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We present a new higher-order accurate finite difference explicit jump Immersed Interface Method (HEJIIM) for solving two-dimensional elliptic problems with singular source and discontinuous coefficients in the irregular region on a compact…

Numerical Analysis · Mathematics 2021-08-18 Raghav Singhal , Jiten C Kalita

The automated finite element analysis of complex CAD models using boundary-fitted meshes is rife with difficulties. Immersed finite element methods are intrinsically more robust but usually less accurate. In this work, we introduce an…

Numerical Analysis · Mathematics 2026-01-28 Eky Febrianto , Jakub Sistek , Pavel Kus , Matija Kecman , Fehmi Cirak

An arbitrary order finite difference method for curved boundary domains with Cartesian grid is proposed. The technique handles in a universal manner Dirichlet, Neumann or Robin condition. We introduce the Reconstruction Off-site Data (ROD)…

Computational Physics · Physics 2021-03-17 Stéphane Clain , Diogo Lopes , Rui Pereira

We present a computational method for extreme-scale simulations of incompressible turbulent wall flows at high Reynolds numbers. The numerical algorithm extends a popular method for solving second-order finite differences Poisson/Helmholtz…

Fluid Dynamics · Physics 2025-08-07 Rafael Diez Sanhueza , Jurriaan Peeters , Pedro Costa

We develop a numerical strategy to solve multi-dimensional Poisson equations on dynamically adapted grids for evolutionary problems disclosing propagating fronts. The method is an extension of the multiresolution finite volume scheme used…

Analysis of PDEs · Mathematics 2015-05-12 Max Duarte , Zdenek Bonaventura , Marc Massot , Anne Bourdon

In this paper, the Immersed Boundary Method (IBM) proposed by Pinelli is implemented for finite volume approximations of incompressible Navier-Stokes equations solutions in the open source toolbox OpenFOAM version 2.2. Solid obstacles are…

Fluid Dynamics · Physics 2016-09-15 E. Constant , C. Li , J. Favier , M. Meldi , P. Meliga , E. Serre

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet for fluid problems it only achieves first-order spatial accuracy near embedded boundaries for the velocity field and…

Numerical Analysis · Mathematics 2017-03-08 David B. Stein , Robert D. Guy , Becca Thomases

A three-dimensional (3D) Poisson solver with longitudinal periodic and transverse open boundary conditions can have important applications in beam physics of particle accelerators. In this paper, we present a fast efficient method to solve…

Accelerator Physics · Physics 2017-09-13 Ji Qiang

This paper is part of a series developing $C^0$ finite element methods for fourth-order elliptic equations on polygonal domains. Here, we investigate how boundary conditions influence the design of effective $C^0$ schemes, specifically…

Numerical Analysis · Mathematics 2026-02-05 Xihao Zhang , Hengguang Li , Nianyu Yi , Peimeng Yin

We present a polynomial multigrid method for the nodal interior penalty formulation of the Poisson equation on three-dimensional Cartesian grids. Its key ingredient is a weighted overlapping Schwarz smoother operating on element-centered…

Numerical Analysis · Computer Science 2016-12-19 Joerg Stiller

In this paper, we study the biharmonic equation with the Navier boundary conditions in a polygonal domain. In particular, we propose a method that effectively decouples the 4th-order problem into a system of Poisson equations. Different…

Numerical Analysis · Mathematics 2020-12-24 Hengguang Li , Peimeng Yin , Zhimin Zhang

We extend the recently introduced divergence-conforming immersed boundary (DCIB) method [1] to fluid-structure interaction (FSI) problems involving closed co-dimension one solids. We focus on capsules and vesicles, whose discretization is…

This work deals with a novel Gaussian filter-based pressure correction technique with a super compact higher order finite difference scheme for solving unsteady three-dimensional (3D) incompressible, viscous flows. This pressure correction…

Numerical Analysis · Mathematics 2024-07-30 Ashwani Punia , Rajendra K. Ray

In this paper, we discuss the steady and time-dependent nonlinear convection-diffusion (advection-diffusion) equations with the Dirichlet boundary condition. For the steady nonlinear equation, we use an iteration method to reformulate the…

Numerical Analysis · Mathematics 2025-07-28 Qiwei Feng , Catalin Trenchea

We present high-order compact schemes for a linear second-order parabolic partial differential equation (PDE) with mixed second-order derivative terms in two spatial dimensions. The schemes are applied to option pricing PDE for a family of…

Computational Finance · Quantitative Finance 2016-11-02 Bertram Düring , Christof Heuer

This work delves into solving the two dimensional Poisson problem through the Finite Element Method which is relevant in various physical scenarios including heat conduction, electrostatics, gravity potential, and fluid dynamics. However,…

Numerical Analysis · Mathematics 2024-07-04 Charuka D. Wickramasinghe , Priyanka Ahire

A fourth-order finite volume embedded boundary (EB) method is presented for the unsteady Stokes equations. The algorithm represents complex geometries on a Cartesian grid using EB, employing a technique to mitigate the "small cut-cell"…

Numerical Analysis · Mathematics 2022-09-08 Nathaniel Overton-Katz , Xinfeng Gao , Stephen Guzik , Oscar Antepara , Daniel T. Graves , Hans Johansen

Elliptic partial differential equations are important both from application and analysis points of views. In this paper we apply the Closest Point Method to solving elliptic equations on general curved surfaces. Based on the closest point…

Numerical Analysis · Mathematics 2014-10-28 Yujia Chen , Colin B. Macdonald

We consider compact finite-difference schemes of the 4th approximation order for an initial-boundary value problem (IBVP) for the $n$-dimensional non-homogeneous wave equation, $n\geq 1$. Their construction is accomplished by both the…

Numerical Analysis · Mathematics 2025-12-30 Alexander Zlotnik , Olga Kireeva

The Immersed Boundary (IB) method of Peskin (J. Comput. Phys., 1977) is useful for problems involving fluid-structure interactions or complex geometries. By making use of a regular grid that is independent of the geometry, the IB framework…

Numerical Analysis · Mathematics 2022-10-17 Brittany J. Leathers