For 2D elastic-plastic flows with the hypo-elastic constitutive model and von Mises’ yielding condition, the non-conservative character of the hypo-elastic constitutive model and the von Mises’ yielding condition make the construction of the solution to the Riemann problem a challenging task. In this paper, we first analyze the wave structure of the Riemann problem and develop accordingly a Four-Rarefaction wave approximate Riemann Solver with Elastic waves (FRRSE). In the construction of FRRSE one needs to use an iterative method. A direct iteration procedure for four variables is complex and computationally expensive. In order to simplify the solution procedure we develop an iteration based on two nested iterations upon two variables, and our iteration method is simple in implementation and efficient. Based on FRRSE as a building block, we propose a 2nd-order cell-centered Lagrangian numerical scheme. Numerical results with smooth solutions show that the scheme is of second-order accuracy. Moreover, a number of numerical experiments with shock and rarefaction waves demonstrate the scheme is essentially non-oscillatory and appears to be convergent. For shock waves the present scheme has comparable accuracy to that of the scheme developed by Maire et al., while it is more accurate in resolving rarefaction waves.

The deferred correction (DC) method is a classical method for solving ordinary differential equations; one of its key features is to iteratively use lower order numerical methods so that high-order numerical scheme can be obtained. The main advantage of the DC approach is its simplicity and robustness. In this paper, the DC idea will be adopted to solve forward backward stochastic differential equations (FBSDEs) which have practical importance in many applications. Noted that it is difficult to design high-order and relatively “clean” numerical schemes for FBSDEs due to the involvement of randomness and the coupling of the FSDEs and BSDEs. This paper will describe how to use the simplest Euler method in each DC step–leading to simple computational complexity–to achieve high order rate of convergence.

In this paper, a conservative fifth-order upwind compact scheme using centered stencil is introduced. This scheme uses asymmetric coefficients to achieve the upwind property since the stencil is symmetric. Theoretical analysis shows that the proposed scheme is low-dissipative and has a relatively large stability range. To maintain the convergence rate of the whole spatial discretization, a proper non-periodic boundary scheme is also proposed. A detailed analysis shows that the spatial discretization implemented with the boundary scheme proposed by Pirozzoli [J. Comput. Phys., 178 (2001), pp. 81–117] is approximately fourth-order. Furthermore, a hybrid methodology, coupling the compact scheme with WENO scheme, is adopted for problems with discontinuities. Numerical results demonstrate the effectiveness of the proposed scheme.