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Conservation laws in the form of elliptic and parabolic partial differential equations (PDEs) are fundamental to the modeling of many problems such as heat transfer and flow in porous media. Many of such PDEs are stochastic due to the…

Computational Physics · Physics 2018-11-19 Amir H. Delgoshaie , Peter W. Glynn , Patrick Jenny , Hamdi A. Tchelepi

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

We propose a novel method, Phase-IDENT, for identifying partial differential equations (PDEs) from noisy observations of dynamical systems that exhibit phase transitions. Such phenomena are prevalent in fluid dynamics and materials science,…

Numerical Analysis · Mathematics 2026-01-21 Edward L. Yang , Roy Y. He

High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…

Numerical Analysis · Mathematics 2018-10-17 A. M. P. Boelens , D. Venturi , D. M. Tartakovsky

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Harald P. Pfeiffer , Lawrence E. Kidder , Mark A. Scheel , Saul A. Teukolsky

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

Numerical Analysis · Mathematics 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

This paper develops a high-order selective discontinuous Galerkin (SDG) method for solving elliptic interface problems on interface-unfitted Cartesian meshes. This method applies the discontinuous Galerkin (DG) formulation on interface…

Numerical Analysis · Mathematics 2026-05-20 Fang Liu , Haroun Meghaichi , Xu Zhang

The diffuse-domain, or smoothed boundary, method is an attractive approach for solving partial differential equations in complex geometries because of its simplicity and flexibility. In this method the complex geometry is embedded into a…

Numerical Analysis · Mathematics 2019-12-02 Fei Yu , Zhenlin Guo , John Lowengrub

A numerical method for solving elliptic PDEs with variable coefficients on two-dimensional domains is presented. The method is based on high-order composite spectral approximations and is designed for problems with smooth solutions. The…

Numerical Analysis · Mathematics 2013-07-11 A. Gillman , P. G. Martinsson

Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…

Numerical Analysis · Mathematics 2020-07-17 Jiequn Han , Arnulf Jentzen , Weinan E

The immersed boundary method (IBM) of Peskin (J. Comput. Phys., 1977), and derived forms such as the projection method of Taira and Colonius (J. Comput. Phys., 2007), have been useful for simulating flow physics in problems with moving…

Fluid Dynamics · Physics 2021-10-01 Jeff D. Eldredge

The full history recursive multilevel Picard approximation method for semilinear parabolic partial differential equations (PDEs) is the only method which provably overcomes the curse of dimensionality for general time horizons if the…

Numerical Analysis · Mathematics 2022-04-29 Martin Hutzenthaler , Tuan Anh Nguyen

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary…

Numerical Analysis · Mathematics 2023-04-14 Shinhoo Kang , Emil M. Constantinescu

This paper is concerned with the development of weak Galerkin (WG) finite element method for optimal control problems governed by second order elliptic partial differential equations (PDEs). It is advantageous to use discontinuous finite…

Numerical Analysis · Mathematics 2023-10-03 Chunmei Wang , Junping Wang , Shangyou Zhang

In this paper, we develop and analyze a trilinear immersed finite element method for solving three-dimensional elliptic interface problems. The proposed method can be utilized on interface-unfitted meshes such as Cartesian grids consisting…

Numerical Analysis · Mathematics 2021-06-30 Ruchi Guo , Xu Zhang

We present an efficient second-order finite difference scheme for solving the 2D sine-Gordon equation, which can inherit the discrete energy conservation for the undamped model theoretically. Due to the semi-implicit treatment for the…

Numerical Analysis · Mathematics 2017-06-28 Xiaorong Kang , Wenqiang Feng , Kelong Cheng , Chunxiang Guo

We introduce a fast direct solver for variable-coefficient elliptic partial differential equations on surfaces based on the hierarchical Poincar\'e-Steklov method. The method takes as input an unstructured, high-order quadrilateral mesh of…

Numerical Analysis · Mathematics 2022-10-04 Daniel Fortunato

We consider the problem of solving partial differential equations (PDEs) in domains with complex microparticle geometry that is impractical, or intractable, to model explicitly. Drawing inspiration from volume rendering, we propose tackling…

Graphics · Computer Science 2025-06-11 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

A finite element method for solving nonlinear differential equations on a grid, with potential applicability to computational fluid dynamics (CFD), is developed and tested. The current method facilitates the computation of solutions of a…

Computational Physics · Physics 2014-09-04 Jesper Tveit

Common techniques for the spatial discretisation of PDEs on a macroscale grid include finite difference, finite elements and finite volume methods. Such methods typically impose assumed microscale structures on the subgrid fields, so…

Dynamical Systems · Mathematics 2022-04-15 J. E. Bunder , A. J. Roberts
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