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The Successive Over-Relaxation (SOR) method is a useful method for solving the sparse system of linear equations which arises from finite-difference discretization of the Poisson equation. Knowing the optimal value of the relaxation…
In this work, we present an upscaled model for mixed dimensional coupled flow problem in fractured porous media. We consider both embedded and discrete fracture models (EFM and DFM) as fine scale models which contain coupled system of…
The Fast Multipole Method (FMM) for the Poisson equation is extended to the case of non-axisymmetric problems in an axisymmetric domain, described by cylindrical coordinates. The method is based on a Fourier decomposition of the source into…
This paper is concerned with developing an efficient numerical algorithm for fast implementation of the sparse grid method for computing the $d$-dimensional integral of a given function. The new algorithm, called the MDI-SG ({\em multilevel…
We present and compare third- as well as fifth-order accurate finite difference schemes for the numerical solution of the compressible ideal MHD equations in multiple spatial dimensions. The selected methods lean on four different…
In this research work, we propose a high-order time adapted scheme for pricing a coupled system of fixed-free boundary constant elasticity of variance (CEV) model on both equidistant and locally refined space-grid. The performance of our…
In this paper we consider the lowest edge-based mimetic finite difference (MFD) discretization in space for Maxwell's equations in cold plasma on rectangular meshes. The method uses a generalized form of mass lumping that, on one hand,…
Propagation characteristics of a wave are defined by the dispersion relationship, from which the governing partial differential equation (PDE) can be recovered. PDEs are commonly solved numerically using the finite-difference (FD) method,…
In the present work, we study how to develop an efficient solver for the fast resolution of large and sparse linear systems that occur while discretizing elliptic partial differential equations using isogeometric analysis. Our new approach…
A finite difference algorithm based on the integral Laguerre transform in time for solving a three-dimensional one-way wave equation is proposed. This allows achieving high accuracy of calculation results. In contrast to the Fourier method,…
This work proposes a scheme for significantly reducing the computational complexity of discretized problems involving the non-smooth forward propagation of uncertainty by combining the adaptive hierarchical sparse grid stochastic…
A new and efficient neural-network and finite-difference hybrid method is developed for solving Poisson equation in a regular domain with jump discontinuities on embedded irregular interfaces. Since the solution has low regularity across…
In this work, an exponential Discontinuous Galerkin (DG) method is proposed to solve numerically Vlasov type equations. The DG method is used for space discretization which is combined exponential Lawson Runge-Kutta method for time…
The Fast Multipole Method (FMM) provides a highly efficient computational tool for solving constant coefficient partial differential equations (e.g. the Poisson equation) on infinite domains. The solution to such an equation is given as the…
Parameterized quantum circuits (PQCs) are ubiquitous in the design of hybrid quantum-classical algorithms. In this work, we propose an interpolation-based coordinate descent (ICD) method to address the parameter optimization problem in…
Vector extrapolation methods are widely used in large-scale simulation studies, and numerous extrapolation-based acceleration techniques have been developed to enhance the convergence of linear and nonlinear fixed-point iterative methods.…
We propose a novel finite-difference time-domain (FDTD) scheme for the solution of the Maxwell's equations in which linear dispersive effects are present. The method uses high-order accurate approximations in space and time for the…
As part of our development of a computer code to perform 3D `constrained evolution' of Einstein's equations in 3+1 form, we discuss issues regarding the efficient solution of elliptic equations on domains containing holes (i.e., excised…
Canonical polyadic decomposition (CPD) is at the core of fast matrix multiplication, a computational problem with widespread implications across several seemingly unrelated problems in computer science. Much recent progress in this field…
We propose a new arbitrary high order accurate semi-implicit space-time discontinuous Galerkin (DG) method for the solution of the two and three dimensional compressible Euler and Navier-Stokes equations on staggered unstructured curved…