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The aim of this paper is to establish the existence and uniqueness of the solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps. Our system is Markovian in the sense…

Probability · Mathematics 2018-09-19 AbdulRahman Al-Hussein , Boulakhras Gherbal

Over the last two decades, several fast, robust, and high-order accurate methods have been developed for solving the Poisson equation in complicated geometry using potential theory. In this approach, rather than discretizing the partial…

Numerical Analysis · Mathematics 2024-09-19 Fredrik Fryklund , Leslie Greengard , Shidong Jiang , Samuel Potter

We present a computational method for extreme-scale simulations of incompressible turbulent wall flows at high Reynolds numbers. The numerical algorithm extends a popular method for solving second-order finite differences Poisson/Helmholtz…

Fluid Dynamics · Physics 2025-08-07 Rafael Diez Sanhueza , Jurriaan Peeters , Pedro Costa

CFD is a ubiquitous technique central to much of computational simulation such as that required by aircraft design. Solving of the Poisson equation occurs frequently in CFD and there are a number of possible approaches one may leverage. The…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-28 Nick Brown

In this paper we present a multigrid approach to solve the Poisson equation in arbitrary domain (identified by a level set function) and mixed boundary conditions. The discretization is based on finite difference scheme and ghost-cell…

Numerical Analysis · Mathematics 2011-11-07 Armando Coco , Giovanni Russo

Conjugate scalar transport with interfacial jump conditions on complex interfacial geometries is common in thermal and chemical processes, while its accurate and efficient simulations are still quite challenging. In the present study, a…

Computational Physics · Physics 2026-01-16 Ming Liu , Yosuke Hasegawa

This article presents new immersed finite element (IFE) methods for solving the popular second order elliptic interface problems on structured Cartesian meshes even if the involved interfaces have nontrivial geometries. These IFE methods…

Numerical Analysis · Mathematics 2018-10-29 Tao Lin , Yanping Lin , Xu Zhang

This paper presents compact, symmetric, and high-order finite difference methods (FDMs) for the variable Poisson equation on a $d$-dimensional hypercube. Our scheme produces a symmetric linear system: an important property that does not…

Numerical Analysis · Mathematics 2025-11-14 Qiwei Feng , Bin Han , Michelle Michelle , Jiwoon Sim

Elliptic equations play a crucial role in turbulence models for magnetic confinement fusion. Regardless of the chosen modeling approach - whether gyrokinetic, gyrofluid, or drift-fluid - the Poisson equation and Amp\`{e}re's law lead to…

In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…

Numerical Analysis · Mathematics 2019-07-24 Chung-Nan Tzou , Samuel Stechmann

This paper proposes a novel Machine Learning-based approach to solve a Poisson problem with mixed boundary conditions. Leveraging Graph Neural Networks, we develop a model able to process unstructured grids with the advantage of enforcing…

We describe three approaches for computing a gravity signal from a density anomaly. The first approach consists of the classical "summation" technique, whilst the remaining two methods solve the Poisson problem for the gravitational…

Computational Engineering, Finance, and Science · Computer Science 2015-05-30 Dave A. May , Matthew G. Knepley

In this paper, a new method, named the Fragile Points Method (FPM), is developed for computer modeling in engineering and sciences. In the FPM, simple, local, polynomial, discontinuous and Point-based trial and test functions are proposed…

Computational Physics · Physics 2019-12-10 Leiting Dong , Tian Yang , Kailei Wang , Satya N. Atluri

The stochastic $H_2/H_\infty$ control problem for continuous-time mean-field stochastic differential equations with Poisson jumps over finite horizon is investigated in this paper. Continuous and jump diffusion terms in the system depend…

Optimization and Control · Mathematics 2026-01-12 Huimin Han , Shaolin Ji , Weihai Zhang

A stable numerical solution of the steady Stokes problem requires compatibility between the choice of velocity and pressure approximation that has traditionally proven problematic for meshless methods. In this work, we present a…

Numerical Analysis · Mathematics 2016-11-15 Nathaniel Trask , Martin Maxey , Xiaozhe Hu

We present an efficient solver for massively-parallel direct numerical simulations of incompressible turbulent flows. The method uses a second-order, finite-volume pressure-correction scheme, where the pressure Poisson equation is solved…

Fluid Dynamics · Physics 2019-09-13 Pedro Costa

We present a new fixed mesh algorithm for solving a class of interface inverse problems for the typical elliptic interface problems. These interface inverse problems are formulated as shape optimization prob- lems whose objective…

Numerical Analysis · Mathematics 2018-10-18 Ruchi Guo , Tao Lin , Yanping Lin

Computational modeling and simulation of fluid-structure interactions constitute a fundamental cornerstone for advancing aerospace engineering endeavors. This paper addresses the notion and implementation of the immersed boundary method for…

Computational Physics · Physics 2025-12-24 Longqing Ge , Qingdong Cai , Yonghao Zhang , Tianbai Xiao

We introduce a mathematically rigorous formulation for a nonlocal interface problem with jumps and propose an asymptotically compatible finite element discretization for the weak form of the interface problem. After proving the…

Numerical Analysis · Mathematics 2022-03-16 Christian Glusa , Marta D'Elia , Giacomo Capodaglio , Max Gunzburger , Pavel B. Bochev

This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptotic expansions as in the usual approach of treating diffusion…

Optimization and Control · Mathematics 2014-07-11 Zhixin Yang , G. Yin , Haibo Li
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