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A semi-implicit finite difference time domain (FDTD) numerical Maxwell solver is developed for full electromagnetic Particle-in-Cell (PIC) codes for the simulations of plasma-based acceleration. The solver projects the volumetric Yee…
The paper proves Liouville-type results for stable solutions of semilinear elliptic PDEs with convex nonlinearity, posed on the entire Euclidean space. Extensions to solutions which are stable outside a compact set are also presented.
In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…
This paper is concerned with the analysis of a new stable space-time finite element method (FEM) for the numerical solution of parabolic evolution problems in moving spatial computational domains. The discrete bilinear form is elliptic on…
Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…
In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…
A class of nonstandard pseudospectral time domain (PSTD) schemes for solving time-dependent hyperbolic and parabolic partial differential equations (PDEs) is introduced. These schemes use the Fourier collocation spectral method to compute…
We develop a family of stabilized backward differentiation formula (sBDF) schemes of orders one through four for semilinear parabolic equations. The proposed methods are designed to achieve three properties that are rarely available…
Friedrichs' systems (FS) are symmetric positive linear systems of first-order partial differential equations (PDEs), which provide a unified framework for describing various elliptic, parabolic and hyperbolic semi-linear PDEs such as the…
We present an exponentially convergent semi-implicit meshless algorithm for the solution of Navier-Stokes equations in complex domains. The algorithm discretizes partial derivatives at scattered points using radial basis functions as…
Solving partial differential equations (PDEs) within the framework of probabilistic numerics offers a principled approach to quantifying epistemic uncertainty arising from discretization. By leveraging Gaussian process regression and…
This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…
In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded…
A numerical method for solving elliptic PDEs with variable coefficients on two-dimensional domains is presented. The method is based on high-order composite spectral approximations and is designed for problems with smooth solutions. The…
The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…
We develop methods for the solution of inhomogeneous Robin type boundary value problems (BVPs) that arise for certain linear parabolic Partial Differential Equations (PDEs) on a half line, as well as a second order generalisation. We are…
This paper develops the necessary ingredients for the variational approach of initial boundary-value problems of parabolic partial differential equations on a fixed spatial domain containing evolving subdomains. In particular, we introduce…
The propagation of electromagnetic waves in general media is modeled by the time-dependent Maxwell's partial differential equations (PDEs), coupled with constitutive laws that describe the response of the media. In this work, we focus on…
The paper presents a general strategy to solve ordinary differential equations (ODE), where some coefficient depend on the spatial variable and on additional random variables. The approach is based on the application of a recently developed…