An energy-conserving second order numerical scheme for nonlinear hyperbolic equation with an exponential nonlinear term

DOI10.1016/J.CAM.2014.11.043zbMATH Open1307.35168OpenAlexW2083154033MaRDI QIDQ484887FDOQ484887

Authors: Lingdi Wang, Wenbin Chen, C. Wang 

Publication date: 8 January 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2014.11.043

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zbMATH Keywords

convergence analysisenergy stabilitypositivitynonlinear hyperbolic equationlinear iteration

Mathematics Subject Classification ID

Second-order nonlinear hyperbolic equations (35L70) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Cites Work

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• Convergence analysis of a second order convex splitting scheme for the modified phase field crystal equation
• An Energy Stable and Convergent Finite-Difference Scheme for the Modified Phase Field Crystal Equation
• Energy stable and efficient finite-difference nonlinear multigrid schemes for the modified phase field crystal equation
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• A linear iteration algorithm for a second-order energy stable scheme for a thin film model without slope selection
• On the multiple hyperbolic systems modelling phase transformation kinetics
• Nonlinear equations of evolution and nonlinear accretive operators in Banach spaces

Cited In (27)

• Double stabilizations and convergence analysis of a second-order linear numerical scheme for the nonlocal Cahn-Hilliard equation
• Numerical method for optimal portfolio in an exponential utility regime-switching model
• A positivity-preserving, energy stable and convergent numerical scheme for the Poisson-Nernst-Planck system
• Convergence analysis of a second order numerical scheme for the Flory-Huggins-Cahn-Hilliard-Navier-Stokes system
• Linearly implicit and high-order energy-conserving schemes for nonlinear wave equations
• A uniformly accurate exponential wave integrator Fourier pseudo-spectral method with energy-preservation for long-time dynamics of the nonlinear Klein-Gordon equation
• Energy-preserving time high-order AVF compact finite difference schemes for nonlinear wave equations with variable coefficients
• A uniquely solvable, positivity-preserving and unconditionally energy stable numerical scheme for the functionalized Cahn-Hilliard equation with logarithmic potential
• Convergence analysis for a stabilized linear semi-implicit numerical scheme for the nonlocal Cahn–Hilliard equation
• An efficient finite difference scheme for the 2D sine-Gordon equation
• A second order accurate, positivity preserving numerical method for the Poisson-Nernst-Planck system and its convergence analysis
• Optimal rate convergence analysis of a numerical scheme for the ternary Cahn-Hilliard system with a Flory-Huggins-deGennes energy potential
• Energy stable schemes for the Klein-Gordon-Zakharov equations
• Energy-stable finite element method for a class of nonlinear fourth-order parabolic equations
• Meshless symplectic and multi-symplectic local RBF collocation methods for Hamiltonian PDEs
• High order accurate in time, fourth order finite difference schemes for the harmonic mapping flow
• A kernel-based meshless conservative Galerkin method for solving Hamiltonian wave equations
• Energy-preserving exponential integrators of arbitrarily high order for conservative or dissipative systems with highly oscillatory solutions
• A second-order accurate and unconditionally energy stable numerical scheme for nonlinear sine-Gordon equation
• Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model
• A third-order implicit-explicit Runge-Kutta method for Landau-Lifshitz equation with arbitrary damping parameters
• A numerical study for optimal portfolio regime-switching model. I: 2D Black-Scholes equation with an exponential non-linear term.
• IMEX schemes for a parabolic-ODE system of European options with liquidity shocks
• Energy-preserving finite element methods for a class of nonlinear wave equations
• Convergence analysis of structure‐preserving numerical methods for nonlinear Fokker–Planck equations with nonlocal interactions
• Numerical analysis and simulation of European options under liquidity shocks: a coupled semilinear system approach with new IMEX methods
• High order compact schemes for option pricing with liquidity shocks

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