Related papers: A matched alternating direction implicit (ADI) met…
In this paper we investigate the effectiveness of Alternating Direction Implicit (ADI) time discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial differential equation, which is semidiscretized…
Parabolic optimal control problems with control constraints are generally challenging, from either theoretical analysis or algorithmic design perspectives. Conceptually, the well-known alternating direction method of multipliers (ADMM) can…
This paper proposes a novel fault detection and isolation (FDI) scheme for distributed parameter systems modeled by a class of parabolic partial differential equations (PDEs) with nonlinear uncertain dynamics. A key feature of the proposed…
The two-dimensional unsteady coupled Burgers' equations with moderate to severe gradients, are solved numerically using higher-order accurate finite difference schemes; namely the fourth-order accurate compact ADI scheme, and the…
The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather…
Implicit solvers present strong limitations when used on supercomputing facilities and in particular for adaptive mesh-refinement codes. We present a new method for implicit adaptive time-stepping on adaptive mesh refinement-grids. We…
A stable added-mass partitioned (AMP) algorithm is developed for fluid-structure interaction (FSI) problems involving viscous incompressible flow and compressible elastic solids. Deforming composite grids are used to effectively handle the…
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…
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…
We present the results of large scale simulations of 4th order nonlinear partial differential equations of dif- fusion type that are typically encountered when modeling dynamics of thin fluid films on substrates. The simulations are based…
A numerical method for coupled 3D-1D problems with discontinuous solutions at the interfaces is derived and discussed. This extends a previous work on the subject where only continuous solutions were considered. Thanks to properly defined…
Results on unconditional convergence in the Maximum norm for ADI-type methods, such as the Douglas method, applied to the time integration of semilinear parabolic problems are quite difficult to get, mainly when the number of space…
Immersed finite element (IFE) methods are a group of long-existing numerical methods for solving interface problems on unfitted meshes. A core argument of the methods is to avoid mesh regeneration procedure when solving moving interface…
An implicit scheme for steady state solutions of diatomic gas flow is presented. The method solves the Rykov model equation in the finite volume discrete velocity method (DVM) framework, in which the translational and rotational degrees of…
This paper presents an efficient high-order sharp-interface method for solving the three-dimensional (3D) Poisson equation with Dirichlet boundary conditions on a nonuniform Cartesian grid with irregular domain boundaries. The new approach…
We present an immersed interface method for the vorticity-velocity form of the 2D Navier Stokes equations that directly addresses challenges posed by multiply connected domains, nonconvex obstacles, and the calculation of force…
We present a new higher-order accurate finite difference explicit jump Immersed Interface Method (HEJIIM) for solving two-dimensional elliptic problems with singular source and discontinuous coefficients in the irregular region on a compact…
We present a coupled atomistic-continuum method for the modeling of defects and interface dynamics of crystalline materials. The method uses atomistic models such as molecular dynamics near defects and interfaces, and continuum models away…
In this paper a simple, effective adaptation of Alternating Direction Implicit (ADI) time discretization schemes is proposed for the numerical pricing of American-style options under the Heston model via a partial differential…
The Immersed Boundary method has evolved into one of the most useful computational methods in studying fluid structure interaction. On the other hand, the Immersed Boundary method is also known to suffer from a severe timestep stability…