Related papers: A parallel fast multipole method for elliptic diff…
In boundary element methods (BEM) in $\mathbb{R}^3$, matrix elements and right hand sides are typically computed via analytical or numerical quadrature of the layer potential multiplied by some function over line, triangle and tetrahedral…
This paper presents the first parallel implementation of the novel "Interpolated Factored Green Function" (IFGF) method introduced recently for the accelerated evaluation of discrete integral operators arising in wave scattering and other…
Several important problems in partial differential equations can be formulated as integral equations. Often the integral operator defines the solution of an elliptic problem with specified jump conditions at an interface. In principle the…
This work is concerned with linear matrix equations that arise from the space-time discretization of time-dependent linear partial differential equations (PDEs). Such matrix equations have been considered, for example, in the context of…
A local weighted discontinuous Galerkin gradient discretization method for solving elliptic equations is introduced. The local scheme is based on a coarse grid and successively improves the solution solving a sequence of local elliptic…
We present an unfitted boundary algebraic equation (BAE) method for solving elliptic partial differential equations in complex geometries. The method employs lattice Green's functions on infinite regular grids combined with discrete…
This is the second part in a series of papers on multi-step schemes for solving coupled forward backward stochastic differential equations (FBSDEs). We extend the basic idea in our former paper [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci.…
We present a mimetic finite-difference approach for solving Maxwell's equations in one and two spatial dimensions. After introducing the governing equations and the classical Finite-Difference Time-Domain (FDTD) method, we describe mimetic…
We have studied possible applications of a particular pseudo-differential algebra in singular analysis for the construction of fundamental solutions and Green's functions of a certain class of elliptic partial differential operators. The…
An efficient linear solver plays an important role while solving partial differential equations (PDEs) and partial integro-differential equations (PIDEs) type mathematical models. In most cases, the efficiency depends on the stability and…
The paper suggests a preconditioning type method for fast solving of elliptic equations with oscillating quasiperiodic coefficients $A_\epsilon$ specified by the small parameter $\epsilon>0$. We use an iteration method generated by an…
In this paper, we develop an EXCMG method to solve the three-dimensional Poisson equation on rectangular domains by using the compact finite difference (FD) method with unequal meshsizes in different coordinate directions. The resulting…
We describe a fast, direct solver for elliptic partial differential equations on a two-dimensional hierarchy of adaptively refined, Cartesian meshes. Our solver, inspired by the Hierarchical Poincar\'e-Steklov (HPS) method introduced by…
Dispersion-free ultra-high order FFT-based Maxwell solvers have recently proven to be paramount to a large range of applications, including the high-fidelity modeling of high-intensity laser-matter interactions with Particle-In-Cell (PIC)…
We design and analyze an iterative two-grid algorithm for the finite element discretizations of strongly nonlinear elliptic boundary value problems in this paper. We propose an iterative two-grid algorithm, in which a nonlinear problem is…
The multigrid algorithm is a multilevel approach to accelerate the numerical solution of discretized differential equations in physical problems involving long-range interactions. Multiresolution analysis of wavelet theory provides an…
In this paper, we propose a multiscale empirical interpolation method for solving nonlinear multiscale partial differential equations. The proposed method combines empirical interpolation techniques and local multiscale methods, such as the…
In this paper, a new iterative two-level algorithm is presented for solving the finite element discretization for nonsymmetric or indefinite elliptic problems. The iterative two-level algorithm uses the same coarse space as the traditional…
In this article, we introduce a novel parallel-in-time solver for nonlinear ordinary differential equations (ODEs). We state the numerical solution of an ODE as a root-finding problem that we solve using Newton's method. The affine…
We propose in this paper a multilevel correction method to solve optimal control problems constrained by elliptic equations with the finite element method. In this scheme, solving optimization problem on the finest finite element space is…