Results 1 to 10 of about 1,089,385 (313)
We present finite difference schemes for Burgers equation and Burgers-Fisher equation. A new version of exact finite difference scheme for Burgers equation and Burgers-Fisher equation is proposed using the solitary wave solution.
Lei Zhang, Lisha Wang, Xiaohua Ding
doaj +5 more sources
A compact finite difference scheme with absorbing boundary condition for forced KdV equation [PDF]
Studying the long-time solution behavior of the Korteweg-de Vries (KdV) type equation with a periodic force acting at one end of the long channel is important for simulating the blood flow in artery driven by heart pulses.
Jiaqi Chen, Weizhong Dai
doaj +2 more sources
A dynamically-consistent nonstandard finite difference scheme for the SICA model [PDF]
In this work, we derive a nonstandard finite difference scheme for the SICA (Susceptible–Infected–Chronic–AIDS) model and analyze the dynamical properties of the discretized system.
Sandra Vaz, Delfim F. M. Torres
doaj +2 more sources
Finite difference scheme for multi-term variable-order fractional diffusion equation
In this paper, we consider a multi-term variable-order fractional diffusion equation on a finite domain, which involves the Caputo variable-order time fractional derivative of order α(x,t)∈(0,1) $\alpha(x,t) \in(0,1) $ and the Riesz variable-order space ...
Tao Xu +3 more
doaj +2 more sources
Discrete Maximum principle of a high order finite difference scheme for a generalized Allen-Cahn equation [PDF]
We consider solving a generalized Allen-Cahn equation coupled with a passive convection for a given incompressible velocity field. The numerical scheme consists of the first order accurate stabilized implicit explicit time discretization and a fourth ...
Jie Shen, Xiangxiong Zhang
semanticscholar +1 more source
Numerical solutions for a class stochastic partial differential equations [PDF]
The aim of this manuscript is to introduce and analyze a stochastic finite difference scheme for Ito stochastic partial differential equations. We also discuss the consistency, stability, and convergence for the stochastic finite difference scheme.
Mehdi Karami +4 more
doaj +1 more source
Recursive finite-difference Lattice Boltzmann schemes [PDF]
The motivation of this study is twofold. First, a recursive mathematical formulation of the discrete-velocity Boltzmann equation (DVBE) under the Bhatnagar-Gross-Krook (BGK) approximation is introduced. This formulation allows us to formally express the solution of the DVBE as an infinite sum over successive particle derivatives of the distributions ...
Vienne, Lucien, Lévêque, Emmanuel
openaire +2 more sources
Finite Difference formulation of any lattice Boltzmann scheme [PDF]
Lattice Boltzmann schemes rely on the enlargement of the size of the target problem in order to solve PDEs in a highly parallelizable and efficient kinetic-like fashion, split into a collision and a stream phase.
T. Bellotti, B. Graille, M. Massot
semanticscholar +1 more source
The aim of this paper is to introduce and analyze a novel fractional chaotic system including quadratic and cubic nonlinearities. We take into account the Caputo derivative for the fractional model and study the stability of the equilibrium points by the
D. Baleanu +3 more
semanticscholar +1 more source
The fractional Laplacian operator is a very important fractional operator that is often used to describe several anomalous diffusion phenomena. In this paper, we develop some numerical schemes, including a finite difference scheme and finite volume ...
Junjie Wang, Shoucheng Yuan, Xiao Liu
doaj +1 more source

