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The interpolated bounce-back scheme and the immersed boundary method are the two most popular algorithms in treating a no-slip boundary on curved surfaces in the lattice Boltzmann method. While those algorithms are frequently implemented in…
The paper develops a method for the numerical simulation of a free-surface flow of incompressible viscous fluid around a streamlined body. The body is a rigid stationary construction partially submerged in the fluid. The application we are…
This paper presents an immersed boundary (IB) method for fluid--structure--acoustics interactions involving large deformations and complex geometries. In this method, the fluid dynamics is solved by a finite difference method where the…
A full multigrid finite element method is proposed for semilinear elliptic equations. The main idea is to transform the solution of the semilinear problem into a series of solutions of the corresponding linear boundary value problems on the…
A compact and efficient numerical method is described for studying plane flows of an ideal fluid with a smooth free boundary over a curved and nonuniformly moving bottom. Exact equations of motion in terms of the so-called conformal…
We present a numerical comparison between two standard finite volume schemes and a discontinuous Galerkin method applied to the BGK equation of rarefied gas dynamics. We pay a particular attention to the numerical boundary conditions in…
Periodic orbit quantization requires an analytic continuation of non-convergent semiclassical trace formulae. We propose a method for semiclassical quantization based upon the Pade approximant to the periodic orbit sums. The Pade…
We propose a spectral collocation method to approximate the exact boundary control of the wave equation in a square domain. The idea is to introduce a suitable approximate control problem that we solve in the finite-dimensional space of…
The computational cost of the boundary-condition-enforced immersed boundary method (IBM) increases in the order of $\mathcal{O}(N^2)$ as the number of Lagrangian points, $N$, increases. This is due to the time-consuming calculation of the…
In this paper we present an approach to approximate numerically the solution of coupled hyperbolic conservation laws. The coupling is achieved through a fixed interface, in which interface conditions are linking the traces of both sides.…
We study the numerical solutions of time-dependent systems of partial differential equations, focusing on the implementation of boundary conditions. The numerical method considered is a finite difference scheme constructed by high order…
In this study, we focus on the modelling of coupled systems of shallow water flows and solute transport with source terms due to variable topography and friction effect. Our aim is to propose efficient and accurate numerical techniques for…
This paper presents a general and robust method for the fluid-structure interaction of membranes and shells undergoing large displacement and large added-mass effects by coupling an immersed-boundary method with a shell finite-element…
We investigate how the accuracy and stability of numerical relativity simulations of 1D colliding plane waves depends on choices of equation formulations, gauge conditions, boundary conditions, and numerical methods, all in the context of a…
In the present chapter we focus on the fundamentals of non-grid-conforming numerical approaches to simulating particulate flows, implementation issues and grid convergence vs. available reference data. The main idea is to avoid adapting the…
This paper considers the valuation of a European call option under the Heston stochastic volatility model. We present the asymptotic solution to the option pricing problem in powers of the volatility of variance. Then we introduce the…
A new method for numerical solving of boundary problem for ordinary differential equations with slowly varying coefficients which is aimed at better representation of solutions in the regions of their rapid oscillations or exponential…
In this article we discuss the numerical analysis for the finite difference scheme of the one-dimensional nonlinear wave equations with dynamic boundary conditions. From the viewpoint of the discrete variational derivative method we propose…
Waves scattering from unbounded structures are always complicated problems for numerical simulations. For the case that the non-periodic incident field scattered by (locally perturbed) periodic surfaces, with the help of the Bloch…
This paper presents an incomplete Octree mesh implementation of the Shifted Boundary Method (Octree-SBM) for multiphysics simulations of coupled flow and heat transfer. Specifically, a semi-implicit formulation of the thermal Navier-Stokes…