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We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…

Numerical Analysis · Mathematics 2017-06-26 Brittany D. Froese , Tiago Salvador

Surrogate strategies are used widely for uncertainty quantification of groundwater models in order to improve computational efficiency. However, their application to dynamic multiphase flow problems is hindered by the curse of…

Machine Learning · Statistics 2019-05-02 Shaoxing Mo , Yinhao Zhu , Nicholas Zabaras , Xiaoqing Shi , Jichun Wu

The concern of the present work is the introduction of a very efficient Asymptotic Preserving scheme for the resolution of highly anisotropic diffusion equations. The characteristic features of this scheme are the uniform convergence with…

Numerical Analysis · Mathematics 2014-04-08 Pierre Degond , Alexei Lozinski , Jacek Narski , Claudia Negulescu

Simulation of plasmas in electromagnetic fields requires numerical solution of a kinetic equation that describes the time evolution of the particle distribution function. In this paper we propose a finite volume scheme based on integral…

Conventional mathematical models for simulating incompressible fluid flow problems are based on the Navier-Stokes equations expressed in terms of pressure and velocity. In this context, pressure-velocity coupling is a key issue, and…

Mathematical Physics · Physics 2025-06-06 Ricardo Costa , Stéphane Clain , Gaspar J. Machado , João M. Nóbrega

We are interested in the large-time behavior of solutions to finite volume discretizations of convection-diffusion equations or systems endowed with non-homogeneous Dirichlet and Neumann type boundary conditions. Our results concern various…

Analysis of PDEs · Mathematics 2018-10-03 Claire Chainais-Hillairet , Maxime Herda

The fully discrete adjoint equations and the corresponding adjoint method are derived for a globally high- order accurate discretization of conservation laws on parametrized, deforming domains. The conservation law on the deforming domain…

Optimization and Control · Mathematics 2016-09-20 Matthew J. Zahr , Per-Olof Persson

The use of reduced and mixed precision computing has gained increasing attention in high-performance computing (HPC) as a means to improve computational efficiency, particularly on modern hardware architectures like GPUs. In this work, we…

Computational Engineering, Finance, and Science · Computer Science 2025-05-28 Bálint Siklósi , Pushpender K. Sharma , David J. Lusher , István Z. Reguly , Neil D. Sandham

We formulate and analyze a goal-oriented adaptive finite element method for a symmetric linear elliptic partial differential equation (PDE) that can simultaneously deal with multiple linear goal functionals. In each step of the algorithm,…

Numerical Analysis · Mathematics 2026-01-06 Roland Becker , Maximilian Brunner , Paula Hilbert , Michael Innerberger , Dirk Praetorius

A comprehensive scheme for the spatial discretisation of continuity equation, momentum advection and normal and shear stresses at the fluid interfaces is presented for numerically simulating the incompressible two phase flows based on the…

Fluid Dynamics · Physics 2014-08-11 Jun-De Li

We propose fully discrete, implicit-in-time finite-volume schemes for a general family of non-linear and non-local Fokker-Planck equations with a gradient-flow structure, usually known as aggregation-diffusion equations, in any dimension.…

Numerical Analysis · Mathematics 2020-09-29 Rafael Bailo , Jose A. Carrillo , Jingwei Hu

In this article, we propose high-order finite-difference entropy stable schemes for the two-fluid relativistic plasma flow equations. This is achieved by exploiting the structure of the equations, which consists of three independent flux…

Numerical Analysis · Mathematics 2023-05-11 Deepak Bhoriya , Harish Kumar , Praveen Chandrashekar

A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…

Numerical Analysis · Mathematics 2021-11-19 R Herbin , J. -C Latché , Y Nasseri , N Therme

This work deals with the numerical solution of the monodomain and bidomain models of electrical activity of myocardial tissue. The bidomain model is a system consisting of a possibly degenerate parabolic PDE coupled with an elliptic PDE for…

Numerical Analysis · Mathematics 2008-07-03 Mostafa Bendahmane , Raimund Bürger , Ricardo Ruiz Baier

We propose a novel finite-difference time-domain (FDTD) scheme for the solution of the Maxwell's equations in which linear dispersive effects are present. The method uses high-order accurate approximations in space and time for the…

Numerical Analysis · Mathematics 2017-06-15 Michael J. Jenkinson , Jeffrey W. Banks

Introducing flexibility in the time-discretisation mesh can improve convergence and computational time when solving differential equations numerically, particularly when the solutions are discontinuous, as commonly found in control problems…

Optimization and Control · Mathematics 2023-06-27 Lucian Nita , Eduardo M. G. Vila , Marta A. Zagorowska , Eric C. Kerrigan , Yuanbo Nie , Ian McInerney , Paola Falugi

In this paper a new semi-implicit relaxation scheme for the simulation of multi-scale hyperbolic conservation laws based on a Jin-Xin relaxation approach is presented. It is based on the splitting of the flux function into two or more…

Numerical Analysis · Mathematics 2025-02-24 Andrea Thomann

Finite volume methods are proposed for computing approximate pathwise entropy/kinetic solutions to conservation laws with a rough path dependent flux function. For a convex flux, it is demonstrated that rough path oscillations may lead to…

Numerical Analysis · Mathematics 2018-02-05 Håkon Hoel , Kenneth Hvistendahl Karlsen , Nils Henrik Risebro , Erlend Briseid Storrøsten

In this paper, we propose a numerical method for the solution of time-dependent flow problems in mixed form. Such problems can be efficiently approximated on hierarchical grids, obtained from an unstructured coarse triangulation by using a…

Numerical Analysis · Mathematics 2017-02-10 Andrés Arrarás , Laura Portero

An efficient direct solver for volume integral equations with O(N) complexity for a broad range of problems is presented. The solver relies on hierarchical compression of the discretized integral operator, and exploits that off-diagonal…

Numerical Analysis · Mathematics 2013-05-16 Eduardo Corona , Per-Gunnar Martinsson , Denis Zorin
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