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This paper presents an efficient high-order sharp-interface method for solving the three-dimensional (3D) Poisson equation with Dirichlet boundary conditions on a nonuniform Cartesian grid with irregular domain boundaries. The new approach…

Computational Physics · Physics 2024-12-20 Shirzad Hosseinverdi , Hermann F. Fasel

We propose a new high-order alternating direction implicit (ADI) finite difference scheme for the solution of initial-boundary value problems of convection-diffusion type with mixed derivatives and non-constant coefficients, as they arise…

Computational Finance · Quantitative Finance 2017-02-07 Bertram Düring , James Miles

We propose a hybridizable discontinuous Galerkin (HDG) finite element method to approximate the solution of the time dependent drift-diffusion problem. This system involves a nonlinear convection diffusion equation for the electron…

Numerical Analysis · Mathematics 2018-11-27 Gang Chen , Peter Monk , Yangwen Zhang

Analytic solutions to the nonlinear radiation diffusion equation with an instantaneous point source for a non-homogeneous medium with a power law spatial density profile, are presented. The solutions are a generalization of the well known…

Fluid Dynamics · Physics 2021-06-02 Menahem Krief

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

The problem of the one dimensional electro-diffusion of ions in a strong binary electrolyte is considered. In such a system the solute dissociates completely into two species of ions with unlike charges. The mathematical description…

Chemical Physics · Physics 2012-03-28 Sandip Ghosal , Zhen Chen

Partial differential equations (PDEs) are often computationally challenging to solve, and in many settings many related PDEs must be be solved either at every timestep or for a variety of candidate boundary conditions, parameters, or…

Machine Learning · Computer Science 2022-11-04 Tian Qin , Alex Beatson , Deniz Oktay , Nick McGreivy , Ryan P. Adams

In this paper we present a novel fast method to solve Poisson equation in an arbitrary two dimensional region with Neumann boundary condition. The basic idea is to solve the original Poisson problem by a two-step procedure: the first one…

Mathematical Physics · Physics 2012-07-19 Zu-Hui Ma , Weng Cho Chew , Lijun Jiang

This paper tests a dielectric model for variation of hydration free energy with geometry of complex solutes in water. It works out some basic aspects of the theory of boundary integral methods for these problems. One aspect of the…

chem-ph · Physics 2008-02-03 L. R. Pratt , G. J. Tawa , G. Hummer , A. E. Garcia , S. A. Corcelli

A widely used electrostatics model in the biomolecular modeling community, the nonlinear Poisson-Boltzmann equation, along with its finite element approximation, are analyzed in this paper. A regularized Poisson-Boltzmann equation is…

Numerical Analysis · Mathematics 2010-01-12 Long Chen , Michael Holst , Jinchao Xu

In this paper, a second-order backward difference formula (abbr. BDF2) is used to approximate first-order time partial derivative, the Riesz fractional derivatives are approximated by fourth-order compact operators, a class of new…

Numerical Analysis · Mathematics 2019-09-06 Dongdong Hu , Xuenian Cao

In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…

Numerical Analysis · Mathematics 2019-07-24 Chung-Nan Tzou , Samuel Stechmann

We discuss the ill conditioning of the matrix for the discretised Poisson equation in the small aspect ratio limit, and motivate this problem in the context of nonhydrostatic ocean modelling. Efficient iterative solvers for the Poisson…

Numerical Analysis · Mathematics 2015-05-14 S. C. Kramer , C. J. Cotter , C. C. Pain

Alternating Directions Implicit (ADI) integration is an operator splitting approach to solve parabolic and elliptic partial differential equations in multiple dimensions based on solving sequentially a set of related one-dimensional…

Numerical Analysis · Mathematics 2019-12-05 Arash Sarshar , Steven Roberts , Adrian Sandu

Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…

In this paper, we propose a novel high order unfitted finite element method on Cartesian meshes for solving the acoustic wave equation with discontinuous coefficients having complex interface geometry. The unfitted finite element method…

Numerical Analysis · Mathematics 2023-02-06 Zhiming Chen , Yong Liu , Xueshuang Xiang

Self-consistent multi-particle simulation plays an important role in studying beam-beam effects and space charge effects in high-intensity beams. The Poisson equation has to be solved at each time-step based on the particle density…

Accelerator Physics · Physics 2014-10-15 J. Qiang , S. Paret

Understanding the behavior of biomolecules such as proteins requires understanding the critical influence of the surrounding fluid (solvent) environment--water with mobile salt ions such as sodium. Unfortunately, for many studies, fully…

Soft Condensed Matter · Physics 2015-05-27 J. P. Bardhan , D. A. Tejani , N. S. Wieckowski , A. Ramaswamy , M. G. Knepley

For the Poisson equation posed in a domain containing a large number of polygonal perforations, we propose a low-dimensional coarse approximation space based on a coarse polygonal partitioning of the domain. Similarly to other multiscale…

Numerical Analysis · Mathematics 2024-04-17 Miranda Boutilier , Konstantin Brenner , Victorita Dolean

This paper is concerned with the adaptation of alternating direction implicit (ADI) time discretization schemes for the numerical solution of partial integro-differential equations (PIDEs) with application to the Bates model in finance.…

Numerical Analysis · Mathematics 2017-12-20 Karel in 't Hout , Jari Toivanen