Related papers: On a Nonuniform Crank-Nicolson Scheme for Solving …
We have developed an adaptive multigrid code for solving the Poisson equation in gravitational simulations. Finer rectangular subgrids are adaptively created in locations where the density exceeds a local level-dependent threshold. We…
In the paper we present a functional-discrete method for solving the Goursat problem for nonlinear Klein-Gordon equation. The sufficient conditions providing that the proposed method converges superexponentially are obtained. The results of…
We present an efficient numerical method, inspired by transformation optics, for solving the Poisson equation in complex and arbitrarily shaped geometries. The approach operates by mapping the physical domain to a uniform computational…
A new code and methodology are introduced for solving the general relativistic magnetohydrodynamic (GRMHD) equations in fixed background spacetimes using time-explicit, finite-volume discretization. The code has options for solving the…
This paper presents an adaptive multiple-shooting method to solve stochastic multi-point boundary value problems. The heuristic to choose the shooting points is based on separating the effects of drift and diffusion terms and comparing the…
A well-balanced second order finite volume central scheme for the magnetohydrodynamic (MHD) equations with gravitational source term is developed in this paper. The scheme is an unstaggered central scheme that evolves the numerical solution…
To numerically solve a generic elliptic equation on two-dimensional domains with rectangular Cartesian grids, we propose a cut-cell geometric multigrid method that features (1) general algorithmic steps that apply to two-dimensional…
Minimizing computational cost is one of the major challenges in the modelling and numerical analysis of hydrodynamics, and one of the ways to achieve this is by the use of quadtree grids. In this paper, we present an adaptive scheme on…
We consider two-grid mixed-finite element schemes for the spatial discretization of the incompressible Navier-Stokes equations. A standard mixed-finite element method is applied over the coarse grid to approximate the nonlinear…
We propose a mixed finite element method for Stokes flow with one degree of freedom per element and facet of simplicial grids. The method is derived by considering the vorticity-velocity-pressure formulation and eliminating the vorticity…
Two non-equidistant grid implementations of infinite range exterior complex scaling are introduced that allow for perfect absorption in the time dependent Schr\"odinger equation. Finite element discrete variables grid discretizations…
One of the most efficient ways to produce unconditional simulations is with the spectral method using fast Fourier transform (FFT) [1]. But this approach is not applicable to arbitrary surfaces because no regular grid exists. However,…
This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…
We present an algorithm for solving stochastic heat equations, whose key ingredient is a non-uniform time discretization of the driving Brownian motion $W$. For this algorithm we derive an error bound in terms of its number of evaluations…
Stochastic optimisation problems minimise expectations of random cost functions. We use 'optimise then discretise' method to solve stochastic optimisation. In our approach, accurate quadrature methods are required to calculate the…
We introduce a class of adaptive timestepping strategies for stochastic differential equations with non-Lipschitz drift coefficients. These strategies work by controlling potential unbounded growth in solutions of a numerical scheme due to…
We propose a new nonconforming finite element method for solving Stokes interface problems. The method is constructed on local anisotropic mixed meshes, which are generated by fitting the interface through simple connection of intersection…
This paper proposes and analyzes a finite difference method based on compact schemes for the Euler-Bernoulli beam equation with damping terms. The method achieves fourth-order accuracy in space and second-order accuracy in time, while…
Many problems require to approximate an expected value by some kind of Monte Carlo (MC) sampling, e.g. molecular dynamics (MD) or simulation of stochastic reaction models (also termed kinetic Monte Carlo (kMC)). Often, we are furthermore…
Motivated by studies of indirect measurements in quantum mechanics, we investigate stochastic differential equations with a fixed point subject to an additional infinitesimal repulsive perturbation. We conjecture, and prove for an important…