Abstract: 1 Model elliptic problems.- 2 Foundations of mimetic finite difference method.- 3 Mimetic inner products and reconstruction operators.- 4 Mimetic discretization of bilinear forms.- 5 The diffusion problem in mixed form.- 6 The diffusion problem in primal form.- 7 Maxwells equations. 8. The Stokes problem. 9 Elasticity and plates.- 10 Other linear and nonlinear mimetic schemes.- 11 Analysis of parameters and maximum principles.- 12 Diffusion problem on generalized polyhedral meshes.

Abstract: In this paper, two finite difference/element approaches for the time-fractional subdiffusion equation with Dirichlet boundary conditions are developed, in which the time direction is approximated by the fractional linear multistep method and the space direction is approximated by the finite element method. The two methods are unconditionally stable and convergent of order $O(\tau^q+h^{r+1})$ in the $L^2$ norm, where $q=2-\beta$ or 2 when the analytical solution to the subdiffusion equation is sufficiently smooth, $\beta\,(0<\beta<1)$ is the order of the fractional derivative, $\tau$ and $h$ are the step sizes in time and space, respectively, and $r$ is the degree of the polynomial space. The corresponding schemes for the subdiffusion equation with Neumann boundary conditions are presented as well, where the stability and convergence are shown. Numerical examples are provided to verify the theoretical analysis. Comparisons between the algorithms derived in this paper and the existing algorithms are given, ...

Abstract: In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian.

Abstract: This paper presents a novel reaction-diffusion (RD) method for implicit active contours that is completely free of the costly reinitialization procedure in level set evolution (LSE). A diffusion term is introduced into LSE, resulting in an RD-LSE equation, from which a piecewise constant solution can be derived. In order to obtain a stable numerical solution from the RD-based LSE, we propose a two-step splitting method to iteratively solve the RD-LSE equation, where we first iterate the LSE equation, then solve the diffusion equation. The second step regularizes the level set function obtained in the first step to ensure stability, and thus the complex and costly reinitialization procedure is completely eliminated from LSE. By successfully applying diffusion to LSE, the RD-LSE model is stable by means of the simple finite difference method, which is very easy to implement. The proposed RD method can be generalized to solve the LSE for both variational level set method and partial differential equation-based level set method. The RD-LSE method shows very good performance on boundary antileakage. The extensive and promising experimental results on synthetic and real images validate the effectiveness of the proposed RD-LSE approach.

Abstract: Fractional finite difference methods are useful to solve the fractional differential equations. The aim of this article is to prove the stability and convergence of the fractional Euler method, the fractional Adams method and the high order methods based on the convolution formula by using the generalized discrete Gronwall inequality. Numerical experiments are also presented, which verify the theoretical analysis.

Abstract: Mean field type models describing the limiting behavior of stochastic differential games as the number of players tends to $+\infty$ have been recently introduced by Lasry and Lions. Numerical methods for the approximation of the stationary and evolutive versions of such models have been proposed by the authors in previous works. Here, convergence theorems for these methods are proved under various assumptions on the coupling operator.

Abstract: A phase-field-based hybrid model that combines the lattice Boltzmann method with the finite difference method is proposed for simulating immiscible thermocapillary flows with variable fluid-property ratios. Using a phase field methodology, an interfacial force formula is analytically derived to model the interfacial tension force and the Marangoni stress. We present an improved lattice Boltzmann equation (LBE) method to capture the interface between different phases and solve the pressure and velocity fields, which can recover the correct Cahn-Hilliard equation (CHE) and Navier-Stokes equations. The LBE method allows not only use of variable mobility in the CHE, but also simulation of multiphase flows with high density ratio because a stable discretization scheme is used for calculating the derivative terms in forcing terms. An additional convection-diffusion equation is solved by the finite difference method for spatial discretization and the Runge-Kutta method for time marching to obtain the temperature field, which is coupled to the interfacial tension through an equation of state. The model is first validated against analytical solutions for the thermocapillary driven convection in two superimposed fluids at negligibly small Reynolds and Marangoni numbers. It is then used to simulate thermocapillary migration of a three-dimensional deformable droplet and bubble at various Marangoni numbers and density ratios, and satisfactory agreement is obtained between numerical results and theoretical predictions.

Abstract: This paper analyzes the effects of complex geometries on three-dimensional (3D) slope stability using an elastoplastic finite difference method (FDM) with a strength reduction technique. A series o...

Abstract: In this paper we are interested in the fractional-order form of Chua’s system. A discretization process will be applied to obtain its discrete version. Fixed points and their asymptotic stability are investigated. Chaotic attractor, bifurcation and chaos for different values of the fractional-order parameter are discussed. We show that the proposed discretization method is different from other discretization methods, such as predictor-corrector and Euler methods, in the sense that our method is an approximation for the right-hand side of the system under study.

Abstract: Fractional finite difference methods are useful to solve the fractional differential equations. The aim of this article is to prove the stability and convergence of the fractional Euler method, the fractional Adams method and the high order methods based on the convolution formula by using the generalized discrete Gronwall inequality. Numerical experiments are also presented, which verify the theoretical analysis.

