Related papers: A fast ADI algorithm for nonlinear Poisson equatio…
In this paper, a compact alternating direction implicit (ADI) method has been developed for solving two-dimensional Riesz space fractional diffusion equation. The precision of the discretization method used in spatial directions is twice…
In this paper we are concerned with numerical methods for the one-sided event location in discontinuous differential problems, whose event function is nonlinear (in particular, of polynomial type). The original problem is transformed into…
In this work, we study time-splitting strategies for the numerical approximation of evolutionary reaction-diffusion problems. In particular, we formulate a family of domain decomposition splitting methods that overcomes some typical…
The purpose of the current work is to find numerical solutions of the steady state inhomogeneous Vlasov equation. This problem has a wide range of applications in the kinetic simulation of non-thermal plasmas. However, the direct…
Numerical solution of partial differential equations on parallel computers using domain decomposition usually requires synchronization and communication among the processors. These operations often have a significant overhead in terms of…
This paper presents a numerical method for variable coefficient elliptic PDEs with mostly smooth solutions on two dimensional domains. The PDE is discretized via a multi-domain spectral collocation method of high local order (order 30 and…
In several recent works \cite{Causley2013a}, \cite{Causley2013}, we developed a new second order, A-stable approach to wave propagation problems based on the method of lines transpose (MOL$^T$) formulation combined with alternating…
In this paper a simple, effective adaptation of Alternating Direction Implicit (ADI) time discretization schemes is proposed for the numerical pricing of American-style options under the Heston model via a partial differential…
We present a new multigrid scheme for solving the Poisson equation with Dirichlet boundary conditions on a Cartesian grid with irregular domain boundaries. This scheme was developed in the context of the Adaptive Mesh Refinement (AMR)…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
We discuss the scalable parallel solution of the Poisson equation within a Particle-In-Cell (PIC) code for the simulation of electron beams in particle accelerators of irregular shape. The problem is discretized by Finite Differences.…
In this paper we investigate the effectiveness of Alternating Direction Implicit (ADI) time discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial differential equation, which is semidiscretized…
A new method of numerical solution for partial differential equations is proposed. The method is based on a fast matrix multiplication algorithm. Two-dimensional Poison equation is used for comparison of the proposed method with…
We consider \emph{Alternating Direction Implicit} (ADI) splitting schemes to compute efficiently the numerical solution of the PDE osmosis model considered by Weickert et al. for several imaging applications. The discretised scheme is shown…
Porous electrodes are widely used in electrochemical systems, where accurately determining electric potentials, particularly overpotentials, is essential for understanding electrode behavior. At the macroscopic scale, porous electrodes are…
A nonlinear Poisson--Boltzmann equation with transmission boundary conditions at the interface between two materials is investigated. The model describes the electrostatic potential generated by a vector of ion concentrations in a periodic…
We present a nonlocal electrostatic formulation of nonuniform ions and water molecules with interstitial voids that uses a Fermi-like distribution to account for steric and correlation effects in electrolyte solutions. The formulation is…
We introduce a technique to automatically convert local boundary conditions into nonlocal volume constraints for nonlocal Poisson's and peridynamic models. The proposed strategy is based on the approximation of nonlocal Dirichlet or Neumann…
High-resolution simulations of particle-based kinetic plasma models typically require a high number of particles and thus often become computationally intractable. This is exacerbated in multi-query simulations, where the problem depends on…
Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…