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We first review the convolution fast-Fourier-transform (CFFT) approach for the numerical solution of backward stochastic differential equations (BSDEs) introduced in (Hyndman and Oyono Ngou, 2017). We then propose a method for improving the…

Numerical Analysis · Mathematics 2026-01-01 Xiang Gao , Cody Hyndman

In this paper we develop finite difference schemes for elliptic problems with piecewise continuous coefficients that have (possibly huge) jumps across fixed internal interfaces. In contrast with such problems involving one smooth…

Numerical Analysis · Mathematics 2023-02-21 Qiwei Feng , Bin Han , Peter Minev

This paper presents a high-order method for solving an interface problem for the Poisson equation on embedded meshes through a coupled finite element and integral equation approach. The method is capable of handling homogeneous or…

Numerical Analysis · Mathematics 2018-08-29 Natalie N. Beams , Andreas Klöckner , Luke N. Olson

In recent work, Li et al.\ (Comm.\ Math.\ Sci., 7:81-107, 2009) developed a diffuse-domain method (DDM) for solving partial differential equations in complex, dynamic geometries with Dirichlet, Neumann, and Robin boundary conditions. The…

Numerical Analysis · Mathematics 2015-05-18 Karl Yngve Lervåg , John Lowengrub

The ultimate goal of any numerical scheme for partial differential equations (PDEs) is to compute an approximation of user-prescribed accuracy at quasi-minimal computational time. To this end, algorithmically, the standard adaptive finite…

Numerical Analysis · Mathematics 2025-01-30 Philipp Bringmann , Michael Feischl , Ani Miraci , Dirk Praetorius , Julian Streitberger

In this paper, we evaluate the effectiveness of deep operator networks (DeepONets) in solving both forward and inverse problems of partial differential equations (PDEs) on unknown manifolds. By unknown manifolds, we identify the manifold by…

Numerical Analysis · Mathematics 2024-07-09 Anran Jiao , Qile Yan , Jhn Harlim , Lu Lu

A higher-order fictitious domain method (FDM) for Reissner-Mindlin shells is proposed which uses a three-dimensional background mesh for the discretization. The midsurface of the shell is immersed into the higher-order background mesh and…

Computational Engineering, Finance, and Science · Computer Science 2020-09-21 D. Schöllhammer , T. P. Fries

The recently proposed numerical algorithm, deep BSDE method, has shown remarkable performance in solving high-dimensional forward-backward stochastic differential equations (FBSDEs) and parabolic partial differential equations (PDEs). This…

Probability · Mathematics 2022-03-10 Jiequn Han , Jihao Long

The use of deep learning methods for solving PDEs is a field in full expansion. In particular, Physical Informed Neural Networks, that implement a sampling of the physical domain and use a loss function that penalizes the violation of the…

Machine Learning · Computer Science 2021-12-08 Valentin Mercier , Serge Gratton , Pierre Boudier

An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…

Dynamical Systems · Mathematics 2019-03-18 Fikret A. Aliev , N. A. Aliev , N. I. Velieva , K. G. Gasimova , Y. V Mamedova

Conical intersections are central to the description of photophysics and photochemistry. Nevertheless, in non-adiabatic molecular dynamics simulations, they are fundamentally challenging for single-reference electronic structure methods.…

Chemical Physics · Physics 2026-04-23 Federico Rossi , Tommaso Giovannini , Henrik Koch

This master thesis introduces the idea of dynamic cutoffs in molecular dynamics simulations, based on the distance between particles and the interface, and presents a solution for detecting interfaces in real-time. Our dynamic cutoff method…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-02-12 Paul Springer

This paper applies the Recursive Projection Method (RPM) to the problem of finding the effective mechanical response of a periodic heterogeneous solid. Previous works apply the Fast Fourier Transform (FFT) in combination with various…

Computational Engineering, Finance, and Science · Computer Science 2020-03-18 Xiaoyao Peng , Dhriti Nepal , Kaushik Dayal

Dynamic mode decomposition (DMD) is a powerful data-driven technique for construction of reduced-order models of complex dynamical systems. Multiple numerical tests have demonstrated the accuracy and efficiency of DMD, but mostly for…

Numerical Analysis · Mathematics 2021-07-28 Hannah Lu , Daniel M. Tartakovsky

We present a framework for solving a broad class of ill-posed inverse problems governed by partial differential equations (PDEs), where the target coefficients of the forward operator are recovered through an iterative regularization scheme…

The Front-Tracking Method (FTM) is a promising approach for numerical solution of multiphase flows, considering a trade-off between accuracy and computational cost. The existing open-source open-access software for FTM is scarce, due to…

Fluid Dynamics · Physics 2026-02-25 Ehsan Amani

We study the Back and Forth Error Compensation and Correction (BFECC) method for linear hyperbolic PDE systems. The BFECC method has been applied to schemes for advection equations to improve their stability and order of accuracy. Similar…

Numerical Analysis · Mathematics 2018-06-21 Xin Wang , Yingjie Liu

While fast multipole methods (FMMs) are in widespread use for the rapid evaluation of potential fields governed by the Laplace, Helmholtz, Maxwell or Stokes equations, their coupling to high-order quadratures for evaluating layer potentials…

Numerical Analysis · Mathematics 2021-04-26 Leslie Greengard , Michael O'Neil , Manas Rachh , Felipe Vico

A trigonometric interpolation algorithm for non-periodic functions has been recently proposed and applied to study general ordinary differential equation (ODE). This paper enhances the algorithm to approximate functions in $2$-dim space.…

Numerical Analysis · Mathematics 2025-08-14 Xiaorong Zou

The computational efficiency of the Finite-Difference Time-Domain (FDTD) method can be significantly reduced by the presence of complex objects with fine features. Small geometrical details impose a fine mesh and a reduced time step,…

Computational Engineering, Finance, and Science · Computer Science 2021-06-30 Xinyue Zhang , Fadime Bekmambetova , Piero Triverio
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