The numerical simulation of the dynamics of the molecular beam epitaxy (MBE) growth is considered in this article. The governing equation is a nonlinear evolutionary equation that is of linear fourth order derivative term and nonlinear second order derivative term in space. The main purpose of this work is to construct and analyze two linearized finite difference schemes for solving the MBE mod...

The aim of the present paper is to present a numerical algorithm for the time-dependent generalized regularized long wave equation with boundary conditions. We semi-discretize the continuous problem by means of the Crank–Nicolson finite difference method in the temporal direction and exponential B-spline collocation method in the spatial direction. The method is shown to be unconditionally stab...

This article is devoted to the numerical study of a nonlinear Schrödinger equation in which the coefficient in front of the group velocity dispersion is multiplied by a real valued Gaussian white noise. We first perform the numerical analysis of a semi-discrete Crank-Nicolson scheme in the case when the continuous equation possesses a unique global solution. We prove that the strong order of co...

The construction of a hierarchy of high-frequency microlocal artificial boundary conditions for the two-dimensional linear Schrödinger equation is proposed. These conditions are derived for a circular boundary and are next extended to a general arbitrarily-shaped boundary. They present the features of being differential in space and non-local in time since their definition involves some tempora...

In this paper we develop a numerical approach to a fractional-order differential linear complementarity problem (LCP) arising in pricing European and American options under a geometric Lévy process. The (LCP) is first approximated by a penalized nonlinear fractional Black-Scholes (fBS) equation. To numerically solve this nonlinear (fBS), we use the horizontal method of lines to discretize the t...

The semi-implicit leapfrog time-discretization is a workhorse algorithm for initial-value MHD codes to bridge between vastly separated time scales. Inclusion of atomic interactions with neutrals breaks the functional structure equations that exploited by leapfrog. We address how best integrate physics into Following Crank-Nicolson method, one approach time-center in linear solver and use Newton...

We present a novel numerical method and algorithm for the solution of the 3D axially symmetric timedependent Schrödinger equation in cylindrical coordinates, involving singular Coulomb potential terms besides a smooth time-dependent potential. We use fourth order finite difference real space discretization, with special formulae for the arising Neumann and Robin boundary conditions along the sy...

The Crank-Nicolson (CN) simulation method has an oscillatory response to sharp initial transients. The technique is convenient but the oscillations make it less popular. Several ways of damping the oscillations in two types of electrochemical computations are investigated. For a simple one-dimensional system with an initial singularity, subdivision of the first time interval into a number of eq...