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A high-order convergent numerical method for solving linear and non-linear parabolic PDEs is presented. The time-stepping is done via an explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method of order 4 or 5, and for the implicit…

Numerical Analysis · Mathematics 2018-11-13 Tracy Babb , Per-Gunnar Martinsson , Daniel Appelo

The goal of this work is to determine classes of travelling solitary wave solutions for a differential approximation of a finite difference scheme by means of a hyperbolic ansatz. It is shown that spurious solitary waves can occur in…

Analysis of PDEs · Mathematics 2015-05-13 Claire David , Pierre Sagaut

Spectral methods have emerged as a simple yet surprisingly effective approach for extracting information from massive, noisy and incomplete data. In a nutshell, spectral methods refer to a collection of algorithms built upon the eigenvalues…

Machine Learning · Statistics 2021-10-26 Yuxin Chen , Yuejie Chi , Jianqing Fan , Cong Ma

We introduce a technique to solve numerically the relativistic Euler's equations in scenarios with spherical symmetry using the standard Smoothed Particles Hydrodynamics method in cartesian coordinates. This implementation allow us to…

General Relativity and Quantum Cosmology · Physics 2011-05-10 Juan P. Cruz , José A. González

A new method is proposed to improve the numeri- cal simulation of time dependent problems when the initial and boundary data are not compatible. Unlike earlier methods limited to space dimension one, this method can be used for any space…

Numerical Analysis · Mathematics 2010-11-23 Qingshan Chen , Zhen Qin , Roger Temam

We discuss the rigorous justification of the spatial discretization by means of Fourier spectral methods of quasilinear first-order hyperbolic systems. We provide uniform stability estimates that grant spectral convergence of the…

Numerical Analysis · Mathematics 2025-11-06 Vincent Duchêne , Johanna Ulvedal Marstrander

We present stochastic variants of the exponential time differencing schemes for stiff stochastic differential equations. We derive three explicit schemes that offer better stability compared to Euler-Maruyama and Milstein's method, and…

Computational Physics · Physics 2025-12-01 Martin Kjøllesdal Johnsrud , Navdeep Rana

The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…

Probability · Mathematics 2012-10-04 Eric Joseph Hall

In the paper, a novel algorithm employing pseudo-spectral approach is developed for the PKN model of hydrofracturing. The respective solvers based on this approach compute both the solution and its temporal derivative. In comparison with…

Numerical Analysis · Mathematics 2013-03-26 Michal Wrobel , Gennady Mishuris

We present a spectral method for solving elliptic equations which arise in general relativity, namely three-dimensional scalar Poisson equations, as well as generalized vectorial Poisson equations of the type $\Delta \vec{N} + \lambda…

General Relativity and Quantum Cosmology · Physics 2009-10-31 P. Grandclement , S. Bonazzola , E. Gourgoulhon , J. -A. Marck

It was shown recently that the constraints on the initial data for Einstein's equations may be posed as an evolutionary problem [9]. In one of the proposed two methods the constraints can be replaced by a first order symmetrizable…

General Relativity and Quantum Cosmology · Physics 2016-02-09 István Rácz , Jeffrey Winicour

We derive new, explicit representations for the solution to the scalar wave equation in the exterior of a sphere, subject to either Dirichlet or Robin boundary conditions. Our formula leads to a stable and high-order numerical scheme that…

Numerical Analysis · Mathematics 2015-06-16 Leslie Greengard , Thomas Hagstrom , Shidong Jiang

We derive a hyperbolic system of equations approximating the two-layer dispersive shallow water model for shear flows recently proposed by Gavrilyuk, Liapidevskii \& Chesnokov (J. Fluid Mech., vol. 808, 2016, pp. 441--468). The use of this…

Fluid Dynamics · Physics 2019-05-02 Alexander Chesnokov , Trieu Nguyen

Here we present exact, stationary, parametric solutions to the Schr\"odinger--Poisson system. We confront two images: on one hand, we draw on the homotopy analysis method which leads us to a nonlinear integral scheme. Indeed, this approach…

Quantum Physics · Physics 2017-02-20 Jesús Fuentes , Pablo Galaviz , Tonatiuh Matos

In this paper we investigate a sub-diffusion equation for simulating the anomalous diffusion phenomenon in real physical environment. Based on an equivalent transformation of the original sub-diffusion equation followed by the use of a…

Numerical Analysis · Mathematics 2018-03-29 Zongze Yang , Jungang Wang , Yan Li , Yufeng Nie

A class of high-order lowpass filters, the discrete singular convolution (DSC) filters, is utilized to facilitate the Fourier pseudospectral method for the solution of hyperbolic conservation law systems. The DSC filters are implemented…

Numerical Analysis · Mathematics 2025-10-20 Y. H. Sun , Y. C. Zhou , G. W. Wei

We consider fully discrete embedded finite element approximations for a shallow water hyperbolic problem and its reduced-order model. Our approach is based on a fixed background mesh and an embedded reduced basis. The Shifted Boundary…

Numerical Analysis · Mathematics 2022-06-29 Xianyi Zeng , Giovanni Stabile , Efthymios N. Karatzas , Guglielmo Scovazzi , Gianluigi Rozza

We prove the global in time existence of spherically symmetric solutions to an initial-boundary value problem for a system of partial differential equations, which consists of the equations of linear elasticity and a nonlinear,…

Dynamical Systems · Mathematics 2016-11-26 Yaobin Ou , Peicheng Zhu

As a continuation of our previous work \cite{KV2} the aim of the recent paper is to investigate the solutions of special inhomogeneous linear functional equations by using spectral synthesis in translation invariant closed linear subspaces…

Complex Variables · Mathematics 2017-04-18 Gergely Kiss , Csaba Vincze

We solve, numerically, the massless spin-2 equations, written in terms of a gauge based on the properties of conformal geodesics, in a neighbourhood of spatial infinity using spectral methods in both space and time. This strategy allows us…

General Relativity and Quantum Cosmology · Physics 2018-05-24 Rodrigo P. Macedo , Juan A. Valiente Kroon