Related papers: High-order asynchrony-tolerant finite difference s…
Discrete numerical methods with finite time-steps represent a practical technique to solve initial-value problems involving nonlinear differential equations. These methods seem particularly useful to the study of chaos since no analytical…
Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a…
The scalability of time-dependent partial differential equation (PDE) solvers based on the discontinuous Galerkin (DG) method is increasingly limited by data communication and synchronization requirements across processing elements (PEs) at…
For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for…
We introduce a generalized finite difference method for solving a large range of fully nonlinear elliptic partial differential equations in three dimensions. Methods are based on Cartesian grids, augmented by additional points carefully…
We propose a new paradigm for designing efficient p-adaptive arbitrary high order methods. We consider arbitrary high order iterative schemes that gain one order of accuracy at each iteration and we modify them in order to match the…
In this paper, we develop two finite difference weighted essentially non-oscillatory (WENO) schemes with unequal-sized sub-stencils for solving the Degasperis-Procesi (DP) and $\mu$-Degasperis-Procesi ($\mu$DP) equations, which contain…
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…
A numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over $\Omega$ on the extruded domain…
Sequential Residual Methods try to solve nonlinear systems of equations $F(x)=0$ by iteratively updating the current approximate solution along a residual-related direction. Therefore, memory requirements are minimal and, consequently,…
Multiple scale homogenization problems are reduced to single scale problems in higher dimension. It is shown that sparse tensor product Finite Element Methods (FEM) allow the numerical solution in complexity independent of the dimension and…
We introduce a new approach for designing numerical schemes for stochastic differential equations (SDEs). The approach, which we have called direction and norm decomposition method, proposes to approximate the required solution $X_t$ by…
In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…
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…
Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…
We consider a global variable consensus ADMM algorithm for solving large-scale PDE parameter estimation problems asynchronously and in parallel. To this end, we partition the data and distribute the resulting subproblems among the available…
We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…
There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…
We introduce a fluid dynamics algorithm that performs with nearly spectral accuracy, but uses finite-differences instead of FFTs to compute gradients and thus executes 10 times faster. The finite differencing is not based on a high-order…
In this work, high order asymptotic preserving schemes are constructed and analysed for kinetic equations under a diffusive scaling. The framework enables to consider different cases: the diffusion equation, the advection-diffusion equation…