces is of increasing importance in various applications, and their discretization has recently been investigated in the framework of finite difference methods. For the two most...

A parallel fully coupled one-level Newton-Krylov-Schwarz method is investigated for solving the nonlinear system of algebraic equations arising from the finite difference discretization of inverse elliptic problems. Both L and H least squares formulations are considered with the H regularization. We show numerically that the preconditioned iterative method is optimally scalable with respect to ...

1. GENERAL FORM OF FINITE VOLUME METHODS We consider vertex-centered finite volume methods for solving diffusion type elliptic equation (1) −∇ · (K∇u) = f in Ω, with suitable Dirichlet or Neumann boundary conditions. Here Ω ⊂ R is a polyhedral domain (d ≥ 2), the diffusion coefficient K(x) is a d× d symmetric matrix function that is uniformly positive definite on Ω with components in L∞(Ω), and...

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...

A system of singularly perturbed ordinary differential equations of first order with given initial conditions is considered. The leading term of each equation is multiplied by a small positive parameter. These parameters are assumed to be distinct and they determine the different scales in the solution to this problem. A Shishkin piecewise–uniform mesh is constructed, which is used, in conjunct...

We introduce different high order time discretization schemes for backward semi-Lagrangian methods. These schemes are based on multi-step schemes like AdamsMoulton and Adams-Bashforth schemes combined with backward finite difference schemes. We apply these methods to transport equations for plasma physics applications and for the numerical simulation of instabilities in fluid mechanics. In the ...

Abstract. We consider a partial differential equation of Schrödinger type, known as the ‘parabolic’ approximation to the Helmholtz equation in the theory of sound propagation in an underwater, rangeand depth-dependent environment with a variable bottom. We solve an associated initialand boundary-value problem by a finite difference scheme of Crank-Nicolson type on a variable mesh. We prove that...

In this paper, the Mickens non-standard discretization method which effectively preserves the dynamical behavior of linear differential equations is adapted to solve numerically the fractional order hyperbolic partial differential equations. The fractional derivative is described in the Riesz sense. Special attention is given to study the stability analysis and the convergence of the proposed m...

We consider a model initialand boundary-value problem for a third-order p.d.e., a wide-angle ‘parabolic’ equation frequently used in underwater acoustics, with depthand rangedependent coefficients in the presence of horizontal interfaces and dissipation. After commenting on the existence–uniqueness theory of solution of the equation, we discretize the problem by a secondorder finite difference ...

In this paper, we describe a comparison of two spatial discretization schemes for the advection equation, namely the first finite difference method and the method of lines. The stability of the methods has been studied by Von Neumann method and with the matrix analysis. The methods are applied to a number of test problems to compare the accuracy and computational efficiency. We show that both d...