Related papers: A collocation method for numerical solution of Tel…
A multi-cube method is developed for solving systems of elliptic and hyperbolic partial differential equations numerically on manifolds with arbitrary spatial topologies. It is shown that any three-dimensional manifold can be represented as…
Linear models for the radiative transfer equation have been well developed, while nonlinear models are seldom investigated even for slab geometry due to some essential difficulties. We have proposed a moment model in MPN for slab geometry…
A new method for numerical solving of boundary problem for ordinary differential equations with slowly varying coefficients which is aimed at better representation of solutions in the regions of their rapid oscillations or exponential…
We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…
In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow can not be computed exactly. Instead, we use a numerical…
This paper constructs adaptive sparse grid collocation method onto arbitrary order piecewise polynomial space. The sparse grid method is a popular technique for high dimensional problems, and the associated collocation method has been well…
We present a method for fitting monotone curves using cubic B-splines, which is equivalent to putting a monotonicity constraint on the coefficients. We explore different ways of enforcing this constraint and analyze their theoretical and…
In this paper, a novel $h$-adaptive isogeometric solver utilizing high-order hierarchical splines is proposed to solve the all-electron Kohn--Sham equation. In virtue of the smooth nature of Kohn--Sham wavefunctions across the domain,…
We present the Method Of Lines (MOL), which is based on the spectral collocation method, to solve space-fractional advection-diffusion equations (SFADEs) on a finite domain with variable coefficients. We focus on the cases in which the…
For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…
In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…
Context: The solution of the nonlocal thermodynamical equilibrium (non-LTE) radiative transfer equation usually relies on stationary iterative methods, which may falsely converge in some cases. Furthermore, these methods are often unable to…
The paper investigates solutions of the fractional hyperbolic diffusion equation in its most general form with two fractional derivatives of distinct orders. The solutions are given as spatial-temporal homogeneous and isotropic random…
A system of high-order adaptive multiresolution wavelet collocation upwind schemes are developed for the solution of hyperbolic conservation laws. A couple of asymmetrical wavelet bases with interpolation property are built to realize the…
A semi-Lagrangian Characteristic Mapping method for the solution of the tracer transport equations on the sphere is presented. The method solves for the solution operator of the equations by approximating the inverse of the diffeomorphism…
In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…
We present a tensor-decomposition method to solve the Boltzmann transport equation (BTE) in the Bhatnagar-Gross-Krook approximation. The method represents the six-dimensional BTE as a set of six one-dimensional problems, which are solved…
We present a sharp collocated projection method for solving the immiscible, two-phase Navier-Stokes equations in two- and three-dimensions. Our method is built using non-graded adaptive quadtree and octree grids, where all of the fluid…
We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…
The Mullins-Sekerka problem is numerically solved in $\mathbb{R}^2$ with the aid of the charge simulation method. This is an expansion of the numerical scheme by which Sakakibara and Yazaki computed the Hele-Shaw flow. We investigate a…