In this work, we establish the maximal [Formula: see text]-regularity for several time stepping schemes for a fractional evolution model, which involves a fractional derivative of order [Formula: see text], [Formula: see text], in time. These schemes include convolution quadratures generated by backward Euler method and second-order backward difference formula, the L1 scheme, explicit Euler met...

Exponential integrators are time stepping schemes which exactly solve the linear part of a semilinear ODE system. This class of schemes requires the approximation of a matrix exponential in every step, and one successful modern method is the Krylov subspace projection method. We investigate the effect of breaking down a single timestep into arbitrary multiple substeps, recycling the Krylov subs...

The meshles.i method based on the least-squares approach, the rneshle.is weighted leastsquares (MWLS) method, is extended to soive conduction heat transfer problems. The MWLS formulation is first established for steady-state problems and then extended to unsteady-state problems with time-stepping schemes. Theoretiiai analy.us antl numerical examples indicate that larger time steps can be used i...

A B S T R A C T Time-stepping schemes in ocean–atmosphere models can involve multiple time levels. Traditional data assimilation implementation considers only the adjustment of the current state using observations available, i.e. the one time level adjustment. However, one time level adjustment introduces an inconsistency between the adjusted and unadjusted states into the model time integratio...

The Discontinuous Galerkin Time Domain (DGTD) methods are now popular for the solution of wave propagation problems. Able to deal with unstructured, possibly locally-refined meshes, they handle easily complex geometries and remain fully explicit with easy parallelization and extension to high orders of accuracy. Non-dissipative versions exist, where some discrete electromagnetic energy is exact...

The meshless method based on the least-squares approach, the meshless weighted leastsquares (MWLS) method, is extended to solve conduction heat transfer problems. The MWLS formulation is first established for steady-state problems and then extended to unsteady-state problems with time-stepping schemes. Theoretical analysis and numerical examples indicate that larger time steps can be used in th...

Recently, we have proposed a method for solving steady-state convection-diffusion equations, including the full compressible Navier-Stokes equations [17]. The method is a combination of a mixed Finite Element method for the diffusion terms, and a Discontinuous Galerkin method for the convection term. The method is fully implicit, and the globally coupled unknowns are the hybrid variables, i.e.,...

In this paper we introduce a new numerical method for the linear complementarity problems (LCPs) arising from two-asset Black–Scholes and Heston's stochastic volatility American options pricing. Based on barycenter dual mesh, class of finite volume (FVM) is proposed spatial discretization, coupled with backward Euler Crank–Nicolson schemes are employed time stepping partial differential equatio...