We present a mass-preserving scheme for the stochastic nonlinear Schrödinger equation with multiplicative noise of Stratonovich type. It is a splitting scheme and we present an explicit formula for solving the sub-step related to the nonlinear part. The scheme is unconditionally stable in the L2 norm. For the linear stochastic Schrödinger equation, we prove that the scheme has a strong converge...

We present both time and space-time explicit approximation schemes for a system of first-order nonlinear transport PDEs used as a model in chemical engineering. For the time discretization, using a splitting, we introduce an intermediate spatial regularization step to obtain some bounded variation (BV) estimates for the approximate solutions (with BV initial data), and we get an O(∆t1/2) L conv...

An unsteady two-dimensional numerical investigation was performed on the viscous flow passing through a multi-blade cascade. A Cartesian finite-volume approach was employed and it was linked to Van-Leer's and Roe's flux splitting schemes to evaluate inviscid flux terms. To prevent the oscillatory behavior of numerical results and to increase the accuracy, Monotonic Upstream Scheme for Conservat...

We analyze splitting algorithms for a class of two-dimensional fluid equations, which includes the incompressible Navier–Stokes equations and the surface quasi-geostrophic equation. Our main result is that the Godunov and Strang splitting methods converge with the expected rates provided the initial data are sufficiently regular.

We present an unconditionally stable splitting scheme for incompressible Navier-Stokes equations based on the rotational velocity-correction formulation. The main advantages of the scheme are: (i) it allows the use of time step sizes considerably larger than the widely-used semi-implicit type schemes: the time step size is only constrained by accuracy; (ii) it does not require the velocity and ...

The Beltrami flow is an efficient non-linear filter, that was shown to be effective for color image processing. The corresponding anisotropic diffusion operator strongly couples the spectral components. Usually, this flow is implemented by explicit schemes, that are stable only for small time steps and therefore require many iterations. In this paper we introduce a semi-implicit scheme based on...

This article presents a time-accurate numerical method using high-order accurate compact finite difference scheme for the incompressible Navier–Stokes equations. The method relies on the artificial compressibility formulation, which endows the governing equations a hyperbolic–parabolic nature. The convective terms are discretized with a third-order upwind compact scheme based on flux-difference...