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Exponential Runge-Kutta methods are a well-established tool for the numerical integration of parabolic evolution equations. However, these schemes are typically developed under the assumption of homogeneous boundary conditions. In this…
The algorithm AMGKQ for adaptive multivariate Gauss-Kronrod quadrature over hyper-rectangular regions of arbitrary dimensionality is proposed and implemented in Octave/MATLAB. It can approximate numerically any number of integrals over a…
The regularity of solutions to the stochastic nonlinear wave equation plays a critical role in the accuracy and efficiency of numerical algorithms. Rough or discontinuous initial conditions pose significant challenges, often leading to a…
The objective of this article is to introduce a novel technique for computing numerical solutions to the nonlinear inverse heat conduction problem. This involves solving nonlinear parabolic equations with Cauchy data provided on one side…
Implicit time-stepping for advection is applied locally in space and time where Courant numbers are large, but standard explicit time-stepping is used for the remaining solution which is typically the majority. This adaptively implicit…
We present a dissipative algorithm for solving nonlinear wave-like equations when the initial data is specified on characteristic surfaces. The dissipative properties built in this algorithm make it particularly useful when studying the…
The nonlinear gyrokinetic equations describe plasma turbulence in laboratory and astrophysical plasmas. To solve these equations, massively parallel codes have been developed and run on present-day supercomputers. This paper describes…
In this work we consider Runge-Kutta discontinuous Galerkin methods (RKDG) for the solution of hyperbolic equations enabling high order discretization in space and time. We aim at an efficient implementation of DG for Euler equations on…
We develop a rapid and accurate contour method for the solution of time-fractional PDEs. The method inverts the Laplace transform via an optimised stable quadrature rule, suitable for infinite-dimensional operators, whose error decreases…
In this paper, we consider the problem of accelerating the numerical simulation of time dependent problems by time domain decomposition. The available algorithms enabling such decompositions present severe efficiency limitations and are an…
In this paper, we present and analyze an energy-conserving and linearly implicit scheme for solving the nonlinear wave equations. Optimal error estimates in time and superconvergent error estimates in space are established without time-step…
We present a fully adaptive multiresolution scheme for spatially one-dimensional quasilinear strongly degenerate parabolic equations with zero-flux and periodic boundary conditions. The numerical scheme is based on a finite volume…
An incremental approach for computation of convex hull for data points in two-dimensions is presented. The algorithm is not output-sensitive and costs a time that is linear in the size of data points at input. Graham's scan is applied only…
In this paper, we propose a new trigonometric interpolation algorithm and establish relevant convergent properties. The method adjusts an existing trigonometric interpolation algorithm such that it can better leverage Fast Fourier Transform…
We present a novel and general methodology for building second-order finite volume implicit-explicit Runge-Kutta numerical schemes for solving two-dimensional financial parabolic PDEs with mixed derivatives. The methods achieve second-order…
This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…
We present a methodology for simulating three-dimensional flow of incompressible viscoplastic fluids modelled by generalised Newtonian rheological equations. It is implemented in a highly efficient framework for massively parallelisable…
We prove integrated local energy decay for the damped wave equation on stationary, asymptotically flat space-times in (1 + 3) dimensions. Local energy decay constitutes a powerful tool in the study of dispersive partial differential…
We present a quantum algorithmic framework for simulating linear, anti-Hermitian (lossless) wave equations in heterogeneous, anisotropic, and time-independent media. This framework encompasses a broad class of wave equations, including the…
Next-generation exascale machines with extreme levels of parallelism will provide massive computing resources for large scale numerical simulations of complex physical systems at unprecedented parameter ranges. However, novel numerical…