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We develop a finite volume method for Maxwell's equations in materials whose electromagnetic properties vary in space and time. We investigate both conservative and non-conservative numerical formulations. High-order methods accurately…

Computational Physics · Physics 2023-07-25 Damian P. San Roman Alerigi , David I. Ketcheson , Boon S. Ooi

We propose an upwind finite volume method for a system of two kinetic equations in one dimension that are coupled through nonlocal interaction terms. These cross-interaction systems were recently obtained as the mean-field limit of a…

Numerical Analysis · Mathematics 2023-09-15 Julia I. M. Hauser , Valeria Iorio , Markus Schmidtchen

In this paper, we introduce a special kind of finite volume method called Multi-Point Flux Approximation method (MPFA) to price European and American options in two dimensional domain. We focus on the L-MPFA method for space discretization…

Numerical Analysis · Mathematics 2020-01-01 Rock Stephane Koffi , Antoine Tambue

We analyse a finite-element discretisation of a differential equation describing an axisymmetrically loaded thin shell. The problem is singularly perturbed when the thickness of the shell becomes small. We prove robust convergence of the…

Numerical Analysis · Mathematics 2023-06-23 Norbert Heuer , Torsten Linß

The paper addresses a numerical method for solving second order elliptic partial differential equations that describe fields inside heterogeneous media. The scope is general and treats the case of rough coefficients, i.e. coefficients with…

Numerical Analysis · Mathematics 2010-11-30 Ivo Babuska , Robert Lipton

Black-Scholes equation as one of the most celebrated mathematical models has an explicit analytical solution known as the Black-Scholes formula. Later variations of the equation, such as fractional or nonlinear Black-Scholes equations, do…

Mathematical Finance · Quantitative Finance 2021-04-27 Endah R. M. Putri , Lutfi Mardianto , Amirul Hakam , Chairul Imron , Hadi Susanto

We introduce the concept of data-driven finite element methods. These are finite-element discretizations of partial differential equations (PDEs) that resolve quantities of interest with striking accuracy, regardless of the underlying mesh…

Numerical Analysis · Mathematics 2022-11-15 Ignacio Brevis , Ignacio Muga , Kristoffer G. van der Zee

This paper deals with balanced domain decomposition by constraints (BDDC) method for solving large-scale linear systems of algebraic equations arising from the space-time finite element discretization of parabolic initial-boundary value…

Numerical Analysis · Mathematics 2018-10-30 Ulrich Langer , Huidong Yang

In this paper, we propose and analyze a high-order finite volume method for the Poisson problem based on the reduced discontinuous Galerkin (RDG) space. The main idea is to employ the RDG space as the trial space and the piecewise constant…

Numerical Analysis · Mathematics 2025-12-11 Wenbo Hu , Yinhua Xia

We introduce a general framework for the construction of well-balanced finite volume methods for hyperbolic balance laws. We use the phrase well-balancing in a broader sense, since our proposed method can be applied to exactly follow any…

Numerical Analysis · Mathematics 2020-08-05 Jonas P. Berberich , Praveen Chandrashekar , Christian Klingenberg

Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…

General Relativity and Quantum Cosmology · Physics 2010-01-18 M. Chirvasa , S. Husa

Modeling real-world problems with partial differential equations (PDEs) is a prominent topic in scientific machine learning. Classic solvers for this task continue to play a central role, e.g. to generate training data for deep learning…

Machine Learning · Computer Science 2024-06-10 Tim Weiland , Marvin Pförtner , Philipp Hennig

The analysis of a delayed generalized Burgers-Huxley equation (a non-linear advection-diffusion-reaction problem) with weakly singular kernels is carried out in this work. Moreover, numerical approximations are performed using the…

Numerical Analysis · Mathematics 2023-09-06 Sumit Mahajan , Arbaz Khan , Manil T. Mohan

We address numerical challenges in solving hyperbolic free boundary problems described by spherically symmetric conservation laws that arise in the modeling of tumor growth due to immune cell infiltrations. In this work, we normalize the…

Numerical Analysis · Mathematics 2018-09-11 Xianyi Zeng , Mashriq Ahmed Saleh , Jianjun Paul Tian

This paper presents a data-driven finite volume method for solving 1D and 2D hyperbolic partial differential equations. This work builds upon the prior research incorporating a data-driven finite-difference approximation of smooth solutions…

Numerical Analysis · Mathematics 2025-02-25 Guillaume de Romémont , Florent Renac , Jorge Nunez , Francisco Chinesta

Several generalizations of the relativistic models of Burgers equations have recently been established and developed on different spacetime geometries. In this work, we take into account the de Sitter spacetime geometry, introduce our…

Analysis of PDEs · Mathematics 2016-05-16 Tuba Ceylan , Baver Okutmustur

Time-dependent Maxwell's equations govern electromagnetics. Under certain conditions, we can rewrite these equations into a partial differential equation of second order, which in this case is the vectorial wave equation. For the vectorial…

Numerical Analysis · Mathematics 2023-02-27 Julia I. M. Hauser , Marco Zank

In this work we present a novel second order accurate well balanced (WB) finite volume (FV) scheme for the solution of the general relativistic magnetohydrodynamics (GRMHD) equations and the first order CCZ4 formulation (FO-CCZ4) of the…

General Relativity and Quantum Cosmology · Physics 2021-08-09 Elena Gaburro , Manuel J. Castro , Michael Dumbser

We prove several discrete Gagliardo-Nirenberg-Sobolev and Poincar\'e-Sobolev inequalities for some approximations with arbitrary boundary values on finite volume meshes. The keypoint of our approach is to use the continuous embedding of the…

Numerical Analysis · Mathematics 2014-01-16 Marianne Bessemoulin-Chatard , Claire Chainais-Hillairet , Francis Filbet

We consider finite volume (or equivalently, finite temperature) expectation values of local operators in integrable quantum field theories using a combination of numerical and analytical approaches. It is shown that the truncated conformal…

High Energy Physics - Theory · Physics 2015-06-15 I. M. Szécsényi , G. Takács , G. M. T. Watts
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