Abstract: This work deals with the put option pricing problems based on the time-fractional Black-Scholes equation, where the fractional derivative is a so-called modified Riemann-Liouville fractional derivative. With the aid of symbolic calculation software, European and American put option pricing models that combine the time-fractional Black-Scholes equation with the conditions satisfied by the standard put options are numerically solved using the implicit scheme of the finite difference method.

Abstract: Finite element and finite difference methods have been widely used, among other methods, to numerically solve the Fokker–Planck equation for investigating the time history of the probability density function of linear and nonlinear 2d and 3d problems; also the application to 4d problems has been addressed. However, due to the enormous increase in computational costs, different strategies are required for efficient application to problems of dimension ≥3. Recently, a stabilized multi-scale finite element method has been effectively applied to the Fokker–Planck equation. Also, the alternating directions implicit method shows good performance in terms of efficiency and accuracy. In this paper various finite difference and finite element methods are discussed, and the results are compared using various numerical examples.

Abstract: Mean field type models describing the limiting behavior of stochastic differential game problems as the number of players tends to + ∞, have been recently introduced by J-M. Lasry and P-L. Lions. They may lead to systems of evolutive partial differential equations coupling a forward Bellman equation and a backward Fokker–Planck equation. The forward-backward structure is an important feature of this system, which makes it necessary to design new strategies for mathematical analysis and numerical approximation. In this survey, several aspects of a finite difference method used to approximate the previously mentioned system of PDEs are discussed, including: existence and uniqueness properties, a priori bounds on the solutions of the discrete schemes, convergence, and algorithms for solving the resulting nonlinear systems of equations. Some numerical experiments are presented. Finally, the optimal planning problem is considered, i.e. the problem in which the positions of a very large number of identical rational agents, with a common value function, evolve from a given initial spatial density to a desired target density at the final horizon time.

Abstract: An alternative artificial compressibility (AC) scheme is proposed to allow the explicit simulation of the incompressible Navier-Stokes (INS) equations. Traditional AC schemes rely on an artificial equation of state that gives the pressure as a function of the density, which is known to enforce isentropic behavior. This behavior is nonideal, especially in viscously dominated flows. An alternative, the entropically damped artificial compressibility (EDAC) method, is proposed that employs a thermodynamic constraint to damp the pressure oscillations inherent to AC methods. The EDAC method converges to the INS in the low-Mach limit, and is consistent in both the low- and high-Reynolds-number limits, unlike standard AC schemes. The proposed EDAC method is discretized using a simple finite-difference scheme and is compared with traditional AC schemes as well as the lattice-Boltzmann method for steady lid-driven cavity flow and a transient traveling-wave problem. The EDAC method is shown to be beneficial in damping pressure and velocity-divergence oscillations when performing transient simulations. The EDAC method follows a similar derivation to the kinetically reduced local Navier-Stokes (KRLNS) method [Borok et al., Phys. Rev. E 76, 066704 (2007)]; however, the EDAC method does not rely on the grand potential as the thermodynamic variable, but instead uses the more common pressure-velocity system. Additionally, a term neglected in the KRLNS is identified that is important for accurately approximating the INS equations.

Abstract: A partitioned approach by the coupling finite difference method (FDM) and the finite element method (FEM) is developed for simulating the interaction between free surface flow and a thin elastic plate. The FDM, in which the constraint interpolation profile method is applied, is used for solving the flow field in a regular fixed Cartesian grid, and the tangent of the hyperbola for interface capturing with the slope weighting scheme is used for capturing free surface. The FEM is used for solving structural deformation of the thin plate. A conservative momentum-exchange method, based on the immersed boundary method, is adopted to couple the FDM and the FEM. Background grid resolution of the thin plate in a regular fixed Cartesian grid is important to the computational accuracy by using this method. A virtual structure method is proposed to improve the background grid resolution of the thin plate. Both of the flow solver and the structural solver are carefully tested and extensive validations of the coupled FDM–FEM method are carried out on a benchmark experiment, a rolling tank sloshing with a thin elastic plate.

Abstract: We present an unconditionally energy stable and uniquely solvable finite difference scheme for the Cahn-Hilliard-Brinkman (CHB) system, which is comprised of a Cahn-Hilliard-type diffusion equation and a generalized Brinkman equation mod- eling fluid flow. The CHB system is a generalizationof the Cahn-Hilliard-Stokesmodel and describes two phase very viscous flows in porous media. The scheme is based on a convex splitting of the discrete CH energy and is semi-implicit. The equations at the implicit time level are nonlinear, but we prove that they represent the gradient of a strictly convex functional and are therefore uniquely solvable, regardless of time step size. Owing to energy stability, we show that the scheme is stable in the time and space discrete l ¥ (0,T;H 1 h ) and l 2 (0,T;H 2 ) norms. We also present an efficient, practical non- linear multigrid method - comprised of a standard FAS method for the Cahn-Hilliard part, and a method based on the Vanka smoothing strategy for the Brinkman part - for solving these equations. In particular, we provide evidence that the solver has nearly optimal complexity in typical situations. The solver is applied to simulate spinodal decomposition of a viscous fluid in a porous medium, as well as to the more general problems of buoyancy- and boundary-driven flows. AMS subject classifications: 65M06, 65M12, 65M55, 76T99