Related papers: A high-order accurate discretization scheme for va…
Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…
We review basic design principles underpinning the construction of mimetic finite difference and a few finite volume and finite element schemes for mixed formulations of elliptic problems. For a class of low-order mixed-hybrid schemes, we…
We present a family of discretizations for the Variable Eddington Factor (VEF) equations that have high-order accuracy on curved meshes and efficient preconditioned iterative solvers. The VEF discretizations are combined with a high-order…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
We show that any second order linear ordinary diffrential equation with constant coefficients (including the damped and undumped harmonic oscillator equation) admits an exact discretization, i.e., there exists a difference equation whose…
We present a new high order finite element method for the discretization of partial differential equations on stationary smooth surfaces which are implicitly described as the zero level of a level set function. The discretization is based…
Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in mathematical physics and engineering. Many such problems can be alternatively formulated as integral equations that are…
We present high-order compact schemes for a linear second-order parabolic partial differential equation (PDE) with mixed second-order derivative terms in two spatial dimensions. The schemes are applied to option pricing PDE for a family of…
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…
We introduce suitable coordinate systems for pipes and their variants that allow us to transform partial differential equations (PDEs) on the pipe surfaces or in the solid pipes into computational domains with fixed limits/ranges. Such a…
We develop a numerical strategy to solve multi-dimensional Poisson equations on dynamically adapted grids for evolutionary problems disclosing propagating fronts. The method is an extension of the multiresolution finite volume scheme used…
The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators…
We present a hybrid a-priori/a-posteriori goal oriented error estimator for a combination of dynamic iteration-based solution of ordinary differential equations discretized by finite elements. Our novel error estimator combines estimates…
The numerical solution of partial differential equations (PDEs) is challenging because of the need to resolve spatiotemporal features over wide length and timescales. Often, it is computationally intractable to resolve the finest features…
As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and oceans, we study their time discretization by an implicit Euler scheme. From deterministic viewpoint the 3D Primitive Equations are…
We consider a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise in a multi-dimensional setting. Our method uses a polynomial based spectral…
This survey describes a class of methods known as "fast direct solvers". These algorithms address the problem of solving a system of linear equations $\boldsymbol{Ax}=\boldsymbol{b}$ arising from the discretization of either an elliptic PDE…
We propose a collocation method based on multivariate polynomial splines over triangulation or tetrahedralization for the numerical solution of partial differential equations. We start with a detailed explanation of the method for the…
Discretization of flow in fractured porous media commonly lead to large systems of linear equations that require dedicated solvers. In this work, we develop an efficient linear solver and its practical implementation for mixed-dimensional…
We use the linear scalar SDE as a test problem to show that it is possible to construct almost sure stable first-order weak balanced schemes based on the addition of stabilizing functions to the drift terms. Then, we design balanced schemes…