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In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…

Numerical Analysis · Mathematics 2020-10-06 Long Teng , Weidong Zhao

Pseudospectral numerical schemes for solving the Dirac equation in general static curved space are derived using a pseudodifferential representation of the Dirac equation along with a simple Fourier-basis technique. Owing to the presence of…

Numerical Analysis · Mathematics 2020-04-22 Xavier Antoine , François Fillion-Gourdeau , Emmanuel Lorin , Steve McLean

In this work, we study of the algebraic-hyperbolic formulation of the Einstein constraint equations for numerically constructing initial data sets for inhomogeneous cosmological space-times with $\mathbb{T}^3$ topology. We implement a…

General Relativity and Quantum Cosmology · Physics 2026-04-16 Alejandro Estrada-Llesta , Cristhian Martinez-Duarte , Leon Escobar-Diaz

The companion paper "Higher-order in time quasi-unconditionally stable ADI solvers for the compressible Navier-Stokes equations in 2D and 3D curvilinear domains", which is referred to as Part I in what follows, introduces ADI (Alternating…

Computational Physics · Physics 2018-01-11 Oscar Bruno , Max Cubillos

In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…

Numerical Analysis · Mathematics 2024-12-20 Raimondas Ciegis , Petr Vabishchevich

In this paper we present a convergence analysis for the Nystrom method proposed in [Jour. Comput. Phys. 169 pp. 2921-2934, 2001] for the solution of the combined boundary integral equation formulations of sound-soft acoustic scattering…

Numerical Analysis · Mathematics 2012-10-12 Oscar P. Bruno , Victor Dominguez , Francisco-Javier Sayas

High-order Discontinuous Galerkin (DG) methods offer excellent accuracy for turbulent flow simulations, especially when implemented on GPU-oriented architectures that favor very high polynomial orders. On modern GPUs, high-order polynomial…

In this paper, we develop new high-order numerical methods for hyperbolic systems of nonlinear partial differential equations (PDEs) with uncertainties. The new approach is realized in the semi-discrete finite-volume framework and is based…

Integral-equation-based fast direct solvers for electromagnetic scattering can substantially reduce computational costs, especially in the presence of multiple excitations. We recently proposed a new high-frequency fast direct solver…

Numerical Analysis · Mathematics 2026-03-05 V. Giunzioni , C. Henry , A. Merlini , F. P. Andriulli

A high-order numerical method is developed for solving the Cahn-Hilliard-Navier-Stokes equations with the Flory-Huggins potential. The scheme is based on the $Q_k$ finite element with mass lumping on rectangular grids, the second-order…

Numerical Analysis · Mathematics 2024-07-24 Yali Gao , Daozhi Han , Sayantan Sarkar

This paper presents a class of novel high-order fully-discrete entropy stable (ES) discontinuous Galerkin (DG) schemes with explicit time discretization. The proposed methodology exploits a critical observation from [4] that the cell…

Numerical Analysis · Mathematics 2026-03-31 Yuchang Liu , Wei Guo , Yan Jiang , Zheng Sun

Equilibrium or stationary solutions usually proceed through the exact balance between hyperbolic transport terms and source terms. Such equilibrium solutions are affected by truncation errors that prevent any classical numerical scheme from…

Numerical Analysis · Mathematics 2018-08-22 Maria Han Veiga , David A. Romero Velasco , Rémi Abgrall , Romain Teyssier

We study the stability of one-dimensional linear lattice Boltzmann schemes for scalar hyperbolic equations with respect to boundary data. Our approach is based on the original raw algorithm on several unknowns, thereby avoiding the need for…

Numerical Analysis · Mathematics 2025-10-29 Thomas Bellotti

The present work concerns the derivation of a numerical scheme to approximate weak solutions of the Euler equations with a gravitational source term. The designed scheme is proved to be fully well-balanced since it is able to exactly…

Numerical Analysis · Mathematics 2025-10-23 Christophe Berthon , Victor Michel-Dansac , Andrea Thomann

Stochastic spectral methods are efficient techniques for uncertainty quantification. Recently they have shown excellent performance in the statistical analysis of integrated circuits. In stochastic spectral methods, one needs to determine a…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Tarek A. El-Moselhy , Ibrahim , M. Elfadel , Luca Daniel

Many computer vision problems can be formulated as binary quadratic programs (BQPs). Two classic relaxation methods are widely used for solving BQPs, namely, spectral methods and semidefinite programming (SDP), each with their own…

Computer Vision and Pattern Recognition · Computer Science 2016-11-18 Peng Wang , Chunhua Shen , Anton van den Hengel

In this paper, a class of high order numerical schemes is proposed for solving Hamilton-Jacobi (H-J) equations. This work is regarded as an extension of our previous work for nonlinear degenerate parabolic equations, see Christlieb et al.…

Numerical Analysis · Mathematics 2019-01-30 Andrew Christlieb , Wei Guo , Yan Jiang

In this paper, we propose a horizontal type method of lines numerical scheme for the unsteady Euler-Bernoulli beam equation. The problem is initially reformulated as a first order system of initial value problems and a suitable one-step…

Numerical Analysis · Mathematics 2025-06-05 Onur Baysal , Maria Aquilina

Two local discontinuous Galerkin (LDG) methods using some non-standard numerical fluxes are developed for the Helmholtz equation with the first order absorbing boundary condition in the high frequency regime. It is shown that the proposed…

Numerical Analysis · Mathematics 2010-10-25 Xiaobing Feng , Yulong Xing

We propose two new alternative numerical schemes to solve the coupled Einstein-Euler equations in the Generalized Harmonic formulation. The first one is a finite difference (FD) Central Weighted Essentially Non-Oscillatory (CWENO) scheme on…

Numerical Analysis · Mathematics 2026-05-12 Stefano Muzzolon , Michael Dumbser , Olindo Zanotti , Elena Gaburro
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