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Related papers: A Splitting-free Vorticity Redistribution Method

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We propose a practical finite volume method on cut cells using state redistribution. Our algorithm is provably monotone, total variation diminishing, and GKS stable in many situations, and shuts off continuously as the cut cell size…

Numerical Analysis · Mathematics 2024-04-03 Marsha Berger , Andrew Giuliani

This paper is dedicated to the construction of high-order (in both space and time) finite-difference schemes for both forward and backward PDEs and PIDEs, such that option prices obtained by solving both the forward and backward equations…

Computational Finance · Quantitative Finance 2014-03-10 Andrey Itkin

For solving two-dimensional incompressible flow in the vorticity form by the fourth-order compact finite difference scheme and explicit strong stability preserving (SSP) temporal discretizations, we show that the simple bound-preserving…

Numerical Analysis · Mathematics 2023-10-26 Hao Li , Xiangxiong Zhang

We present a multi-scale lattice Boltzmann scheme, which adaptively refines particles' velocity space. Different velocity sets, i.e., higher- and lower-order lattices, are consistently and efficiently coupled, allowing us to use the…

Fluid Dynamics · Physics 2021-06-16 N. G. Kallikounis , B. Dorschner , I. V. Karlin

Splitting methods are widely used for solving initial value problems (IVPs) due to their ability to simplify complicated evolutions into more manageable subproblems which can be solved efficiently and accurately. Traditionally, these…

Numerical Analysis · Mathematics 2024-11-15 L. M. Kreusser , H. E. Lockyer , E. H. Müller , P. Singh

We present a higher order stabilization-free virtual element method applied to plane elasticity problems. We utilize a serendipity approach to reduce the total number of degrees of freedom from the corresponding high-order approximations.…

Numerical Analysis · Mathematics 2022-12-21 Alvin Chen , N. Sukumar

We derive an analytic expression for the distribution of velocities of multiple interacting active particles which we test by numerical simulations. In clear contrast with equilibrium we find that the velocities are coupled to positions.…

In this paper, we suggest a novel sampling method for Monte Carlo molecular simulations. In order to perform efficient sampling of molecular systems, it is advantageous to avoid extremely high energy configurations while also retaining the…

Computational Physics · Physics 2019-07-18 Katsuhiro Endo , Daisuke Yuhara , Kenji Yasuoka

In this paper, given a random uniform distribution of sensor nodes on a 2-D plane, a fast self-organized distributed algorithm is proposed to find the maximum number of partitions of the nodes such that each partition is connected and…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-06-12 Dibakar Saha , Nabanita Das

In this paper, we develop a high order residual distribution (RD) method for solving steady state conservation laws in a novel Hermite weighted essentially non-oscillatory (HWENO) framework recently developed in [24]. In particular, we…

Numerical Analysis · Mathematics 2022-03-14 Jianfang Lin , Yupeng Ren , Rémi Abgrall , Jianxian Qiu

In this paper we develop a new technique, called \textit{state redistribution}, that allows the use of explicit time stepping when approximating solutions to hyperbolic conservation laws on embedded boundary grids. State redistribution is a…

Numerical Analysis · Mathematics 2021-02-03 Marsha Berger , Andrew Giuliani

We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…

Numerical Analysis · Mathematics 2019-11-12 Pouria Behnoudfar , Quanling Deng , Victor M. Calo

We present a detailed analysis and implementation of a splitting strategy to identify simultaneously the local-volatility surface and the jump-size distribution from quoted European prices. The underlying model consists of a jump-diffusion…

Computational Finance · Quantitative Finance 2018-11-07 Vinicius Albani , Jorge Zubelli

For time-dependent problems with high-contrast multiscale coefficients, the time step size for explicit methods is affected by the magnitude of the coefficient parameter. With a suitable construction of multiscale space, one can achieve a…

Numerical Analysis · Mathematics 2022-04-01 Wing Tat Leung , Yating Wang

We compute the joint distribution of relative velocities and separations of identical inertial particles suspended in randomly mixing and turbulent flows. Our results are obtained by matching asymptotic forms of the distribution. The method…

Fluid Dynamics · Physics 2014-02-24 K. Gustavsson , B. Mehlig

In contrast with the diffusion equation which smoothens the initial data to $C^\infty$ for $t>0$ (away from the corners/edges of the domain), the subdiffusion equation only exhibits limited spatial regularity. As a result, one generally…

Numerical Analysis · Mathematics 2023-07-17 Buyang Li , Zongze Yang , Zhi Zhou

In this paper, we address a way to reduce the total computational cost of meshless approximation by reducing the required stencil size through spatially varying computational node regularity. Rather than covering the entire domain with…

Numerical Analysis · Mathematics 2025-02-19 Miha Rot , Mitja Jančič , Gregor Kosec

Efficient particle sorting in microfluidic systems is vital for advancements in biomedical diagnostics and industrial applications. This study numerically investigates particle migration and passive sorting in symmetric serpentine…

Fluid Dynamics · Physics 2025-09-16 Sayan Karmakar , Anish Pal , Sourav Sarkar , Achintya Mukhopadhyay

In this paper we consider various splitting schemes for unsteady problems containing the grad-div operator. The fully implicit discretization of such problems would yield at each time step a linear problem that couples all components of the…

Numerical Analysis · Computer Science 2016-11-18 Peter Minev , Petr N. Vabishchevich

In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…

Numerical Analysis · Mathematics 2020-08-20 Yalchin Efendiev , Petr N. Vabishchevich