In this article we introduce the multi-domain hybrid Spectral-WENO method aimed at the discontinuous solutions of hyperbolic conservation laws. The main idea is to conjugate the non-oscillatory properties of the high order weighted essentially non-oscillatory (WENO) finite difference schemes with the high computational efficiency and accuracy of spectral methods. Built in a multi-domain framewo...

We give theorems on implicit difference inequalities generated by initial-boundary value problems for parabolic functional differential equations. We apply this result for the investigation of the stability of difference schemes. Classical solutions of mixed problems are approximated in the paper by solutions of suitable implicit difference methods. The proofs of the convergence of difference m...

We consider the numerical approximation of singularly perturbed linear second order reaction-diffusion boundary value problems with a small shift(δ) in the undifferentiated term and the shift depends on the small parameter(ǫ). The presence of small parameter induces twin boundary layers. The problem is discretized using standard finite difference scheme on an uniform mesh and the retarded argum...

Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study, we use a simple boundary value problem for a one-dimensional parabolic equation to discuss the selection of an approximation with respect to time. We conside...

The optimal rate of convergence of the wave equation in both the energy and the L-norms using continuous Galerkin method is well known. We exploit this technique and design a fully discrete scheme consisting of coupling the nonstandard finite difference method in the time and the continuous Galerkin method in the space variables. We show that, for sufficiently smooth solution, the maximal error...

This paper discusses numerical analysis methods for different geometrical features that have limited interval values for typically used sensor wavelengths. Compared with existing Finite Difference Time Domain (FDTD) methods, the alternating direction implicit (ADI)-FDTD method reduces the number of sub-steps by a factor of two to three, which represents a 33% time savings in each single run. Th...

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...

The finite-difference-time-domain (FDTD), although recognized as a flexible, robust and simple to implement method for solving complex electromagnetic problems, is subject to numerical dispersion errors. In addition to the traditional ways for reducing dispersion, i.e., increasing sampling rate and using higher order degrees of accuracy, a number of schemes have been proposed recently. In this ...

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...

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...