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A family of Virtual Element Methods for the 2D Navier-Stokes equations is proposed and analysed. The schemes provide a discrete velocity field which is point-wise divergence-free. A rigorous error analysis is developed, showing that the…

Numerical Analysis · Mathematics 2017-03-07 L. Beirão da Veiga , C. Lovadina , G. Vacca

New families of composition methods with processing of order 4 and 6 are presented and analyzed. They are specifically designed to be used for the numerical integration of differential equations whose vector field is separated into three or…

Numerical Analysis · Mathematics 2024-04-09 Sergio Blanes , Fernando Casas , Alejandro Escorihuela-Tomàs

Gravitational collapse into a black hole has been extensively studied with classical sources. We develop a new formalism to simulate quantum fields forming a black hole. This formalism utilizes well-established techniques used for classical…

General Relativity and Quantum Cosmology · Physics 2021-08-18 Benjamin Berczi , Paul M. Saffin , Shuang-Yong Zhou

In this paper the projection hybrid FV/FE method presented in Busto et al. 2014 is extended to account for species transport equations. Furthermore, turbulent regimes are also considered thanks to the $k-\varepsilon$ model. Regarding the…

Numerical Analysis · Mathematics 2023-01-23 Saray Busto , Jose Luis Ferrin , Eleuterio F. Toro , Maria Elena Vazquez-Cendon

Splitting methods for the numerical integration of differential equations of order greater than two involve necessarily negative coefficients. This order barrier can be overcome by considering complex coefficients with positive real part.…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , Ander Murua

Recent developments in the modified harmonic and modified puncture gauges have opened new possibilities for performing stable numerical evolutions beyond General Relativity. In this work, we utilise techniques developed in the…

General Relativity and Quantum Cosmology · Physics 2025-12-15 Harry L. H. Shum , Llibert Aresté Saló , Farid Thaalba , Miguel Bezares , Thomas P. Sotiriou

This article examines a new approach to solving ordinary differential equations based on Fractional-Calculus theory. Poisson and Sturm-Liouville-type problems are studied, together with different boundary conditions. Each case is analyzed…

Numerical Analysis · Mathematics 2023-05-29 Sergio F. Yapur

This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…

Numerical Analysis · Mathematics 2019-02-06 Graham Baird , Endre Süli

In this paper, we contribute operator-splitting methods improved by the Zassenhaus product for the numerical solution of linear partial differential equations. We address iterative splitting methods, that can be improved by means of the…

Numerical Analysis · Mathematics 2012-04-03 Juergen Geiser

Fluid analog models for gravity are based on the idea that any spacetime geometry admits a reinterpretation in which space is thought of as a fluid flowing with a prescribed velocity. This fluid picture is a restatement of the ADM…

General Relativity and Quantum Cosmology · Physics 2018-08-08 Pablo Garza , Daniel Kabat , Ariana van Gelder

Discrete fracture networks is a key ingredient in the simulation of physical processes which involve fluid flow in the underground, when the surrounding rock matrix is considered impervious. In this paper we present two different models to…

Numerical Analysis · Mathematics 2019-08-01 Alessio Fumagalli , Eirik Keilegavlen

We present new, explicit, volume-preserving vector fields for polynomial divergence-free vector fields of arbitrary degree (both positive and negative). The main idea is to decompose the divergence polynomial by means of an appropriate…

Numerical Analysis · Mathematics 2012-05-10 Huiyan Xue , Antonella Zanna

In this paper, the TF system of two-coupled Black-Scholes equations for pricing the convertible bonds is solved numerically by using the P1 and P2 finite elements with the inequality constraints approximated by the penalty method. The…

Computational Finance · Quantitative Finance 2023-01-26 Rakhymzhan Kazbek , Yogi Erlangga , Yerlan Amanbek , Dongming Wei

We introduce a finite-volume numerical scheme for solving stochastic gradient-flow equations. Such equations are of crucial importance within the framework of fluctuating hydrodynamics and dynamic density functional theory. Our proposed…

Subdiffusion is a well established phenomenon in physics. In this paper we apply the subdiffusive dynamics to analyze financial markets. We focus on the financial aspect of time fractional diffusion model with moving boundary i.e. American…

Computational Finance · Quantitative Finance 2021-04-19 Grzegorz Krzyżanowski , Marcin Magdziarz

The deviation vectors provide additional degrees of freedom and effectively enhance the flexibility of algorithms. In the literature, the iterative schemes with deviations are constructed and their convergence analyses are performed on an…

Optimization and Control · Mathematics 2025-09-05 Yongyu Fu , Haowen Zheng , Qiao-Li Dong , Xiaolong Qin , Jing Zhao

Various methods for numerically solving Stokes Flow, where a small Reynolds number is assumed to be zero, are investigated. If pressure, horizontal velocity, and vertical velocity can be decoupled into three different equations, the…

Computational Engineering, Finance, and Science · Computer Science 2017-12-21 Ryan Hermle

Multigrid methods are popular solution algorithms for many discretized PDEs, either as standalone iterative solvers or as preconditioners, due to their high efficiency. However, the choice and optimization of multigrid components such as…

Numerical Analysis · Mathematics 2020-01-22 Patrick E. Farrell , Yunhui He , Scott P. MacLachlan

A generalization for the quantum information retrieval protocol recently illustrated by Verlinde and van der Heijden for evaporating black holes is provided to inclusions of type III von Neumann factors. The physical interest of such…

High Energy Physics - Theory · Physics 2026-04-28 Paolo Palumbo

In this paper we propose a method for the construction of locally conservative flux fields from Generalized Multiscale Finite Element Method (GMsFEM) pressure solutions. The flux values are obtained from an element-based postprocessing…

Analysis of PDEs · Mathematics 2013-04-24 Lawrence Bush , Victor Ginting , Michael Presho