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Acoustic scattering of waves by bounded inhomogeneities in an unbounded homogeneous domain is considered. A symmetric coupled system of time-domain boundary integral equations and the second order formulation of the wave equation is…
Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…
In this study we have developed a flexible and efficient numerical scheme for the simulation of three-dimensional incompressible flows in spherical coordinates. The main idea, inspired by a similar strategy as (Verzicco, R., Orlandi, P.,…
This paper presents a mathematical analysis of an elliptic partial differential equation (PDE) designed to compute the geometric thickness of a given shape. The PDE-based formulation provides a direct and systematic approach to evaluate…
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…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
In this paper, we study the stochastic collocation (SC) methods for uncertainty quantification (UQ) in hyperbolic systems of nonlinear partial differential equations (PDEs). In these methods, the underlying PDEs are numerically solved at a…
We propose a finite volume method on general meshes for the discretization of a degenerate parabolic convection-reaction-diffusion equation. Equations of this type arise in many contexts, such as the modeling of contaminant transport in…
We consider the numerical approximation of second-order semi-linear parabolic stochastic partial differential equations interpreted in the mild sense which we solve on general two-dimensional domains with a $\mathcal{C}^2$ boundary with…
A new numerical method is presented for solving the rotating shallow water equations on a rotating sphere using quasi-uniform polygonal meshes. The method uses special families of finite element function spaces to mimic key mathematical…
We study the Dirichlet problem associated to the equation for self-similar surfaces for graphs over the Euclidean plane with a disk removed. We show the existence of a solution provided the boundary conditions on the boundary circle are…
The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet it only achieves first-order spatial accuracy near embedded boundaries. In this paper, we introduce a new high-order…
Variables adapted to the quantum dynamics of spherically symmetric models are introduced, which further simplify the spherically symmetric volume operator and allow an explicit computation of all matrix elements of the Euclidean and…
This paper presents global optimal solutions to a nonconvex quadratic minimization problem over a sphere constraint. The problem is well-known as a trust region subproblem and has been studied extensively for decades. The main challenge is…
We propose a time-domain boundary integral method to model linear wave propagation with refractive, focusing, and Doppler effects arising from medium heterogeneities and moving obstacles. In contrast to existing techniques, our method…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
In the present manuscript, we consider the problem of dispersive wave simulation on a rotating globally spherical geometry. In this Part IV, we focus on numerical aspects while the model derivation was described in Part III. The algorithm…
For most optimisation methods an essential assumption is the vector space structure of the feasible set. This condition is not fulfilled if we consider optimisation problems over the sphere. We present an algorithm for solving a special…
We introduce an arbitrary order, computationally efficient method to smooth corners on curves in the plane, as well as edges and vertices on surfaces in $\mathbb R^3$. The method is local, only modifying the original surface in a…
We present a general mechanistic model of mass diffusion for a composite sphere placed in a large ambient medium. The multi-layer problem is described by a system of diffusion equations coupled via interlayer boundary conditions such as…