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In this work, we design and investigate contrast-independent partially explicit time discretizations for wave equations in heterogeneous high-contrast media. We consider multiscale problems, where the spatial heterogeneities are at subgrid…

Numerical Analysis · Mathematics 2022-07-20 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Petr N. Vabishchevich

The computational complexity of simulating seismic waves demands continual exploration of more efficient numerical methods. While Finite Volume methods are widely acclaimed for tackling general nonlinear hyperbolic (wave) problems, their…

Numerical Analysis · Mathematics 2025-06-03 Juan Barrios , Pedro S. Peixoto , Felipe A. G. Silva

The Lagrange multiplier method has proven highly effective for mitigating the ill-conditioning of full waveform inversion (FWI), enabling robust and computationally efficient algorithms that converge to accurate velocity models even from…

Geophysics · Physics 2025-10-01 Ali Gholami , Kamal Aghazade , Akshay Vishwakarma

We present a novel space-time isogeometric discretization of the acoustic wave equation in second-order formulation that is intrinsically unconditionally stable. The method relies on a variational framework inspired by [Walkington 2014],…

Numerical Analysis · Mathematics 2025-06-19 Matteo Ferrari , Ilaria Perugia

We introduce a second-order numerical scheme for compressible atmospheric motions at small to planetary scales. The collocated finite volume method treats the advection of mass, momentum, and mass-weighted potential temperature in…

Numerical Analysis · Mathematics 2020-01-08 Tommaso Benacchio , Rupert Klein

This paper focuses on the numerical solution of a dual-phase-lag heat conduction equation on a space unbounded domain. First, based on the Laplace transform and the Pad\'e approximation, a high-order local artificial boundary condition is…

Numerical Analysis · Mathematics 2025-11-10 Weiping Bu , Zhengfang Xie , Yushi Wang

In this paper we consider the numerical solution of the Hamiltonian wave equation in two spatial dimension. We use the Mimetic Finite Difference (MFD) method to approximate the continuous problem combined with a symplectic integration in…

Numerical Analysis · Mathematics 2016-08-04 Lourenco Beirao da Veiga , Luciano Lopez , Giuseppe Vacca

Since the advent of mesh-free methods as a tool for the numerical analysis of systems of Partial Differential Equations (PDEs), many variants of differential operator approximation have been proposed. In this work, we propose a local…

Numerical Analysis · Mathematics 2022-03-07 Mitja Jančič , Gregor Kosec

We propose a new high-order alternating direction implicit (ADI) finite difference scheme for the solution of initial-boundary value problems of convection-diffusion type with mixed derivatives and non-constant coefficients, as they arise…

Computational Finance · Quantitative Finance 2017-02-07 Bertram Düring , James Miles

This paper presents a new finite difference method, called {\varphi}-FD, inspired by the {\phi}-FEM approach for solving elliptic partial differential equations (PDEs) on general geometries. The proposed method uses Cartesian grids,…

Numerical Analysis · Mathematics 2025-05-28 Michel Duprez , Vanessa Lleras , Alexei Lozinski , Vincent Vigon , Killian Vuillemot

Photoacoustic tomography (PAT) is a hybrid medical imaging technique that offer high contrast and a high spatial resolution. One challenging mathematical problem associated with PAT is reconstructing the initial pressure of the wave…

Numerical Analysis · Mathematics 2024-07-16 Gyeongha Hwang , Gihyeon Jeon , Sunghwan Moon , Dabin Park

We present a new methodology, based on the WKB approximation and Fast Fourier Transforms, for the evaluation of wave propagation through inhomogeneous media. This method can accurately resolve fields containing caustics, while still…

Computational Physics · Physics 2024-03-05 Oscar P. Bruno , Martin D. Maas

We analyze two types of summation-by-parts finite difference operators for approximating the second derivative with variable coefficient. The first type uses ghost points, while the second type does not use any ghost points. A previously…

Numerical Analysis · Mathematics 2019-07-25 Siyang Wang , N. Anders Petersson

In the present paper we consider a 2-D shallow-water equations (SWE) model on a $\beta$-plane solved using an alternating direction fully implicit (ADI) finite-difference scheme on a rectangular domain. The scheme was shown to be…

Computational Physics · Physics 2015-06-12 Razvan Stefanescu , Ionel Michael Navon

Explicit time stepping schemes are popular for linear acoustic and elastic wave propagation due to their simple nature which does not require sophisticated solvers for the inversion of the stiffness matrices. However, explicit schemes are…

Numerical Analysis · Mathematics 2018-10-16 Roland Maier , Daniel Peterseim

This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…

Numerical Analysis · Mathematics 2022-10-04 Xiaobing Feng , Yukun Li , Yujian Lin

Staggered grid finite difference scheme is widely used for the first order elastic wave equation, which constitutes the basis for least-squares reverse time migration and full waveform inversion. It is of great importance to improve the…

Geophysics · Physics 2017-06-08 Wenquan Liang , Chaofan Wu , Yanfei Wang , Changchun Yang , Xiaobi Xie

High-order accurate summation-by-parts (SBP) finite difference (FD) methods constitute efficient numerical methods for simulating large-scale hyperbolic wave propagation problems. Traditional SBP FD operators that approximate first-order…

Numerical Analysis · Mathematics 2021-07-27 Kenneth Duru , Frederick Fung , Christopher Williams

We study two-dimensional wave propagation in materials whose properties vary periodically in one direction only. High order homogenization is carried out to derive a dispersive effective medium approximation. One-dimensional materials with…

Numerical Analysis · Mathematics 2014-09-16 Manuel Quezada de Luna , David I. Ketcheson

The E(xplicit)I(implicit)N(null) method was developed recently to remove numerical instability from PDEs, adding and subtracting an operator $\mathcal{D}$ of arbitrary structure, treating the operator implicitly in one case, and explicitly…

Numerical Analysis · Mathematics 2022-10-19 Laurent Duchemin , Jens Eggers
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