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Solving time-harmonic wave propagation problems in the frequency domain and within heterogeneous media brings many mathematical and computational challenges, especially in the high frequency regime. We will focus here on computational…

Numerical Analysis · Mathematics 2021-09-01 Niall Bootland , Victorita Dolean , Pierre Jolivet , Pierre-Henri Tournier

This paper introduces discrete-holomorphic Perfectly Matched Layers (PMLs) specifically designed for high-order finite difference (FD) discretizations of the scalar wave equation. In contrast to standard PDE-based PMLs, the proposed method…

Numerical Analysis · Mathematics 2024-05-30 Vicente A. Hojas , Carlos Pérez-Arancibia , Manuel A. Sánchez

Trefftz schemes are high-order Galerkin methods whose discrete spaces are made of elementwise exact solutions of the underlying PDE. Trefftz basis functions can be easily computed for many PDEs that are linear, homogeneous, and have…

Numerical Analysis · Mathematics 2026-03-10 Lise-Marie Imbert-Gérard , Andrea Moiola , Chiara Perinati , Paul Stocker

We consider compact finite-difference schemes of the 4th approximation order for an initial-boundary value problem (IBVP) for the $n$-dimensional non-homogeneous wave equation, $n\geq 1$. Their construction is accomplished by both the…

Numerical Analysis · Mathematics 2025-12-30 Alexander Zlotnik , Olga Kireeva

Since the advent of mesh-free methods as a tool for the numerical analysis of systems of Partial Differential Equations (PDEs), many variants of differential operator approximation have been proposed. In this work, we propose a local…

Numerical Analysis · Mathematics 2022-03-07 Mitja Jančič , Gregor Kosec

Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The…

Numerical Analysis · Mathematics 2024-01-30 Anindya Goswami , Kuldip Singh Patel , Pradeep Kumar Sahu

This work is dedicated to uniqueness and numerical algorithms for determining the point sources of the biharmonic wave equation using scattered fields at sparse sensors. We first show that the point sources in both $\mathbb{R}^2$ and…

Analysis of PDEs · Mathematics 2025-03-11 Xiaodong Liu , Qingxiang Shi , Jing Wang

We have developed a three-dimensional radiative transfer method designed specifically for use with parallel adaptive mesh refinement hydrodynamics codes. This new algorithm, which we call hybrid characteristics, introduces a novel form of…

Astrophysics · Physics 2009-11-11 Erik-Jan Rijkhorst , Tomasz Plewa , Anshu Dubey , Garrelt Mellema

We develop a deep learning approach to extract ray directions at discrete locations by analyzing highly oscillatory wave fields. A deep neural network is trained on a set of local plane-wave fields to predict ray directions at discrete…

Numerical Analysis · Mathematics 2022-07-13 Tak Shing Au Yeung , Ka Chun Cheung , Eric T. Chung , Shubin Fu , Jianliang Qian

We propose a straightforward and effective method for discretizing multi-dimensional diffusion processes as an extension of Milstein scheme. The new scheme is explicitly given and can be simulated using Gaussian variates, requiring the same…

Numerical Analysis · Mathematics 2024-09-04 Yuga Iguchi , Toshihiro Yamada

In this study, we propose a genuine fourth-order compact finite difference scheme for solving biharmonic equations with Dirichlet boundary conditions in both two and three dimensions. In the 2D case, we build upon the high-order compact…

Numerical Analysis · Mathematics 2024-09-04 Kejia Pan , Jin Li , Zhilin Li , Kang Fu

In this paper we develop adaptive numerical schemes for certain nonlinear variational problems. The discretization of the variational problems is done by representing the solution as a suitable frame decomposition, i.e., a complete, stable,…

Numerical Analysis · Mathematics 2007-05-23 M. Charina , C. Conti , M. Fornasier

In a previous work, the author and D.C. Dobson proposed a numerical method for solving the complex Helmholtz equation based on the minimization variational principles developed by Milton, Seppecher, and Bouchitte. This method results in a…

Numerical Analysis · Mathematics 2015-01-06 Russell B. Richins

We present a wavenumber-explicit analysis of FEM-BEM coupling methods for time-harmonic Helmholtz problems proposed in arXiv:2004.03523 for conforming discretizations and in arXiv:2105.06173 for discontinuous Galerkin (DG) volume…

Numerical Analysis · Mathematics 2024-07-08 Jens Markus Melenk , Ilaria Perugia , Alexander Rieder

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

We study the propagation properties of the solutions of the finite-difference space semi-discrete wave equation on an uniform grid of the whole Euclidean space. We provide a construction of high frequency wave packets that propagate along…

Analysis of PDEs · Mathematics 2010-08-03 Aurora-Mihaela Marica , Enrique Zuazua

We consider solving the surface Helmholtz equation on a smooth two dimensional surface embedded into a three dimensional space meshed with tetrahedra. The mesh does not respect the surface and thus the surface cuts through the elements. We…

Numerical Analysis · Mathematics 2018-10-11 Erik Burman , Peter Hansbo , Mats G. Larson , Andre Massing

We introduce a novel discretization technique for both elliptic and parabolic fractional diffusion problems based on double exponential quadrature formulas and the Riesz-Dunford functional calculus. Compared to related schemes, the new…

Numerical Analysis · Mathematics 2020-12-11 Alexander Rieder

Presented in this paper is a new sparse linear solver methodology motivated by multigrid principles and based around general local transformations that diagonalize a matrix while maintaining its sparsity. These transformations are…

Numerical Analysis · Mathematics 2007-05-23 Jonathan E. Moussa

This paper introduces a novel meshfree methodology based on Radial Basis Function-Finite Difference (RBF-FD) approximations for the numerical solution of partial differential equations (PDEs) on surfaces of codimension 1 embedded in…

Numerical Analysis · Mathematics 2024-12-20 Víctor Bayona , Argyrios Petras , Cécile Piret , Steven J. Ruuth