Fifth-order finite-difference scheme for Fokker-Planck equations with drift-admitting jumps

2019 ◽  
Vol 100 (5) ◽  
Author(s):  
Yaming Chen ◽  
Xiaogang Deng
Keyword(s):  
Finite Difference ◽  
Difference Scheme ◽  
Finite Difference Scheme ◽  
Fokker Planck Equations ◽  
Fifth Order ◽  
Fokker Planck

scholarly journals The convergence of a numerical method for total variation flow

2021 ◽  
Vol 15 ◽  
pp. 174830262110113
Author(s):  
Qianying Hong ◽  
Ming-jun Lai ◽  
Jingyue Wang
Keyword(s):  
Finite Difference ◽  
Difference Scheme ◽  
Numerical Method ◽  
Convergence Analysis ◽  
Total Variation ◽  
Iterative Algorithm ◽  
Finite Difference Scheme ◽  
Gradient Flow ◽  
Time Dependent ◽  
Total Variation Flow

We present a convergence analysis for a finite difference scheme for the time dependent partial different equation called gradient flow associated with the Rudin-Osher-Fetami model. We devise an iterative algorithm to compute the solution of the finite difference scheme and prove the convergence of the iterative algorithm. Finally computational experiments are shown to demonstrate the convergence of the finite difference scheme.

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