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In this work, we introduce a novel Hermite method to handle Maxwell's equations for nonlinear dispersive media. The proposed method achieves high-order accuracy and is free of any nonlinear algebraic solver, requiring solving instead small…

Numerical Analysis · Mathematics 2025-04-15 Yann-Meing Law , Zhichao Peng , Daniel Appelö , Thomas Hagstrom

In this work, a new collocation approach using a combination of a wavelet operational matrix method and the exponential spline interpolation is proposed to solve the time-fractional convection-diffusion equation with variable coefficients.…

Numerical Analysis · Mathematics 2016-09-27 Xiaogang Zhu , Yufeng Nie

This paper constructs adaptive sparse grid collocation method onto arbitrary order piecewise polynomial space. The sparse grid method is a popular technique for high dimensional problems, and the associated collocation method has been well…

Numerical Analysis · Mathematics 2019-12-10 Zhanjing Tao , Yan Jiang , Yingda Cheng

We introduce a multitree-based adaptive wavelet Galerkin algorithm {for} space-time discretized linear parabolic partial differential equations, focusing on time-periodic problems. It is shown that the method converges with the best…

Numerical Analysis · Mathematics 2014-01-23 Sebastian Kestler , Kristina Steih , Karsten Urban

In this paper a new adaptive algorithm for multi-rate circuit simulation encountered in the design of RF circuits based on spline wavelets is presented. The circuit ordinary differential equations are first rewritten by a system of…

Numerical Analysis · Mathematics 2016-04-26 Kai Bittner , Hans Georg Brachtendorf

Considering the space-time adaptive method for parabolic evolution equations introduced in [arXiv:2101.03956 [math.NA]], this work discusses an implementation of the method in which every step is of linear complexity. Exploiting the product…

Numerical Analysis · Mathematics 2021-04-20 Raymond van Venetië , Jan Westerdiep

We consider some reduction from nonlinear Vlasov-Maxwell equation to rms/rate equations for second moments related quantities. Our analysis is based on variational wavelet approach to rational (in dynamical variables) approximation. It…

Accelerator Physics · Physics 2007-05-23 Antonina N. Fedorova , Michael G. Zeitlin

Estimation and counterfactual experiments in dynamic discrete choice models with large state spaces pose computational difficulties. This paper proposes a model-adaptive approach, based on the conjugate gradient (CG) method, to solve the…

Econometrics · Economics 2026-03-18 Ertian Chen

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 a novel finite-difference time-domain (FDTD) scheme for the solution of the Maxwell's equations in which linear dispersive effects are present. The method uses high-order accurate approximations in space and time for the…

Numerical Analysis · Mathematics 2017-06-15 Michael J. Jenkinson , Jeffrey W. Banks

Multi-adaptive Galerkin methods are extensions of the standard continuous and discontinuous Galerkin methods for the numerical solution of initial value problems for ordinary or partial differential equations. In particular, the…

Numerical Analysis · Mathematics 2012-05-15 Johan Jansson , Anders Logg

We present a new numerical method for solving time dependent Maxwell equations, which is also suitable for general linear hyperbolic equations. It is based on an unstructured partitioning of the spacetime domain into tent-shaped regions…

Numerical Analysis · Mathematics 2019-06-27 Jay Gopalakrishnan , Matthias Hochsteger , Joachim Schöberl , Christoph Wintersteiger

Many astrophysical simulations involve extreme dynamic range of timescales around 'special points' in the domain (e.g. black holes, stars, planets, disks, galaxies, shocks, mixing interfaces), where processes on small scales couple strongly…

Instrumentation and Methods for Astrophysics · Physics 2026-05-11 Philip F. Hopkins , Elias R. Most

We propose a moving mesh adaptive approach for solving time-dependent partial differential equations. The motion of spatial grid points is governed by a moving mesh PDE (MMPDE) in which a mesh relaxation time \tau is employed as a…

Numerical Analysis · Mathematics 2010-06-11 Ali Reza Soheili , John M. Stockie

We propose a time-adaptive predictor/multi-corrector method to solve hyperbolic partial differential equations, based on the generalized-$\alpha$ scheme that provides user-control on the numerical dissipation and second-order accuracy in…

Numerical Analysis · Mathematics 2022-10-11 Nicolas A. Labanda , Pouria Behnoudfar , Victor M. Calo

We study the systematic numerical approximation of Maxwell's equations in dispersive media. Two discretization strategies are considered, one based on a traditional leapfrog time integration method and the other based on convolution…

Numerical Analysis · Mathematics 2020-04-02 Jürgen Dölz , Herbert Egger , Vsevolod Shashkov

We present a previously unexplored forward-mode differentiation method for Maxwell's equations, with applications in the field of sensitivity analysis. This approach yields exact gradients and is similar to the popular adjoint variable…

Optics · Physics 2019-12-24 Tyler W Hughes , Ian A D Williamson , Momchil Minkov , Shanhui Fan

We present both, theory and an algorithm for solving time-harmonic wave problems in a general setting. The time-harmonic solutions will be achieved by computing time-periodic solutions of the original wave equations. Thus, an exact…

Analysis of PDEs · Mathematics 2011-05-23 Dirk Pauly , Tuomo Rossi

In this paper, we propose an augmented subspace based adaptive proper orthogonal decomposition (POD) method for solving the time dependent partial differential equations. By augmenting the POD subspace with some auxiliary modes, we obtain…

Numerical Analysis · Mathematics 2023-04-19 Xiaoying Dai , Miao Hu , Jack Xin , Aihui Zhou

Implicit time-stepping for advection is applied locally in space and time where Courant numbers are large, but standard explicit time-stepping is used for the remaining solution which is typically the majority. This adaptively implicit…

Fluid Dynamics · Physics 2024-06-14 Hilary Weller , Christian Kuehnlein , Piotr K. Smolarkiewicz