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We present a simple and efficient variational finite difference method for simulating time-dependent Stokes flow in the presence of irregular free surfaces and moving solid boundaries. The method uses an embedded boundary approach on…
We present a fast algorithm for evaluating the (non-smooth) solution of the free-space two-dimensional (2D) scalar wave equation with many point sources, each with a high-frequency band-limited time signature. Such an algorithm is key to an…
In this paper, the stabilized finite element approximation of the Stokes eigenvalue problems is considered for both the two-field (displacement-pressure) and the three-field (stress-displacement-pressure) formulations. The method presented…
Fourier transform methods are used to analyze functions and data sets to provide frequencies, amplitudes, and phases of underlying oscillatory components. Fast Fourier transform (FFT) methods offer speed advantages over evaluation of…
We introduce a numerical method for the solution of the time-dependent Schrodinger equation with a smooth potential, based on its reformulation as a Volterra integral equation. We present versions of the method both for periodic boundary…
Fast, high-order accurate algorithms for electromagnetic scattering from axisymmetric objects are of great importance when modeling physical phenomena in optics, materials science (e.g. meta-materials), and many other fields of applied…
We present a spectrally accurate fast algorithm for evaluating the solution to the scalar wave equation in free space driven by a large collection of point sources in a bounded domain. With $M$ sources temporally discretized by $N_t$ time…
We investigate integral formulations and fast algorithms for the steady-state radiative transfer equation with isotropic and anisotropic scattering. When the scattering term is a smooth convolution on the unit sphere, a model reduction step…
We investigate several robust preconditioners for solving the saddle-point linear systems that arise from spatial discretization of unsteady and steady variable-coefficient Stokes equations on a uniform staggered grid. Building on the…
Numeric modeling of electromagnetics and acoustics frequently entails matrix-vector multiplication with block Toeplitz structure. When the corresponding block Toeplitz matrix is not highly sparse, e.g. when considering the electromagnetic…
We present and analyze a new embedded--hybridized discontinuous Galerkin finite element method for the Stokes problem. The method has the attractive properties of full hybridized methods, namely an $H({\rm div})$-conforming velocity field,…
The present paper proposes an inf-sup stable divergence free virtual element method and associated a priori, and a posteriori error analysis to approximate the eigenvalues and eigenfunctions of the Stokes spectral problem in one shot. For…
This is the second part in a series of papers on multi-step schemes for solving coupled forward backward stochastic differential equations (FBSDEs). We extend the basic idea in our former paper [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci.…
We introduce a new class of multilevel, adaptive, dual-space methods for computing fast convolutional transforms. These methods can be applied to a broad class of kernels, from the Green's functions for classical partial differential…
In this paper, we present a novel local and parallel two-grid finite element scheme for solving the Stokes equations, and rigorously establish its a priori error estimates. The scheme admits simultaneously small scales of subproblems and…
Stencil computations are widely used to simulate the change of state of physical systems across a multidimensional grid over multiple timesteps. The state-of-the-art techniques in this area fall into three groups: cache-aware tiled looping…
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.…
In the present paper we describe a simple black box algorithm for efficiently and accurately solving scattering problems related to the scattering of time-harmonic waves from radially-symmetric potentials in two dimensions. The method uses…
In this article, we present an $O(N \log N)$ rapidly convergent algorithm for the numerical approximation of the convolution integral with radially symmetric weakly singular kernels and compactly supported densities. To achieve the reduced…
For smooth finite fields $F_q$ (i.e., when $q-1$ factors into small primes) the Fast Fourier Transform (FFT) leads to the fastest known algebraic algorithms for many basic polynomial operations, such as multiplication, division,…