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Semi-discrete Galerkin formulations of transient wave equations, either with conforming or discontinuous Galerkin finite element discretizations, typically lead to large systems of ordinary differential equations. When explicit time…
We present a fast, high-order accurate and adaptive boundary integral scheme for solving the Stokes equations in complex---possibly nonsmooth---geometries in two dimensions. The key ingredient is a set of panel quadrature rules capable of…
In this paper we propose a numerical method to solve a 2D advection-diffusion equation, in the highly oscillatory regime. We use an efficient and robust integrator which leads to an accurate approximation of the solution without any time…
Immersed boundary methods have attracted substantial interest in the last decades due to their potential for computations involving complex geometries. Often these cannot be efficiently discretized using boundary-fitted finite elements.…
Poisson's equation is the canonical elliptic partial differential equation. While there exist fast Poisson solvers for finite difference and finite element methods, fast Poisson solvers for spectral methods have remained elusive. Here, we…
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…
We develop an efficient quantum implementation of an important signal processing algorithm for line spectral estimation: the matrix pencil method, which determines the frequencies and damping factors of signals consisting of finite sums of…
The solution of time-dependent hyperbolic conservation laws on cut cell meshes causes the small cell problem: standard schemes are not stable on the arbitrarily small cut cells if an explicit time stepping scheme is used and the time step…
Motivated by their broad applications in reinforcement learning, we study the linear two-time-scale stochastic approximation, an iterative method using two different step sizes for finding the solutions of a system of two equations. Our…
We present in this paper algorithms for solving stiff PDEs on the unit sphere with spectral accuracy in space and fourth-order accuracy in time. These are based on a variant of the double Fourier sphere method in coefficient space with…
We present a new numerical method for the isometric embedding of 2-geometries specified by their 2-metrics in three dimensional Euclidean space. Our approach is to directly solve the fundamental embedding equation supplemented by six…
This study presents a novel algorithm for identifying the set of extreme points that constitute the exact convex hull of a point set in high-dimensional Euclidean space. The proposed method iteratively solves a sequence of dynamically…
We present a general framework for accurately evaluating finite difference operators in the presence of known discontinuities across an interface. Using these techniques, we develop simple-to-implement, second-order accurate methods for…
Stable, accurate, divergence-free simulation of magnetized supersonic turbulence is a severe test of numerical MHD schemes and has been surprisingly difficult to achieve due to the range of flow conditions present. Here we present a new,…
Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…
We investigate the long tim behavior of the following efficient second order in time scheme for the 2D Navier-Stokes equation in a periodic box: $$ \frac{3\omega^{n+1}-4\omega^n+\omega^{n-1}}{2k} +…
We present an adaptive arbitrary-order accurate time-stepping numerical scheme for the flow of vesicles suspended in Stokesian fluids. Our scheme can be summarized as an approximate implicit spectral deferred correction (SDC) method.…
First-order energy dissipative schemes in time are available in literature for the Poisson-Nernst-Planck (PNP) equations, but second-order ones are still in lack. This work proposes novel second-order discretization in time and finite…
In this note we develop a fully explicit cut finite element method for the wave equation. The method is based on using a standard leap frog scheme combined with an extension operator that defines the nodal values outside of the domain in…
We present a novel computational scheme to solve acoustic wave transmission problems over composite scatterers, i.e. penetrable obstacles possessing junctions or triple points. Our continuous problem is cast as a multiple traces time-domain…