Related papers: Numerical inverse Laplace transform for convection…
The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…
A three-point monotone difference scheme is proposed for solving a one-dimensional non-stationary convection-diffusion-reaction equation with variable coefficients. The scheme is based on a parabolic spline and allows to linearly reproduce…
For the numerical solution of the Lippmann-Schwinger equation, while the pre-corrected trapezoidal rule converges with high-order for smooth compactly supported densities, it exhibits only the linear convergence in the case of discontinuity…
In this paper we apply the innovative Laplace transformation method introduced by Sheen, Sloan, and Thom\'ee (IMA J. Numer. Anal., 2003) to solve the Black-Scholes equation. The algorithm is of arbitrary high convergence rate and naturally…
We present an exact mathematical transformation which converts a wide class of advection-diffusion equations into a form allowing simple and direct spatial discretization in all dimensions, and thus the construction of accurate and more…
For linear and fully non-linear diffusion equations of Bellman-Isaacs type, we introduce a class of approximation schemes based on differencing and interpolation. As opposed to classical numerical methods, these schemes work for general…
In this paper, we present a novel method to draw a circle tangent to three given circles lying on a plane. Using the analytic geometry and inversion (reflection) theorems, the center and radius of the inversion circle are obtained. Inside…
This paper deals with the error analysis of the trapezoidal rule for the computation of Fourier type integrals, based on two double exponential transformations. The theory allows to construct algorithms in which the steplength and the…
We present a simple and effective method for evaluating double-and single-layer potentials for Laplace's equation in three dimensions close to the boundary. The close evaluation of these layer potentials is challenging because they are…
Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective…
We introduce a variational multiscale closure modeling strategy for the numerical stabilization of proper orthogonal decomposition reduced-order models of convection-dominated equations. As a first step, the new model is analyzed and tested…
In this paper, we propose a numerical method of computing an integral whose integrand is a slowly decaying oscillatory function. In the proposed method, we consider a complex analytic function in the upper-half complex plane, which is…
This article investigates the non-stationary reaction-diffusion-advection equation, emphasizing solutions with internal layers and the associated inverse problems. We examine a nonlinear singularly perturbed partial differential equation…
We present modifications of the second-order Douglas stabilizing corrections method, which is a splitting method based on the implicit trapezoidal rule. Inclusion of an explicit term in a forward Euler way is straightforward, but this will…
This paper introduces a novel method for the efficient and accurate computation of the volume of a domain whose boundary is given by an orientable hypersurface which is implicitly given as the iso-contour of a sufficiently smooth level-set…
In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…
In this work we consider the inverse elastic scattering problem by an inclusion in two dimensions. The elastic inclusion is placed in an isotropic homogeneous elastic medium. The inverse problem, using the third Betti's formula (direct…
In this work, we present a semi-numerical solution of a fractal telegraphic dual-porosity fluid flow model. It combines Laplace transform and finite difference schemes. The Laplace transform handles the time variable whereas the finite…
A virtual element discretisation of an Arbitrary Lagrangian-Eulerian method for two-dimensional convection-diffusion equations is proposed employing an isoparametric Virtual Element Method to achieve higher-order convergence rates on curved…
A boundary element method (BEM) simulation is used to compare the efficiency of numerical inverse Laplace transform strategies, considering general requirements of Laplace-space numerical approaches. The two-dimensional BEM solution is used…