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This paper deals with the Darcy-Forchheimer problem with two kinds of boundary conditions. We discretize the system by using the finite element methods and we propose two iterative schemes to solve the discrete problems. The well-posedness…

Numerical Analysis · Mathematics 2021-11-23 Toni Sayah

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…

Computational Finance · Quantitative Finance 2016-11-02 Bertram Düring , Christof Heuer

In this paper we present a novel framework for obtaining high-order numerical methods for scalar conservation laws in one-space dimension for both the homogeneous and non-homogeneous case. The numerical schemes for these two settings are…

Numerical Analysis · Mathematics 2019-10-31 Geoffrey McGregor , Jean-Christophe Nave

The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…

Numerical Analysis · Mathematics 2021-06-09 Lukas Einkemmer , Alexander Ostermann , Mirko Residori

In this study, we consider a numerical implementation of the nonlinear Rosenbluth-Trubnikov collision operator for particle simulations in plasma physics in the framework of the finite element method (FEM). The relevant particle evolution…

Plasma Physics · Physics 2024-02-07 Zhixin Lu , Guo Meng , Tomasz Tyranowski , Alex Chankin

We consider compact finite-difference schemes of the 4th approximation order for an initial-boundary value problem (IBVP) for the $n$-dimensional non-homogeneous wave equation, $n\geq 1$. Their construction is accomplished by both the…

Numerical Analysis · Mathematics 2025-12-30 Alexander Zlotnik , Olga Kireeva

Most quantum circuits require SWAP gate insertion to run on quantum hardware with limited qubit connectivity. A promising SWAP gate insertion method for blocks of commuting two-qubit gates is a predetermined swap strategy which applies…

Quantum Physics · Physics 2023-08-01 Atsushi Matsuo , Shigeru Yamashita , Daniel J. Egger

The scalar wave equation is solved using higher order immersed finite elements. We demonstrate that higher order convergence can be obtained. Small cuts with the background mesh are stabilized by adding penalty terms to the weak…

Numerical Analysis · Mathematics 2018-02-20 Simon Sticko , Gunilla Kreiss

We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special…

Numerical Analysis · Mathematics 2019-07-29 Lehel Banjai , María López-Fernández

A crucial part of successful wave propagation related inverse problems is an efficient and accurate numerical scheme for solving the seismic wave equations. In particular, the numerical solution to a multi-dimensional Helmholtz equation can…

Numerical Analysis · Mathematics 2021-03-11 Hatef Dastour , Wenyuan Liao

In ordinary turbulence research it has been a long standing tradition to solve the equations in spectral space giving the best possible accuracy. This is indeed a natural choice for incompressible problems with periodic boundaries, but it…

Astrophysics · Physics 2009-11-07 A. Brandenburg , W. Dobler

Finite-difference (FD) modeling of seismic waves in the vicinity of dipping interfaces gives rise to artifacts. Examples are phase and amplitude errors, as well as staircase diffractions. Such errors can be reduced in two general ways. In…

Geophysics · Physics 2022-01-11 Erik F. M. Koene , Jens Wittsten , Johan O. A. Robertsson

We present a projection-based numerical integration technique to deal with embedded interface in finite element (FE) framework. The element cut by an embedded interface is denoted as a cut cell. We recognize elemental matrices of a cut cell…

Numerical Analysis · Mathematics 2020-05-05 Bin Liu , Rajeev Kumar Jaiman , Danielle Sweimann Tan

The cubic spline interpolation method, the Runge--Kutta method, and the Newton-Raphson method are extended to dual versions (developed in the context of dual numbers). This extension allows the calculation of the derivatives of complicated…

Computational Engineering, Finance, and Science · Computer Science 2017-01-12 F. Penunuri , O. Carvente , M. A. Zambrano-Arjona , Carlos A. Cruz-Villar

In many schools, courses are given in sections. Prior to timetabling students need to be assigned to individual sections. We give a hybrid approximation sectioning algorithm that minimizes the number of edges (potential conflicts) in the…

Artificial Intelligence · Computer Science 2021-02-16 Joshua S. Friedman

We apply boundary integral equations for the first time to the two-dimensional scattering of time-harmonic waves from a smooth obstacle embedded in a continuously-graded unbounded medium. In the case we solve the square of the wavenumber…

Numerical Analysis · Mathematics 2016-05-04 Alex. H. Barnett , Bradley J. Nelson , J. Matthew Mahoney

Symmetry is a key property of numerical methods. The geometric properties of symmetric schemes make them an attractive option for integrating Hamiltonian systems, whilst their ability to exactly recover the initial condition without the…

Numerical Analysis · Mathematics 2026-05-12 Daniil Shmelev , Kurusch Ebrahimi-Fard , Nikolas Tapia , Cristopher Salvi

An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…

Numerical Analysis · Computer Science 2015-05-18 Petr N. Vabishchevich

We discuss a spectral method for the numerical solution of the Vlasov-Poisson system where the velocity space is decomposed by means of an Hermite basis. We describe a semi-implicit time discretization that extends the range of numerical…

Plasma Physics · Physics 2013-12-19 Enrico Camporeale , Gian Luca Delzanno , Benjamin K. Bergen , J. David Moulton

By employing non-equispaced grid points near boundaries, boundary-optimized upwind finite-difference operators of orders up to nine are developed. The boundary closures are constructed within a diagonal-norm summation-by-parts (SBP)…

Numerical Analysis · Mathematics 2026-02-06 Ken Mattsson , David Niemelä , Andrew R. Winters