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In this paper, a novel immersed boundary method is developed, validated, and applied. Through devising a second-order three-step flow reconstruction scheme, the proposed method is able to enforce the Dirichlet, Neumann, Robin, and Cauchy…
In this paper we provide a detailed convergence analysis for fully discrete second order (in both time and space) numerical schemes for nonlocal Allen-Cahn (nAC) and nonlocal Cahn-Hilliard (nCH) equations. The unconditional unique…
We introduce an efficient boundary-adapted spectral method for peridynamic diffusion problems with arbitrary boundary conditions. The spectral approach transforms the convolution integral in the peridynamic formulation into a multiplication…
The problem of the emergence of wave dispersion due to the heterogeneity of a transmission line (TL) is considered. An exactly solvable model helps to better understand the physical process of a signal passing through a non-uniform section…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
We present a novel numerical method for solving the anisotropic diffusion equation in magnetic fields confined to a periodic box which is accurate and provably stable. We derive energy estimates of the solution of the continuous initial…
In this paper, by using Strang's second-order splitting method, the numerical procedure for the three-dimensional (3D) space fractional Allen-Cahn equation can be divided into three steps. The first and third steps involve an ordinary…
We use generalized Gaussian quadratures for exponentials to develop a new ODE solver. Nodes and weights of these quadratures are computed for a given bandlimit $c$ and user selected accuracy $\epsilon$, so that they integrate functions…
Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative…
The Peaceman-Rachford alternating direction implicit (ADI) scheme for linear time-dependent Maxwell equations is analyzed on a heterogeneous cuboid. Due to discontinuities of the material parameters, the solution of the Maxwell equations is…
We present fast, spatially dispersionless and unconditionally stable high-order solvers for Partial Differential Equations (PDEs) with variable coefficients in general smooth domains. Our solvers, which are based on (i) A certain "Fourier…
We give a stochastic optimization algorithm that solves a dense $n\times n$ real-valued linear system $Ax=b$, returning $\tilde x$ such that $\|A\tilde x-b\|\leq \epsilon\|b\|$ in time: $$\tilde O((n^2+nk^{\omega-1})\log1/\epsilon),$$ where…
This paper studies the PML method for wave scattering in a half space of homogeneous medium bounded by a two-dimensional, perfectly conducting, and locally defected periodic surface, and develops a high-accuracy boundary-integral-equation…
We consider \emph{Alternating Direction Implicit} (ADI) splitting schemes to compute efficiently the numerical solution of the PDE osmosis model considered by Weickert et al. for several imaging applications. The discretised scheme is shown…
Radiative transfer is essential in astronomy, both for interpreting observations and simulating various astrophysical phenomena. However, self-consistent line radiative transfer is computationally expensive, especially in 3D. To reduce the…
We consider the nonlinear string equation with Dirichlet boundary conditions $u_{xx}-u_{tt}=\phi(u)$, with $\phi(u)=\Phi u^{3} + O(u^{5})$ odd and analytic, $\Phi\neq0$, and we construct small amplitude periodic solutions with frequency…
This paper serves to treat boundary conditions numerically with high order accuracy in order to match the two-stage fourth-order finite volume schemes for hyperbolic problems developed in [{\em J. Li and Z. Du, A two-stage fourth order…
A new parametric class of semi-implicit numerical schemes for a level set advection equation on Cartesian grids is derived and analyzed. An accuracy and a stability study is provided for a linear advection equation with a variable velocity…
Problems with localized nonhomogeneous material properties present well-known challenges for numerical simulations. In particular, such problems may feature large differences in length scales, causing difficulties with meshing and…
Oscillatory second order linear ordinary differential equations arise in many scientific calculations. Because the running times of standard solvers increase linearly with frequency when they are applied to such problems, a variety of…