Related papers: A dual consistent finite difference method with na…
Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…
High-order finite difference methods are efficient, easy to program, scales well in multiple dimensions and can be modified locally for various reasons (such as shock treatment for example). The main drawback have been the complicated and…
Many applications rely on solving time-dependent partial differential equations (PDEs) that include second derivatives. Summation-by-parts (SBP) operators are crucial for developing stable, high-order accurate numerical methodologies for…
We develop numerical methods for elliptic systems governed by partial segregation constraints, in which three nonnegative components are required to have a vanishing pointwise product throughout the domain. This constraint enforces that at…
This paper deals with the Darcy-Forchheimer problem with two kinds of boundary conditions. We discretize the system by using the finite element methods and we propose two iterative schemes to solve the discrete problems. The well-posedness…
The comprehensive generalization of summation-by-parts of Del Rey Fern\'andez et al.\ (J. Comput. Phys., 266, 2014) is extended to approximations of second derivatives with variable coefficients. This enables the construction of…
This paper presents a twice continuously differentiable penalty function for nonlinear semidefinite programming problems. In some optimization methods, such as penalty methods and augmented Lagrangian methods, their convergence property can…
This paper introduces novel bulk-surface splitting schemes of first and second order for the wave equation with kinetic and acoustic boundary conditions of semi-linear type. For kinetic boundary conditions, we propose a reinterpretation of…
In this article, we propose a Milstein finite difference scheme for a stochastic partial differential equation (SPDE) describing a large particle system. We show, by means of Fourier analysis, that the discretisation on an unbounded domain…
We develop summation by parts (SBP) approach for generating high-order finite-difference schemes on the interval and propose new sets of schemes up to the 12th order. The coefficients of the schemes are governed by values of grid spacing…
We demonstrate that we can carry over the strategy of Finite Element Exterior Calculus (FEEC) to Summation-by-Parts (SBP) Finite Difference (FD) methods to achieve divergence- and curl-free discretizations. This is not obvious at first…
In this paper, we propose two algorithms for nonlinear semi-infinite semi-definite programs with infinitely many convex inequality constraints, called SISDP for short. A straightforward approach to the SISDP is to use classical methods for…
We employ the summation-by-parts (SBP) framework to extend the recent domain-of-dependence (DoD) stabilization for cut cells to linear kinetic models in diffusion scaling. Numerical methods for these models are challenged by increased…
This paper studies bulk-surface splitting methods of first order for (semi-linear) parabolic partial differential equations with dynamic boundary conditions. The proposed Lie splitting scheme is based on a reformulation of the problem as a…
Summation-by-parts (SBP) finite-difference discretizations share many attractive properties with Galerkin finite-element methods (FEMs), including time stability and superconvergent functionals; however, unlike FEMs, SBP operators are not…
This article extends the theory of classical finite-difference summation-by-parts (FD-SBP) time-marching methods to the generalized summation-by-parts (GSBP) framework. Dual-consistent GSBP time-marching methods are shown to retain: A and…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
Kernel-based approach to operator approximation for partial differential equations has been shown to be unconditionally stable for linear PDEs and numerically exhibit unconditional stability for non-linear PDEs. These methods have the same…
In this article we develop a numerical scheme to deal with interfaces between touching numerical grids when solving the second-order wave equation. We show that it is possible to implement an interface scheme of "penalty" type for the…
We develop a family of stabilized backward differentiation formula (sBDF) schemes of orders one through four for semilinear parabolic equations. The proposed methods are designed to achieve three properties that are rarely available…