We continue our study on the approximation of a system of partial differential equations recently proposed by Hadeler and Kuttler to model the dynamics of growing sandpiles on a flat bounded table. The novelty here is the introduction of (infinite) walls on the boundary of the domain and the corresponding modification of boundary conditions for the standing and for the rolling layers. An explic...

Reciprocity is applied to the situation where numerical simulations are needed for a number of source locations but relatively a few receiver positions. By invoking source-receiver reciprocity, the number of simulations can be generally reduced to three times the number of receiver positions. The procedure is illustrated for a heterogeneous medium with both single-force and double-couple source...

We study a superreplication problem of European options with gamma constraints, in mathematical finance. The initially unbounded control problem is set back to a problem involving a viscosity PDE solution with a set of bounded controls. Then a numerical approach is introduced, inconditionnally stable with respect to the mesh steps. A generalized finite difference scheme is used since basic fini...

This paper brings together two methods producing numerical solutions with a statement of their quality — the nonstandard finite difference method and the method of validated computing. It deals with the construction and the analysis of reliable numerical discretizations of dynamical systems by employing these two techniques. An epidemiological model is used as a model example for their combined...

Mimetic discretizations based on the support-operators methodology are derived for non-orthogonal locally refined quadrilateral meshes. The second-order convergence rate on non-smooth meshes is verified with numerical examples. 2004 Elsevier Inc. All rights reserved. PACS: 65N06; 65N22; 80A20

We do the numerical analysis and simulations for the time fractional radial diffusion equation used to describe the anomalous subdiffusive transport processes on the symmetric diffusive field. Based on rewriting the equation in a new form, we first present two kinds of implicit finite difference schemes for numerically solving the equation. Then we strictly establish the stability and convergen...

We propose a finite difference scheme for the Heisenberg equation and the LandauLifshitz equation. These equations have a length-preserving property and energy conservation or dissipation property. Our proposed scheme inherits both characteristic properties. We also show that the boundedness of finite difference solutions and an unique solvability of our scheme. Finally, we show some numerical ...

A numerical method based on finite difference method with variable mesh is given for self-adjoint singularly perturbed two-point boundary value problems. To obtain parameteruniform convergence, a variable mesh is constructed, which is dense in the boundary layer region and coarse in the outer region. The uniform convergence analysis of the method is discussed. The original problem is reduced to...

In this paper, we present fourth-order finite difference method for solving nonlinear one-dimensional Burgers equation. This method is unconditionally stable. The convergence analysis of the present method is studied and an upper bound for the error is derived. Numerical comparisons are made with most of the existing numerical methods for solving this equation. 2005 Elsevier Inc. All rights res...

We show how to solve hyperbolic equations numerically on unbounded domains by means of compactification, thereby avoiding the introduction of an artificial outer boundary. The essential ingredient is a suitable transformation of the time coordinate in combination with compactification. Based on this idea, we present a new layer method, called hyperboloidal layers. Accuracy and efficiency of thi...