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In this paper, we define new unfitted finite element methods for numerically approximating the solution of surface partial differential equations using bulk finite elements. The key idea is that the $n$-dimensional hypersurface, $\Gamma…

Numerical Analysis · Mathematics 2014-03-21 Klaus Deckelnick , Charles M. Elliott , Thomas Ranner

The scalar wave equation is solved using higher order immersed finite elements. We demonstrate that higher order convergence can be obtained. Small cuts with the background mesh are stabilized by adding penalty terms to the weak…

Numerical Analysis · Mathematics 2018-02-20 Simon Sticko , Gunilla Kreiss

We describe and analyze an interior-point method to decide feasibility problems of second-order conic systems. A main feature of our algorithm is that arithmetic operations are performed with finite precision. Bounds for both the number of…

Numerical Analysis · Mathematics 2013-08-01 Felipe Cucker , Javier Peña , Vera Roshchina

This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The…

Numerical Analysis · Mathematics 2013-02-28 Xiaobing Feng , Chiu-Yen Kao , Thomas Lewis

Derivative boundary conditions introduce challenges for mesh-free discretizations of PDEs on surfaces, especially when the domain is represented by randomly sampled point clouds. The recently developed two-step tangent-space RBF-generated…

Numerical Analysis · Mathematics 2026-03-31 Peng Chen , Shixiao Willing Jiang , Rongji Li , Qile Yan

We consider the discretization of a stationary Stokes interface problem in a velocity-pressure formulation. The interface is described implicitly as the zero level of a scalar function as it is common in level set based methods. Hence, the…

Numerical Analysis · Mathematics 2016-05-16 Philip Lederer , Carl-Martin Pfeiler , Christoph Wintersteiger , Christoph Lehrenfeld

We demonstrate a practical differentiable programming approach for acoustic inverse problems through two applications: admittance estimation and shape optimization for resonance damping. First, we show that JAX-FEM's automatic…

Machine Learning · Computer Science 2025-11-17 Nikolas Borrel-Jensen , Josiah Bjorgaard

We discuss algorithms applicable to the numerical solution of second-order ordinary differential equations by finite-differences. We make particular reference to the solution of the dissipative particle dynamics fluid model, and present…

Soft Condensed Matter · Physics 2016-08-31 Keir E. Novik , Peter V. Coveney

An initial-boundary value problem for the $n$-dimensional wave equation is considered. A three-level explicit in time and conditionally stable 4th-order compact scheme constructed recently for $n=2$ and the square mesh is generalized to the…

Numerical Analysis · Mathematics 2026-02-03 Alexander Zlotnik

In this paper, we study the affine phase retrieval problem, which aims to recover signals from the magnitudes of affine measurements. We develop second-order optimization methods based on Newton and Gauss-Newton iterations and establish…

Information Theory · Computer Science 2025-04-03 Bing Gao

For elliptic interface problems with discontinuous coefficients, the maximum accuracy order for compact 9-point finite difference scheme in irregular points is three [7]. The discontinuous coefficients usually have abrupt jumps across the…

Numerical Analysis · Mathematics 2022-05-04 Qiwei Feng , Bin Han , Peter Minev

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

We consider the efficient solution of strongly elliptic partial differential equations with random load based on the finite element method. The solution's two-point correlation can efficiently be approximated by means of an…

Numerical Analysis · Mathematics 2017-03-21 Jürgen Dölz , Helmut Harbrecht , Michael D. Peters

In this paper, we consider the integrating factor midpoint method for wave-type equations and derive optimal order a posteriori error estimates. We first introduce an integrating factor midpoint approximation defined by the piecewise linear…

Numerical Analysis · Mathematics 2026-03-03 Xianfa Hu , Fazhan Geng , Wansheng Wang

Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…

Numerical Analysis · Mathematics 2019-05-16 Carlos E. Mejía , Alejandro Piedrahita

We consider the numerical approximation of acoustic wave propagation problems by mixed BDM(k+1)-P(k) finite elements on unstructured meshes. Optimal convergence of the discrete velocity and super-convergence of the pressure by one order are…

Numerical Analysis · Mathematics 2019-05-27 Herbert Egger , Bogdan Radu

We present a computationally efficient approach to solve the time-dependent Kohn-Sham equations in real-time using higher-order finite-element spatial discretization, applicable to both pseudopotential and all-electron calculations. To this…

Computational Physics · Physics 2019-10-02 Bikash Kanungo , Vikram Gavini

We discuss finite difference techniques for hyperbolic equations in non-trivial domains, as those that arise when simulating black hole spacetimes. In particular, we construct dissipative and difference operators that satisfy the {\it…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Gioel Calabrese , Luis Lehner , Oscar Reula , Olivier Sarbach , Manuel Tiglio

In this work, we propose a novel formulation for the solution of partial differential equations using finite element methods on unfitted meshes. The proposed formulation relies on the discrete extension operator proposed in the aggregated…

Numerical Analysis · Mathematics 2022-08-15 Santiago Badia , Eric Neiva , Francesc Verdugo

We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known [16] that the pressure…

Numerical Analysis · Mathematics 2020-06-09 Xiaobing Feng , Andreas Prohl , Liet Vo