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In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…

Numerical Analysis · Mathematics 2018-09-05 Long Teng , Aleksandr Lapitckii , Michael Günther

This paper presents Space-Time MultiGrid (STMG) methods which are suitable for performing topology optimisation of transient heat conduction problems. The proposed methods use a pointwise smoother and uniform Cartesian space-time meshes.…

Computational Engineering, Finance, and Science · Computer Science 2025-05-16 Magnus Appel , Joe Alexandersen

In wave propagation problems, finite difference methods implemented on staggered grids are commonly used to avoid checkerboard patterns and to improve accuracy in the approximation of short-wavelength components of the solutions. In this…

Numerical Analysis · Mathematics 2026-01-15 Micol Bassanini , Simone Deparis , Paolo Ricci

A new perturbation and continuation method is presented for computing and analyzing stellarator equilibria. The method is formally derived from a series expansion about the equilibrium condition $F \equiv J \times B - \nabla p = 0$, and an…

Plasma Physics · Physics 2023-04-05 Rory Conlin , Daniel W. Dudt , Dario Panici , Egemen Kolemen

For time-dependent partial differential equations, parallel-in-time integration using the "parallel full approximation scheme in space and time" (PFASST) is a promising way to accelerate existing space-parallel approaches beyond their…

Numerical Analysis · Mathematics 2018-06-07 Matthias Bolten , Dieter Moser , Robert Speck

We introduce a numerical method for solving Grad's moment equations or regularized moment equations for arbitrary order of moments. In our algorithm, we do not need explicitly the moment equations. As an instead, we directly start from the…

Mathematical Physics · Physics 2010-05-04 Zhenning Cai , Ruo Li

A stochastic leap-frog algorithm for the numerical integration of Brownian motion stochastic differential equations with multiplicative noise is proposed and tested. The algorithm has a second-order convergence of moments in a finite time…

Computational Physics · Physics 2009-10-31 Ji Qiang , Salman Habib

We derive and analyze a symmetric interior penalty discontinuous Galerkin scheme for the approximation of the second-order form of the radiative transfer equation in slab geometry. Using appropriate trace lemmas, the analysis can be carried…

Numerical Analysis · Mathematics 2023-12-20 Riccardo Bardin , Fleurianne Bertrand , Olena Palii , Matthias Schlottbom

This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme using space and time truncation, requiring only finite…

Numerical Analysis · Mathematics 2025-12-23 Guozhen Li , Xiaoyue Li , Xuerong Mao

We propose a staggered mesh method for correlation energy calculations of periodic systems under the random phase approximation (RPA), which generalizes the recently developed staggered mesh method for periodic second order…

Computational Physics · Physics 2023-04-10 Xin Xing , Lin Lin

The transport of charged particles or photons in a scattering medium can be modelled with a Boltzmann equation. The mathematical treatment for scattering in such scenarios is often simplified if evaluated in a frame where the scattering…

Plasma Physics · Physics 2024-02-27 Nils W. Schween , Brian Reville

Recent work by McClarren & Hauck [29] suggests that the filtered spherical harmonics method represents an efficient, robust, and accurate method for radiation transport, at least in the two-dimensional (2D) case. We extend their work to the…

High Energy Astrophysical Phenomena · Physics 2013-04-16 David Radice , Ernazar Abdikamalov , Luciano Rezzolla , Christian D. Ott

Partitioning for load balancing is a crucial first step to parallelize any type of computation. In this work, we propose SGORP, a new spatial partitioning method based on Subgradient Optimization, to solve the $d$-dimensional Rectilinear…

Data Structures and Algorithms · Computer Science 2023-10-05 Muhammed Fatih Balin , Xiaojing An , Abdurrahman Yaşar , Ümit V. Çatalyürek

We extend and analyze the energy-based discontinuous Galerkin method for second order wave equations on staggered and structured meshes. By combining spatial staggering with local time-stepping near boundaries, the method overcomes the…

Numerical Analysis · Mathematics 2022-04-15 Daniel Appelö , Lu Zhang , Thomas Hagstrom , Fengyan Li

We present a new numerical approach that is able to solve the multi-dimensional radiative transfer equations in all opacity regimes on a Lagrangian, unstructured network of characteristics based on a stochastic point process. Our method…

Astrophysics · Physics 2007-05-23 Jelle Ritzerveld , Vincent Icke , Erik-Jan Rijkhorst

We present a new radiative transfer method (SPH-M1RT) that is coupled dynamically with smoothed particle hydrodynamics (SPH). We implement it in the (task-based parallel) SWIFT galaxy simulation code but it can be straightforwardly…

Instrumentation and Methods for Astrophysics · Physics 2021-07-06 T. K. Chan , Tom Theuns , Richard Bower , Carlos Frenk

In this paper, a two-grid method is proposed to linearize and symmetrize the steady-state Poisson-Nernst-Planck equations. The computational system is decoupled to linearize and symmetrize equations by using this method, which can improve…

Numerical Analysis · Mathematics 2017-03-23 Xuefang Li , Ying Yang , Hang Cheng

We study dynamics of a two-color photoassociation of atoms into diatomic molecules via nonlinear Stimulated Raman adiabatic passage (STIRAP) process. This system has a famous counterpart in (linear) quantum mechanics, and been discussed…

Other Condensed Matter · Physics 2007-12-13 A. P. Itin , S. Watanabe

This work presents a high-order finite-difference adaptive mesh refinement (AMR) framework for robust simulation of shock-turbulence interaction problems. A staggered-grid arrangement, in which solution points are stored at cell centers…

Computational Physics · Physics 2025-11-12 Yuqi Wang , Yadong Zeng , Ralf Deiterding , Jinhui Yang , Jianhan Liang

Numerical schemes for wave-like systems with small dissipation are often inaccurate and unstable due to truncation errors and numerical roundoff errors. Hence, numerical simulations of wave-like systems lacking proper handling of these…

Numerical Analysis · Mathematics 2022-07-27 J. Divahar , A. J. Roberts , Trent W. Mattner , J. E. Bunder , Ioannis G. Kevrekidis