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In this article we study adaptive finite element methods (AFEM) with inexact solvers for a class of semilinear elliptic interface problems. We are particularly interested in nonlinear problems with discontinuous diffusion coefficients, such…

Numerical Analysis · Mathematics 2016-08-24 Michael Holst , Ryan Szypowski , Yunrong Zhu

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet it only achieves first-order spatial accuracy near embedded boundaries. In this paper, we introduce a new high-order…

Numerical Analysis · Mathematics 2016-09-14 David B. Stein , Robert D. Guy , Becca Thomases

We consider two steady-state heat conduction systems called, $S$ and $S_\alpha$, in a multidimensional bounded domain $D$ for the Poisson equation with source energy $g$. In one system, we impose mixed boundary conditions (temperature $b$…

Numerical Analysis · Mathematics 2026-03-13 Julieta Bollati , Mariela C. Olguin , Domingo A. Tarzia

This paper presents a space-time interface-fitted finite element method for solving a parabolic advection-diffusion problem with a nonstationary interface. The jumping diffusion coefficient gives rise to the discontinuity of the solution…

Numerical Analysis · Mathematics 2025-01-13 Quang Huy Nguyen , Van Chien Le , Phuong Cuc Hoang , Thi Thanh Mai Ta

We present a method for generating higher-order finite volume discretizations for Poisson's equation on Cartesian cut cell grids in two and three dimensions. The discretization is in flux-divergence form, and stencils for the flux are…

Numerical Analysis · Mathematics 2014-11-18 D. Devendran , D. T. Graves , H. Johansen

This paper considers a portfolio optimization problem in which asset prices are represented by SDEs driven by Brownian motion and a Poisson random measure, with drifts that are functions of an auxiliary diffusion factor process. The…

Portfolio Management · Quantitative Finance 2010-11-16 Mark Davis , Sebastien Lleo

We present an immersed interface method for the vorticity-velocity form of the 2D Navier Stokes equations that directly addresses challenges posed by multiply connected domains, nonconvex obstacles, and the calculation of force…

Fluid Dynamics · Physics 2022-07-13 James Gabbard , Thomas Gillis , Philippe Chatelain , Wim M. van Rees

In this paper, we investigate optimal control problems governed by the parabolic interface equation, in which the control acts on the interface. The solution to this problem exhibits low global regularity due to the jump of the coefficient…

Numerical Analysis · Mathematics 2025-10-15 Xindan Zhang , Jianping Zhao , Yanren Hou

We discuss Coarse Grid Projection (CGP) methodology as a guide for partial mesh refinement of incompressible flow computations for the first time. Based on it, if for a given spatial resolution the numerical simulation diverges or the…

Computational Physics · Physics 2018-03-29 Ali Kashefi

We develop a new meshfree geometric multilevel (MGM) method for solving linear systems that arise from discretizing elliptic PDEs on surfaces represented by point clouds. The method uses a Poisson disk sampling-type technique for coarsening…

Numerical Analysis · Mathematics 2022-04-14 Grady B. Wright , Andrew M. Jones , Varun Shankar

There has been an increasing interest in developing efficient immersed boundary method (IBM) based on Cartesian grids, recently in the context of high-order methods. IBM based on volume penalization is a robust and easy to implement method…

Numerical Analysis · Mathematics 2021-07-22 Jiaqing Kou , Esteban Ferrer

Physics-informed neural networks (PINNs) and related methods struggle to resolve sharp gradients in singularly perturbed boundary value problems without resorting to some form of domain decomposition, which often introduce complex interface…

Machine Learning · Computer Science 2026-02-17 Vikas Dwivedi , Enrico Schiassi , Monica Sigovan , Bruno Sixou

Many problems in beam physics and plasma physics require the solution of Poisson's equation with free-space boundary conditions. The algorithm proposed by Hockney and Eastwood is a popular scheme to solve this problem numerically, used by…

Plasma Physics · Physics 2021-03-16 Junyi Zou , Eugenia Kim , Antoine J. Cerfon

Implicit solvers present strong limitations when used on supercomputing facilities and in particular for adaptive mesh-refinement codes. We present a new method for implicit adaptive time-stepping on adaptive mesh refinement-grids. We…

Instrumentation and Methods for Astrophysics · Physics 2014-03-05 Benoit Commercon , Vincent Debout , Romain Teyssier

We propose and analyze reliable and efficient a posteriori error estimators for an optimal control problem that involves a nondifferentiable cost functional, the Poisson problem as state equation and control constraints. To approximate the…

Numerical Analysis · Mathematics 2019-01-14 Alejandro Allendes , Francisco Fuica , Enrique Otárola

X-ray computed tomography (CT) is widely used for medical diagnosis and treatment planning; however, concerns about ionizing radiation exposure drive efforts to optimize image quality at lower doses. This study introduces Poisson Flow…

Image and Video Processing · Electrical Eng. & Systems 2025-02-25 Dennis Hein , Grant Stevens , Adam Wang , Ge Wang

Boundary conditions (BCs) are a key component in every Physics-Informed Neural Network (PINN). By defining the solution to partial differential equations (PDEs) along domain boundaries, BCs constrain the underlying boundary value problem…

Machine Learning · Computer Science 2023-10-05 Sebastian Barschkis

The convergence and optimality of adaptive mixed finite element methods for the Poisson equation are established in this paper. The main difficulty for mixed finite element methods is the lack of minimization principle and thus the failure…

Numerical Analysis · Mathematics 2010-01-12 Long Chen , Michael Holst , Jinchao Xu

We present a new direct logarithmically optimal in theory and fast in practice algorithm to implement the high order finite element method on multi-dimensional rectangular parallelepipeds for solving PDEs of the Poisson kind. The key points…

Numerical Analysis · Mathematics 2026-01-05 Alexander Zlotnik , Ilya Zlotnik

In this paper, a direct finite element method is proposed for solving interface problems on unfitted meshes. This new method treats the two interface conditions as an $H^{\frac12}(\Gamma)\times H^{-\frac12}(\Gamma)$ pair for the mutual…

Numerical Analysis · Mathematics 2025-08-19 Jun Hu , Limin Ma