In this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm Ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. We applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. The main properties of deterministic difference schemes,...

in this paper, a new implicit nonstandard finite difference scheme for conservation laws, which preserving the property of tvd (total variation diminishing) of the solution, is proposed. this scheme is derived by using nonlocal approximation for nonlinear terms of partial differential equation. schemes preserving the essential physical property of tvd are of great importance in practice. such s...

The obesity epidemic is considered a health concern of paramount importance in modern society. In this work, a nonstandard finite difference scheme has been developed with the aim to solve numerically a mathematical model for obesity population dynamics. This interacting population model represented as a system of coupled nonlinear ordinary differential equations is used to analyze, understand,...

in recent years, the number of research works devoted to applying the highly accurate numerical schemes, in particular compact finite difference schemes, to numerical simulation of complex flow fields with multi-scale structures, is increasing. the use of compact finite-difference schemes are the simple and powerful ways to reach the objectives of high accuracy and low computational cost. compa...

We suggest a finite dfference scheme for the Camassa-Holm equation that can handle general H1 initial data. The form of the difference scheme is judiciously chosen to ensure that it satisfies a total energy inequality. We prove that the difference scheme converges strongly in H1 towards an exact dissipative weak solution of Camassa-Holm equation.

We suggest a finite dfference scheme for the Camassa-Holm equation that can handle general H1 initial data. The form of the difference scheme is judiciously chosen to ensure that it satisfies a total energy inequality. We prove that the difference scheme converges strongly in H1 towards an exact dissipative weak solution of Camassa-Holm equation.

In this paper we further explore and apply our recent anti-diffusive flux corrected high order finite difference WENO schemes for conservation laws [18] to compute the Saint-Venant system of shallow water equations with pollutant propagation, which is described by a transport equation. The motivation is that the high order anti-diffusive WENO scheme for conservation laws produces sharp resoluti...