A higher order scheme for singularly perturbed delay parabolic turning point problem

Purpose The purpose of this study is to construct and analyze a parameter uniform higher-order scheme for singularly perturbed delay parabolic problem (SPDPP) of convection-diffusion type with a multiple interior turning point. Design/methodology/approach The authors construct a higher-order numerical method comprised of a hybrid scheme on a generalized Shishkin mesh in space variable and the implicit Euler method on a uniform mesh in the time variable. The hybrid scheme is a combination of simple upwind scheme and the central difference scheme. Findings The proposed method has a convergence rate of order O(N−2L2+Δt). Further, Richardson extrapolation is used to obtain convergence rate of order two in the time variable. The hybrid scheme accompanied with extrapolation is second-order convergent in time and almost second-order convergent in space up to a logarithmic factor. Originality/value A class of SPDPPs of convection-diffusion type with a multiple interior turning point is studied in this paper. The exact solution of the considered class of problems exhibit two exponential boundary layers. The theoretical results are supported via conducting numerical experiments. The results obtained using the proposed scheme are also compared with the simple upwind scheme.

A Compact Higher-Order Scheme for Two-Dimensional Unsteady Convection–Diffusion Equations

In this paper, we study a compact higher-order scheme for the two-dimensional unsteady convection–diffusion problems using the nearly analytic discrete method (NADM), especially, focusing on the convection dominated-diffusion problems. The numerical scheme is constructed and the stability analysis is implemented. We find the order of accuracy of scheme is [Formula: see text], where [Formula: see text] is the size of time steps and [Formula: see text] the size of spacial steps, especially, making clear the relation between [Formula: see text] and [Formula: see text] is according to the different values of diffusion parameter [Formula: see text] through von Neumann stability analysis. The obtained numerical results for several benchmark problems show that our method makes progress in the numerical study of NADM for convection–diffusion equation and is to be effective and helpful particularly in computations for the convection dominated-diffusion equations and, furthermore, valuable in the numerical treatment of many real-world problems such as MHD natural convection flow.

High-order Filtered Schemes for the Hamilton-Jacobi Continuum Limit of Nondominated Sorting

We investigate high-order finite difference schemes for the Hamilton-Jacobi equation continuum limit of nondominated sorting. Nondominated sorting is an algorithm for sorting points in Euclidean space into layers by repeatedly removing minimal elements. It is widely used in multi-objective optimization, which finds applications in many scientific and engineering contexts, including machine learning. In this paper, we show how to construct filtered schemes, which combine high order possibly unstable schemes with first order monotone schemes in a way that guarantees stability and convergence while enjoying the additional accuracy of the higher order scheme in regions where the solution is smooth. We prove that our filtered schemes are stable and converge to the viscosity solution of the Hamilton-Jacobi equation, and we provide numerical simulations to investigate the rate of convergence of the new schemes.