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The construction of weak solutions to compressible Navier-Stokes equations via a numerical method (including a rigorous proof of the convergence) is in a short supply, and so far, available only for one sole numerical scheme suggested in…
We study the initial-value problem for the nonlinear Schr\"odinger equation. Application of the inverse scattering transform method involves solving direct and inverse scattering problems for the Zakharov-Shabat system with complex…
A new approach for solving stiff boundary value problems for systems of ordinary differential equations is presented. Its idea essentially generalizes and extends that from arXiv:1601.04272v8. The approach can be viewed as a methodology…
We consider a new Stefan-type problem for the classical heat equation with a latent heat and phase-change temperature depending of the variable time. We prove the equivalence of this Stefan problem with a class of boundary value problems…
We implement the Numerical Unified Transform Method to solve the Nonlinear Schr\"odinger equation on the half-line. For so-called linearizable boundary conditions, the method solves the half-line problems with comparable complexity as the…
This paper is concerned with two examples on the application of the free boundary formulation to BVPs on a semi-infinite interval. In both cases we are able to provide the exact solution of both the BVP and its free boundary formulation.…
Solving complex optimization problems in engineering and the physical sciences requires repetitive computation of multi-dimensional function derivatives. Commonly, this requires computationally-demanding numerical differentiation such as…
The aim of this paper is to introduce a new Newton-type iterative method and then to show that this process converges to the unique solution of the scalar nonlinear equation f(x)=0 under weaker conditions involving only f and f' by fixed…
We propose quantum methods for solving differential equations that are based on a gradual improvement of the solution via an iterative process, and are targeted at applications in fluid dynamics. First, we implement the Jacobi iteration on…
The boundary integral method is an efficient approach for solving time-harmonic obstacle scattering problems by a bounded scatterer. This paper presents the directional preconditioner for the iterative solution of linear systems of the…
We present a numerical method for the solution of interfacial growth governed by the Stefan model coupled with incompressible fluid flow. An algorithm is presented which takes special care to enforce sharp interfacial conditions on the…
We present an efficient framework to numerically treat infinite periodic vortex lattices in rotating superfluids described by the Gross-Pitaevskii theory. The commonly used split-step Fourier (SSF) spectral methods are inapplicable to such…
We obtain solution representation formulas for some linear initial boundary value problems posed on the half space that involve mixed spatial derivative terms via the unified transform method (UTM), also known as the Fokas method. We first…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
Recently, the nonlinearity continuation method has been used to numerically solve boundary value problems for steady-state Richards equation. The method can be considered as a predictor-corrector procedure with the simplest form which has…
We introduce an iterative method to solve problems in small-strain non-linear elasticity, termed ``Phase-Space Iterations'' (PSIs). The method is inspired by recent work in data-driven computational mechanics, which reformulated the classic…
This paper presents an iteration method for solving linear particle transport problems in binary stochastic mixtures. It is based on nonlinear projection approach. The method is defined by a hierarchy of equations consisting of the…
In this article we introduce a simple straightforward and powerful method involving symbolic manipulation, Picard iteration, and auxiliary variables for approximating solutions of partial differential boundary value problems. The method is…
We propose a hierarchical asynchronous iterative method that differs from the traditional synchronous iterative method used across the entire flow field in conventional Computational Fluid Dynamics applications. This method forcibly divides…
In this paper, we investigate iterative methods that are based on sampling of the data for computing Tikhonov-regularized solutions. We focus on very large inverse problems where access to the entire data set is not possible all at once…