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Partial differential equations (PDEs) with spatially-varying coefficients arise throughout science and engineering, modeling rich heterogeneous material behavior. Yet conventional PDE solvers struggle with the immense complexity found in…

Graphics · Computer Science 2022-02-01 Rohan Sawhney , Dario Seyb , Wojciech Jarosz , Keenan Crane

Finite difference/element/volume methods of discretising PDEs impose a subgrid scale interpolation on the dynamics. In contrast, the holistic discretisation approach developed herein constructs a natural subgrid scale field adapted to the…

Numerical Analysis · Mathematics 2016-02-04 G. A. Jarrad , A. J. Roberts

We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…

Numerical Analysis · Mathematics 2025-05-20 Daan Bon , Benjamin Caris , Olga Mula

In this paper we introduce a new, simple and efficient numerical scheme for the implementation of the freezing method for capturing similarity solutions in partial differential equations. The scheme is based on an IMEX-Runge-Kutta approach…

Numerical Analysis · Mathematics 2016-12-14 Jens Rottmann-Matthes

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

The problem of consistency of smoothed particle hydrodynamics (SPH) has demanded considerable attention in the past few years due to the ever increasing number of applications of the method in many areas of science and engineering. A loss…

Numerical Analysis · Mathematics 2016-05-18 Leonardo Di G. Sigalotti , Jaime Klapp , Otto Rendón , Carlos A. Vargas , Franklin Peña-Polo

We are interested in the kernel of one-dimensional diffusion equations with continuous coefficients as evaluated by means of explicit discretization schemes of uniform step $h>0$ in the limit as $h\to0$. We consider both semidiscrete…

Numerical Analysis · Mathematics 2007-11-02 Claudio Albanese

Partial differential equations (PDEs) are crucial for modeling various physical phenomena such as heat transfer, fluid flow, and electromagnetic waves. In computer-aided engineering (CAE), the ability to handle fine resolutions and large…

Quantum Physics · Physics 2025-01-31 Yuki Sato , Hiroyuki Tezuka , Ruho Kondo , Naoki Yamamoto

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…

Numerical Analysis · Mathematics 2020-01-01 Antoine Tambue , Jean Daniel Mukam

We study a class of partial differential equations (PDEs) in the family of the so-called Euler-Poincar\'e differential systems, with the aim of developing a foundation for numerical algorithms of their solutions. This requires particular…

Numerical Analysis · Mathematics 2015-07-14 Roberto Camassa , Dongyang Kuang , Long Lee

The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…

Statistics Theory · Mathematics 2024-07-26 Randolf Altmeyer , Anton Tiepner , Martin Wahl

In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a…

Numerical Analysis · Mathematics 2020-12-30 Kaipeng Wang , Andrew Christlieb , Yan Jiang , Mengping Zhang

In this article, we propose a Milstein finite difference scheme for a stochastic partial differential equation (SPDE) describing a large particle system. We show, by means of Fourier analysis, that the discretisation on an unbounded domain…

Numerical Analysis · Mathematics 2012-04-09 Michael B. Giles , Christoph Reisinger

We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…

Numerical Analysis · Mathematics 2020-12-23 Ľubomír Baňas , Benjamin Gess , Christian Vieth

In the present work, we investigate the computational efficiency afforded by higher-order finite-element discretization of the saddle-point formulation of orbital-free density functional theory. We first investigate the robustness of viable…

Computational Physics · Physics 2015-05-30 Phani Motamarri , Mrinal Iyer , Jaroslaw Knap , Vikram Gavini

This paper discusses the similarity of meshless discretizations of Peridynamics and Smooth-Particle-Hydrodynamics (SPH), if Peridynamics is applied to classical material models based on the deformation gradient. We show that the discretized…

Computational Physics · Physics 2014-10-27 Georg C. Ganzenmüller , Stefan Hiermaier , Michael May

The present work introduces and investigates an explicit time discretization scheme, called the projected Euler method,to numerically approximate random periodic solutions of semi-linear SDEs under non-globally Lipschitz conditions. The…

Numerical Analysis · Mathematics 2024-11-26 Yujia Guo , Xiaojie Wang , Yue Wu

This monograph develops a unified, application-driven framework for kernel methods grounded in reproducing kernel Hilbert spaces (RKHS) and optimal transport (OT). Part I lays the theoretical and numerical foundations on positive-definite…

Numerical Analysis · Mathematics 2025-10-07 Philippe G. LeFloch , Jean-Marc Mercier , Shohruh Miryusupov

This paper presents an analysis of properties of two hybrid discretization methods for Gaussian derivatives, based on convolutions with either the normalized sampled Gaussian kernel or the integrated Gaussian kernel followed by central…

Numerical Analysis · Mathematics 2025-01-31 Tony Lindeberg

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu
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