Related papers: Efficient Computation of High-Order Electromagneti…
Differentiable programming is revolutionizing computational science by enabling automatic differentiation (AD) of numerical simulations. While first-order gradients are well-established, second-order derivatives (Hessians) for implicit…
We propose a new discretization method for PDEs on moving domains in the setting of unfitted finite element methods, which is provably higher-order accurate in space and time. In the considered setting, the physical domain that evolves…
We present a fast and memory-efficient algorithm for transient, space-time-domain, and elastodynamic boundary-integral analysis. Associated data-sparse approximations and operations are named fast domain partitioning hierarchical matrices…
The finite difference time domain (FDTD) method has been successfully applied to obtain energies and wave functions for two electrons in a quantum dot modeled by a three dimensional harmonic potential. The FDTD method uses the…
We describe high order accurate and stable finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a given velocity…
We propose high-order FDTD schemes based on the Correction Function Method (CFM) for Maxwell's interface problems with discontinuous coefficients and complex interfaces. The key idea of the CFM is to model the correction function near an…
Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…
The finite-difference time-domain (FDTD) method has been commonly utilized to simulate the electromagnetic (EM) waves propagation in the plasma media. However, the FDTD method may bring about extra run-time on concerning computationally…
Many important physical problems, such as fluid structure interaction or conjugate heat transfer, require numerical methods that compute boundary derivatives or fluxes to high accuracy. This paper proposes a novel alternative to calculating…
We present a new method for computing the Near-To-Far-Field (NTFF) transformation in FDTD simulations which has an overall scaling of $O(N^3)$ instead of the standard $O(N^4)$. By mapping the far field with a cartesian coordinate system the…
Discrete-time fractional-order dynamical systems (DT-FODS) have found innumerable applications in the context of modeling spatiotemporal behaviors associated with long-term memory. Applications include neurophysiological signals such as…
We present an efficient finite difference method for the approximation of second derivatives, with respect to system parameters, of expectations for a class of discrete stochastic chemical reaction networks. The method uses a coupling of…
We consider Hadamard fractional derivatives and integrals of variable fractional order. A new type of fractional operator, which we call the Hadamard-Marchaud fractional derivative, is also considered. The objective is to represent these…
A new near-to-far-field transformation algorithm for three-dimensional finite-different time-domain is presented in this article. This new approach is based directly on the polarization current of the scatterer, not the scattered near…
Neural Stochastic Differential Equations (Neural SDEs) have emerged as powerful mesh-free generative models for continuous stochastic processes, with critical applications in fields such as finance, physics, and biology. Previous…
This paper addresses the problem of efficiently computing higher-order variational integrators in simulation and trajectory optimization of mechanical systems as those often found in robotic applications. We develop $O(n)$ algorithms to…
We report a new computational model for simulations of electromagnetic interactions with semiconductor quantum well(s) (SQW) in complex electromagnetic geometries using the finite difference time domain (FDTD) method. The presented model is…
Optical force responses underpin nanophotonic actuator design, which requires a large number of force simulations to optimize structures. Commonly used computation methods, such as the finite-difference time-domain (FDTD) method, are…
To address the magnetization dynamics in ferromagnetic materials described by the Landau-Lifshitz-Gilbert equation under large damping parameters, a third-order accurate numerical scheme is developed by building upon a second-order method…
In this paper, we consider the numerical pricing of financial derivatives using Radial Basis Function generated Finite Differences in space. Such discretization methods have the advantage of not requiring Cartesian grids. Instead, the nodes…