Related papers: Improved Finite Difference Method with a Compact C…
The fractional Feynman-Kac equations describe the distribution of functionals of non-Brownian motion, or anomalous diffusion, including two types called the forward and backward fractional Feynman-Kac equations, where the fractional…
The method of this paper is my original creation. A new method for solving linear differential equations is proposed in this paper. The important conclusion of this paper is that arbitrary order linear ordinary differential equations with…
In this article, we introduce a finite element method designed for the robust computation of approximate signed distance functions to arbitrary boundaries in two and three dimensions. Our method employs a novel prediction-correction…
In this paper, a new type of multi-level correction scheme is proposed for solving eigenvalue problems by finite element method. With this new scheme, the accuracy of eigenpair approximations can be improved after each correction step which…
Consider the Poisson equation with the Dirichlet boundary condition on a three-dimensional polyhedral domain. For singular solutions from the non-smoothness of the domain boundary, we propose new anisotropic tetrahedral mesh refinement…
Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…
This paper contributes to the compactification approach to study mean-field control problems with Poissonian common noise. To overcome the lack of compactness and continuity issues caused by common noise, we exploit the point process…
In this paper, we present a fast and effective method for solving the Poisson-modified total variation model proposed in [9]. The existence and uniqueness of the model are again proved using different method. A semi-implicit difference…
Designing efficient and accurate numerical solvers for high-dimensional partial differential equations (PDEs) remains a challenging and important topic in computational science and engineering, mainly due to the "curse of dimensionality" in…
Let $S_n=I_1+\cdots+I_n$ be a sum of independent indicators $I_i$, with $p_i=\Pr(I_i=1)=1-\Pr(I_i=0)$, $i=1,\ldots,n$. It is well-known that the total variation distance between $S_n$ and $Z_\lambda$, where $Z_\lambda$ has a Poisson…
This article firstly develops a proximal explicit approach for the generalized method of lines. In such a method, the domain of the PDE in question is discretized in lines and the equation solution is written on these lines as functions of…
An adaptive proximal method for a special class of variational inequalities and related problems is proposed. For example, the so-called mixed variational inequalities and composite saddle problems are considered. Some estimates of the…
This paper presents a novel approach for numerical solution of a class of fourth order time fractional partial differential equations (PDE's). The finite difference formulation has been used for temporal discretization, whereas, the space…
In this article, a concept of implicit methods for scalar conservation laws in one or more spatial dimensions allowing also for source terms of various types is presented. This material is a significant extension of previous work of the…
In this paper we present a new H(div)-conforming unfitted finite element method for the mixed Poisson problem which is robust in the cut configuration and preserves conservation properties of body-fitted finite element methods. The key is…
Two long-standing problems with the post-Newtonian approximation for isolated slowly-moving systems in general relativity are: (i) the appearance at high post-Newtonian orders of divergent Poisson integrals, casting a doubt on the soundness…
In this study, we propose a genuine fourth-order compact finite difference scheme for solving biharmonic equations with Dirichlet boundary conditions in both two and three dimensions. In the 2D case, we build upon the high-order compact…
The (modern) arbitrary derivative (ADER) approach is a popular technique for the numerical solution of differential problems based on iteratively solving an implicit discretization of their weak formulation. In this work, focusing on an ODE…
This paper proposes an improved quasi-Newton penalty decomposition algorithm for the minimization of continuously differentiable functions, possibly nonconvex, over sparse symmetric sets. The method solves a sequence of penalty subproblems…
We show that the classical fourth order accurate compact finite difference scheme with high order strong stability preserving time discretizations for convection diffusion problems satisfies a weak monotonicity property, which implies that…