We consider weak solutions of (hyperbolic or hyperbolic-elliptic) systems of conservation laws in one-space dimension and their approximation by finite difference schemes in conservative form. The systems under consideration are endowed with an entropy-entropy flux pair. We introduce a general approach to construct second and third order accurate, fully discrete (in both space and time) entropy...

A priori estimates for mixed nite element methods for the wave equations, 6] T. Dupont, L 2-estimates for Galerkin methods for second order hyperbolic equations, SIAM J.

In this paper we present a random walk model for approximating a Lévy-Feller advection-dispersion process, governed by the Lévy-Feller advection-dispersion differential equation (LFADE). We show that the random walk model converges to LFADE by use of a properly scaled transition to vanishing space and time steps. We propose an explicit finite difference approximation (EFDA) for LFADE, resulting...

In this paper we study finite difference approximations for the following linear stationary convection-diffusion equations: 1 2 σ2(x)u′′(x) + b(x)u′(x)− u(x) = −f(x), x ∈ R, where σ is allowed to be degenerate. We first propose a new weighted finite difference scheme, motivated by approximating the diffusion process associated with the equation in the strong sense. We show that, under certain c...

We present a finite difference method for discretizing a Heaviside function H(u(~x)), where u is a level set function u : Rn 7→ R that is positive on a bounded region Ω ⊂ R. There are two variants of our algorithm, both of which are adapted from finite difference methods that we proposed for discretizing delta functions in [13–15]. We consider our approximate Heaviside functions as they are use...

The applicability of the Dirichlet-to-Neumann technique coupled with finite difference methods is enhanced by extending it to multiple scattering from obstacles of arbitrary shape. The original boundary value problem (BVP) for the multiple scattering problem is reformulated as an interface BVP. A heterogenous medium with variable physical properties in the vicinity of the obstacles is considere...

A characterisation theorem for best uniform wavenumber approximations by central difference schemes is presented. A central difference stencil is derived based on the theorem and is compared with dispersion relation preserving schemes and with classical central differences for a relevant test problem.

We present strongly stable semi-discrete 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 suggest a general prescription for boundary conditi...