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Efficient and accurate numerical simulation of seismic wave propagation is important in various Geophysical applications such as seismic full waveform inversion (FWI) problem. However, due to the large size of the physical domain and…
This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The…
Second order accurate Cartesian grid methods have been well developed for interface problems in the literature. However, it is challenging to develop third or higher order accurate methods for problems with curved interfaces and internal…
Automatic algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. This paper describes an automatic, adaptive algorithm for approximating the solution to a…
We present four quantum algorithms for solving a multidimensional drift-diffusion equation. They rely on a quantum linear system solver, a quantum Hamiltonian simulation, a quantum random walk, and the quantum Fourier transform. We compare…
We propose a new deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and forward-backward stochastic differential equations with jumps (FBSDEJs). This novel algorithm can be viewed as an…
Finite difference schemes for the simulation of elastic waves in materi- als with jump discontinuities are presented. The key feature is the highly accurate treatment of interfaces where media discontinuities arise. The schemes are…
We propose a high-precision numerical quadrature framework based on local Fourier extension (LFE) approximations. The method constructs, on each subinterval, a truncated-SVD stabilized local Fourier continuation of the integrand on an…
In many time-harmonic electromagnetic wave problems, the considered geometry exhibits an axial symmetry. In this case, by exploiting a Fourier expansion along the azimuthal direction, fully three-dimensional (3D) calculations can be carried…
A new integration scheme, combining the stability and the precision of usual pseudo-spectral codes with the locality of finite differences methods, is introduced. It turns out to be particularly suitable for the study of front and…
In this paper, we propose a method, that is based on equivariant moving frames, for development of high order accurate invariant compact finite difference schemes that preserve Lie symmetries of underlying partial differential equations. In…
In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…
In wave propagation problems, finite difference methods implemented on staggered grids are commonly used to avoid checkerboard patterns and to improve accuracy in the approximation of short-wavelength components of the solutions. In this…
Calculations of the Fourier transform of a constant quantity over an area or volume defined by polygons (connected vertices) are often useful in modeling wave scattering, or in fourier-space filtering of real-space vector-based volumes and…
We introduce a fast algorithm for computing sparse Fourier transforms supported on smooth curves or surfaces. This problem appear naturally in several important problems in wave scattering and reflection seismology. The main observation is…
This paper presents an operational framework for the computation of the discretized solutions for relativistic equations of Klein-Gordon and Dirac type. The proposed method relies on the construction of an evolution-type operador from the…
The paper describes two iterative algorithms for solving general systems of M simultaneous linear algebraic equations (SLAE) with real matrices of coefficients. The system can be determined, underdetermined, and overdetermined. Linearly…
An inverse problem in spectroscopy is considered. The objective is to restore the discrete spectrum from observed spectrum data, taking into account the spectrometer's line spread function. The problem is reduced to solution of a system of…
Solving the three-dimensional (3D) Bratu equation is highly challenging due to the presence of multiple and sharp solutions. Research on this equation began in the late 1990s, but there are no satisfactory results to date. To address this…
We propose, analyze mathematically, and study numerically a novel approach for the finite element approximation of the spectrum of second-order elliptic operators. The main idea is to reduce the stiffness of the problem by subtracting a…