Related papers: Toward a Consistent Framework for High Order Mesh …
The compact fourth-order finite-difference scheme for solving the 1d wave equation is studied. New error bounds of the fractional order $\mathcal{O}(h^{4(\lambda-1)/5})$ are proved in the mesh energy norm in terms of data, for two initial…
In this paper we propose the first better than second order accurate method in space and time for the numerical solution of the resistive relativistic magnetohydrodynamics (RRMHD) equations on unstructured meshes in multiple space…
This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…
We investigate the second order asymptotics (source dispersion) of the successive refinement problem. Similarly to the classical definition of a successively refinable source, we say that a source is strongly successively refinable if…
Quantization techniques have been applied in many challenging finance applications, including pricing claims with path dependence and early exercise features, stochastic optimal control, filtering problems and efficient calibration of large…
We propose a general algorithm for non-conforming adaptive mesh refinement (AMR) of unstructured meshes in high-order finite element codes. Our focus is on h-refinement with a fixed polynomial order. The algorithm handles triangular,…
Convergence failure and slow convergence rate are among the biggest challenges with solving the system of non-linear equations numerically. While using strictly small time steps sizes and unconditionally stable fully implicit scheme…
In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform…
Three algebraically stabilized finite element schemes for discretizing convection-diffusion-reaction equations are studied on adaptively refined grids. These schemes are the algebraic flux correction (AFC) scheme with Kuzmin limiter, the…
An adaptive mesh refinement and error estimation method for numerically solving optimal control problems is developed using Legendre-Gauss-Radau direct collocation. In regions of the solution where the desired accuracy tolerance has not…
We develop a fourth order accurate finite difference method for the three dimensional elastic wave equation in isotropic media with the piecewise smooth material property. In our model, the material property can be discontinuous at curved…
Mesh refinement in pseudospectral (PS) optimal control is embarrassingly easy --- simply increase the order $N$ of the Lagrange interpolating polynomial and the mathematics of convergence automates the distribution of the grid points.…
We establish rigorous \emph{a posteriori} error bounds for a space-time finite element method of arbitrary order discretising linear wave problems in second order formulation. The method combines standard finite elements in space and…
We present a novel parametric finite element approach for simulating the surface diffusion of curves and surfaces. Our core strategy incorporates a predictor-corrector time-stepping method, which enhances the classical first-order temporal…
In this paper we describe in detail the computational algorithm used by our parallel multigrid elliptic equation solver with adaptive mesh refinement. Our code uses truncation error estimates to adaptively refine the grid as part of the…
This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. The proposed methods are based on a specific subset of explicit one-step…
We develop a method for optimization in shape spaces, i.e., sets of surfaces modulo re-parametrization. Unlike previously proposed gradient flows, we achieve superlinear convergence rates through a subtle approximation of the shape Hessian,…
This work is focused on the extension and assessment of the monotonicity-preserving scheme in [3] and the local bounds preserving scheme in [5] to hierarchical octree adaptive mesh refinement (AMR). Whereas the former can readily be used on…
We study gradient-based optimization methods obtained by directly discretizing a second-order ordinary differential equation (ODE) related to the continuous limit of Nesterov's accelerated gradient method. When the function is smooth…
We consider a simple initial-boundary-value problem for the shallow water equations in one space dimension. We discretize the problem in space by the standard Galerkin finite element method on a quasiuniform mesh and in time by the…