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We propose a deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and high-dimensional forward-backward stochastic differential equations with jumps (FBSDEJs), where the jump-diffusion…

Numerical Analysis · Mathematics 2023-01-31 Wansheng Wang , Jie Wang , Jinping Li , Feifei Gao , Yi Fu

Pressure Poisson equation (PPE) reformulations of the incompressible Navier-Stokes equations (NSE) replace the incompressibility constraint by a Poisson equation for the pressure and a suitable choice of boundary conditions. This yields a…

Numerical Analysis · Mathematics 2023-08-16 Rodolfo Ruben Rosales , Benjamin Seibold , David Shirokoff , Dong Zhou

Spectral methods for solving partial differential equations (PDEs) and stochastic partial differential equations (SPDEs) often use Fourier or polynomial spectral expansions on either uniform and non-uniform grids. However, while very widely…

Numerical Analysis · Mathematics 2025-07-30 Channa Hatharasinghe , Run Yan Teh , Jesse van Rhijn , Peter D. Drummond , Margaret D. Reid

In theory, diffusion curves promise complex color gradations for infinite-resolution vector graphics. In practice, existing realizations suffer from poor scaling, discretization artifacts, or insufficient support for rich boundary…

Numerical Analysis · Mathematics 2023-11-27 Seungbae Bang , Kirill Serkh , Oded Stein , Alec Jacobson

Accurately, efficiently, and stably computing complex fluid flows and their evolution near solid boundaries over long horizons remains challenging. Conventional numerical solvers require fine grids and small time steps to resolve near-wall…

Machine Learning · Computer Science 2026-03-18 Chenglin Li , Hang Xu , Jianting Chen , Yanfei Zhang

This paper presents an immersed boundary (IB) method for fluid--structure--acoustics interactions involving large deformations and complex geometries. In this method, the fluid dynamics is solved by a finite difference method where the…

Fluid Dynamics · Physics 2020-05-20 Li Wang , Fang-Bao Tian , Joseph C. S. Lai

A scheme for rapidly and accurately computing solutions to boundary integral equations (BIEs) on rotationally symmetric surfaces in three dimensions is presented. The scheme uses the Fourier transform to reduce the original BIE defined on a…

Numerical Analysis · Mathematics 2010-02-11 Patrick M. Young , Per-Gunnar Martinsson

This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…

Analysis of PDEs · Mathematics 2024-10-31 Rômulo Damasclin Chaves dos Santos , Jorge Henrique de Oliveira Sales

It is well known that the number of particles should be scaled up to enable industrial scale simulation. The calculations are more computationally intensive when the motion of the surrounding fluid is considered. Besides the advances in…

Computational Physics · Physics 2014-07-28 Hao Zhang , F. Xavier Trias , Assensi Oliva , Dongmin Yang , Yuanqiang Tan , Shi Shu , Yong Sheng

Surface integral equation (SIE) methods are of great interest for the numerical solution of Maxwell's equations in the presence of homogeneous objects. However, existing SIE algorithms have limitations, either in terms of scalability,…

Computational Physics · Physics 2021-06-14 Shashwat Sharma , Piero Triverio

In recent work, Li et al.\ (Comm.\ Math.\ Sci., 7:81-107, 2009) developed a diffuse-domain method (DDM) for solving partial differential equations in complex, dynamic geometries with Dirichlet, Neumann, and Robin boundary conditions. The…

Numerical Analysis · Mathematics 2015-05-18 Karl Yngve Lervåg , John Lowengrub

We formulate the immersed-boundary method (IBM) as an inverse problem. A control variable is introduced on the boundary of a larger domain that encompasses the target domain. The optimal control is the one that minimizes the mismatch…

Optimization and Control · Mathematics 2019-09-04 Jianfeng Yan , Jason Edward Hicken

This article presents an immersed finite element (IFE) method for solving the typical three-dimensional second order elliptic interface problem with an interface-independent Cartesian mesh. The local IFE space on each interface element…

Numerical Analysis · Mathematics 2019-05-30 Ruchi Guo , Tao Lin

The immersed boundary method (IB) is an elegant way to fully couple the motion of a fluid and deformations of an immersed elastic structure. In that vein, the IB2d software allows for expedited explorations of fluid-structure interaction…

Fluid Dynamics · Physics 2018-09-19 Nicholas Battista , Christopher Strickland , Aaron Barrett , Laura Miller

In our recent work [H. Zhang, F.X. Trias, A. Oliva, D. Yang, Y. Tan, Y. Sheng. PIBM: Particulate immersed boundary method for fluid-particle interaction problems. Powder Technology. 272(2015), 1-13.], a particulate immersed boundary method…

Computational Physics · Physics 2015-02-05 Hao Zhang , Haizhuan Yuan , F. Xavier Trias , Aibing Yu , Yuanqiang Tan , Assensi Oliva

The implicit boundary integral method (IBIM) provides a framework to construct quadrature rules on regular lattices for integrals over irregular domain boundaries. This work provides a systematic error analysis for IBIMs on uniform…

Numerical Analysis · Mathematics 2023-12-14 Yimin Zhong , Kui Ren , Olof Runborg , Richard Tsai

We propose an implementation of the Smooth Selection Embedding Method (SSEM) in the setting of Chebyshev polynomials. The SSEM is a hybrid fictitious domain / collocation method which solves boundary value problems in complex domains by…

Numerical Analysis · Mathematics 2019-02-12 Daniel Agress , Patrick Guidotti , Dong Yan

We extend the recently introduced divergence-conforming immersed boundary (DCIB) method [1] to fluid-structure interaction (FSI) problems involving closed co-dimension one solids. We focus on capsules and vesicles, whose discretization is…

This article presents new immersed finite element (IFE) methods for solving the popular second order elliptic interface problems on structured Cartesian meshes even if the involved interfaces have nontrivial geometries. These IFE methods…

Numerical Analysis · Mathematics 2018-10-29 Tao Lin , Yanping Lin , Xu Zhang

We present a new fixed mesh algorithm for solving a class of interface inverse problems for the typical elliptic interface problems. These interface inverse problems are formulated as shape optimization prob- lems whose objective…

Numerical Analysis · Mathematics 2018-10-18 Ruchi Guo , Tao Lin , Yanping Lin
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