Related papers: An improved algorithm based on finite difference s…
This paper proposes specular differentiation in one-dimensional Euclidean space and provides its fundamental analysis, including a quasi-Fermat theorem and a quasi-Mean Value Theorem. As an application, this paper develops several numerical…
For computational acoustics, schemes need to have low-dispersion and low-dissipation properties in order to capture the amplitude and phase of the wave correctly. To improve the spectral properties of the scheme, the authors have previously…
A Radial Basis Function Generated Finite-Differences (RBF-FD) inspired technique for evaluating definite integrals over bounded volumes that have smooth boundaries in three dimensions is described. A key aspect of this approach is that it…
We apply second order finite difference to calculate the lowest eigenvalues of the Helmholtz equation, for complicated non-tensor domains in the plane, using different grids which sample exactly the border of the domain. We show that the…
In this paper, the driven cavity problem was solved using finite difference scheme in stream function-vorticity formulation. A variable grid is adopted to capture more details and information in the area nearby the wall. The Navier-Stokes…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
Finite difference schemes, using Backward Differentiation Formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term, of the form $$\min(v_t - a(t,x) v_{xx} + b(t,x) v_x + r(t,x) v, v-…
In this paper, a parameter-uniform fitted mesh finite difference scheme is constructed and analyzed for a class of singularly perturbed interior turning point problems. The solution of this class of turning point problem possess two outflow…
In this paper, we concentrate on solving second-order singularly perturbed Fredholm integro-differential equations (SPFIDEs). It is well known that solving these equations analytically is a challenging endeavor because of the presence of…
We propose some numerical schemes for forward-backward stochastic differential equations (FBSDEs) based on a new fundamental concept of transposition solutions. These schemes exploit time-splitting methods for the variation of constants…
Finite-difference WENO schemes are capable of approximating accurately and efficiently weak solutions of hyperbolic conservation laws. In this context high order numerical boundary conditions have been proven to increase significantly the…
We study the convergence of the shuffling gradient method, a popular algorithm employed to minimize the finite-sum function with regularization, in which functions are passed to apply (Proximal) Gradient Descent (GD) one by one whose order…
An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…
New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…
There has been an increasing interest in developing efficient immersed boundary method (IBM) based on Cartesian grids, recently in the context of high-order methods. IBM based on volume penalization is a robust and easy to implement method…
In this paper, we introduce a multilevel algorithm for approximating variational formulations of symmetric saddle point systems. The algorithm is based on availability of families of stable finite element pairs and on the availability of…
We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…
The fast multipole method (FMM) has had great success in reducing the computational complexity of solving the boundary integral form of the Helmholtz equation. We present a formulation of the Helmholtz FMM that uses Fourier basis functions…
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…
We consider the problem of finding critical points of functions that are non-convex and non-smooth. Studying a fairly broad class of such problems, we analyze the behavior of three gradient-based methods (gradient descent, proximal update,…