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In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…

Numerical Analysis · Mathematics 2016-07-26 Tao Xiong , Giovanni Russo , Jing-Mei Qiu

Computing solutions to partial differential equations using the fast Fourier transform can lead to unwanted oscillatory behavior. Due to the periodic nature of the discrete Fourier transform, waves that leave the computational domain on one…

Numerical Analysis · Mathematics 2023-01-18 Anne Liu , Thomas Trogdon

A new fast multipole formulation for solving elliptic difference equations on unbounded domains and its parallel implementation are presented. These difference equations can arise directly in the description of physical systems, e.g.…

Computational Physics · Physics 2016-04-08 Sebastian Liska , Tim Colonius

Singular perturbation theory plays a central role in the approximate solution of nonlinear differential equations. However, applying these methods is a subtle art owing to the lack of globally applicable algorithms. Inspired by the fact…

Mathematical Physics · Physics 2025-09-16 Alexander J. Dear , L. Mahadevan

In this work, our aim is to introduce a symmetric fractional-order reduction (SFOR) method to develop numerical algorithms on nonuniform temporal meshes for fractional wave equations under lower regularity assumptions. The $L$-type…

Numerical Analysis · Mathematics 2026-04-08 Dakang Cen , Caixia Ou , Seakweng Vong

This paper introduces filtered finite difference methods for numerically solving a dispersive evolution equation with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled nonlinear Schr\"odinger…

Numerical Analysis · Mathematics 2025-08-20 Yanyan Shi , Christian Lubich

We propose a numerical algorithm for backward stochastic differential equations based on time discretization and trigonometric wavelets. This method combines the effectiveness of Fourier-based methods and the simplicity of a wavelet-based…

Numerical Analysis · Mathematics 2019-03-13 Ki Wai Chau , Cornelis W. Oosterlee

For 1-dimensional applications, Bude's method [Bude et al, Plasma Phys. Control. Fusion, 63 (2021) 035014] has been shown to be capable of accurately solving the all-FLR (Finite Larmor Radius) integro-differential wave equation as a…

Plasma Physics · Physics 2023-10-30 Dirk Van Eester , Ernesto Lerche

Full-waveform inversion (FWI) is an effective method for imaging subsurface properties using sparsely recorded data. It involves solving a wave propagation problem to estimate model parameters that accurately reproduce the data. Recent…

Optimization and Control · Mathematics 2025-05-02 Ali Gholami

An efficient finite-difference time-domain (FDTD) algorithm is built to solve the transverse electric 2D Maxwell's equations with inhomogeneous dielectric media where the electric fields are discontinuous across the dielectric interface.…

Computational Physics · Physics 2023-07-14 Timothy Meagher , Bin Jiang , Peng Jiang

In this paper, we investigate a new extragradient algorithm for solving pseudomonotone equilibrium problems on Hadamard manifolds. The algorithm uses a variable stepsize which is updated at each iteration and based on some previous…

Optimization and Control · Mathematics 2021-07-27 Jingjing Fan , Bing Tan , Songxiao Li

In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…

Numerical Analysis · Computer Science 2012-04-25 Dohy Hong

Refining raw disparity maps from different algorithms to exploit their complementary advantages is still challenging. Uncertainty estimation and complex disparity relationships among pixels limit the accuracy and robustness of existing…

Computer Vision and Pattern Recognition · Computer Science 2019-05-07 Can Pu , Runzi Song , Radim Tylecek , Nanbo Li , Robert B Fisher

In this paper we consider the numerical approximation of the two-phase membrane (obstacle) problem by finite difference method. First, we introduce the notion of viscosity solution for the problem and construct certain discrete nonlinear…

Numerical Analysis · Mathematics 2014-07-04 Avetik Arakelyan , Rafayel Barkhudaryan , Michael Poghosyan

This article provides an effective computational algorithm based on Legendre wavelet (LW) and standard tau approach to approximate the solution of multi-dimensional distributed order time-space fractional weakly singular integro-partial…

Numerical Analysis · Mathematics 2022-06-01 Yashveer Kuma , Somveer Singh , Reshma Singh , Vineet Kumar Singh

We introduce a convergent finite difference method for solving the optimal transportation problem on the sphere. The method applies to both the traditional squared geodesic cost (arising in mesh generation) and a logarithmic cost (arising…

Numerical Analysis · Mathematics 2021-05-11 Brittany Froese Hamfeldt , Axel G. R. Turnquist

We present a new tunably-accurate Laguerre Petrov-Galerkin spectral method for solving linear multi-term fractional initial value problems with derivative orders at most one and constant coefficients on the half line. Our method results in…

Numerical Analysis · Mathematics 2016-07-29 Anna Lischke , Mohsen Zayernouri , George Em Karniadakis

We present an efficient second-order finite difference scheme for solving the 2D sine-Gordon equation, which can inherit the discrete energy conservation for the undamped model theoretically. Due to the semi-implicit treatment for the…

Numerical Analysis · Mathematics 2017-06-28 Xiaorong Kang , Wenqiang Feng , Kelong Cheng , Chunxiang Guo

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

A complete numerical implementation, in both singlet and non-singlet sectors, of a very elegant method to solve the QCD Evolution equations, due to Furmanski and Petronzio, is presented. The algorithm is directly implemented in x-space by a…

High Energy Physics - Phenomenology · Physics 2014-11-17 Claudio Coriano , Cetin Savkli
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