Related papers: A matched alternating direction implicit (ADI) met…
In this work, we develop a novel fault detection and isolation (FDI) scheme for discrete-time two-dimensional (2D) systems that are represented by the Fornasini-Marchesini model II (FMII). This is accomplished by generalizing the basic…
In this paper, an alternating direction implicit (ADI) difference scheme for two-dimensional time-fractional wave equation of distributed-order with a nonlinear source term is presented. The unique solvability of the difference solution is…
In this paper we present a method to treat interface jump conditions for constant coefficients Poisson problems that allows the use of standard "black box" solvers, without compromising accuracy. The basic idea of the new approach is…
We derive the alternating-directions implicit (ADI) method based on a commuting operator split and apply the results in detail to the continuous time algebraic Lyapunov equation with low-rank constant term and approximate solution, giving…
New finite element methods are proposed for elliptic interface problems in one and two dimensions. The main motivation is not only to get an accurate solution but also an accurate first order derivative at the interface (from each side).…
Standard explicit schemes for parabolic equations are not very convenient for computing practice due to the fact that they have strong restrictions on a time step. More promising explicit schemes are associated with explicit-implicit…
This paper is concerned with the adaptation of alternating direction implicit (ADI) time discretization schemes for the numerical solution of partial integro-differential equations (PIDEs) with application to the Bates model in finance.…
We present a new explicit and stable numerical algorithm to solve the homogeneous heat equation. We illustrate the performance of the new method in the cases of two 2D systems with highly inhomogeneous random parameters. Spatial…
We propose the Compact Coupling Interface Method (CCIM), a finite difference method capable of obtaining second-order accurate approximations of not only solution values but their gradients, for elliptic complex interface problems with…
We present results of numerical simulations of the tensor-valued elliptic-parabolic PDE model for biological network formation. The numerical method is based on a non-linear finite difference scheme on a uniform Cartesian grid in a 2D…
The athermal quasistatic deformation method provides an elegant solution to overcome the limitation of short time spans in molecular simulations. It provides overdamped conditions, allowing for the extraction of purely structural responses…
We present a fast adaptive method for the evaluation of heat potentials, which plays a key role in the integral equation approach for the solution of the heat equation, especially in a non-stationary domain. The algorithm utilizes a…
Interface problems depict many fundamental physical phenomena and widely apply in the engineering. However, it is challenging to develop efficient fully decoupled numerical methods for solving degenerate interface problems in which the…
The immersed interface method (IIM) for fluid-structure interaction imposes discontinuities in the fluid stress along immersed boundaries that are generated by forces concentrated along those boundaries. For a viscous incompressible fluid,…
A new diffuse interface model has been proposed in this study for simulating binary alloy solidification under universal cooling conditions, involving both equilibrium and non-equilibrium solute partitioning. Starting from the Gibbs-Thomson…
For valuing European options, a straightforward model is the well-known Black-Scholes formula. Contrary to market reality, this model assumed that interest rate and volatility are constant. To modify the Black-Scholes model, Heston and…
In this paper we analyze a fully discrete numerical scheme for solving a parabolic PDE on a moving surface. The method is based on a diffuse interface approach that involves a level set description of the moving surface. Under suitable…
For numerical simulations of highly relativistic and transversely accelerated charged particles including radiation fast algorithms are needed. While the radiation in particle accelerators has wavelengths in the order of 100 um the…
We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…
In this work, we develop a cutting method for solving problems with moving and growing interfaces in 3D. This new method is able to resolve large displacement or deformation of immersed objects by combining the Arbitrary Lagrangian-Eulerian…