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An expandable local and parallel two-grid finite element scheme based on superposition principle for elliptic problems is proposed and analyzed in this paper by taking example of Poisson equation. Compared with the usual local and parallel…
An accurate description of 2-D quantum transport in a double-gate metal oxide semiconductor filed effect transistor (dgMOSFET) requires a high-resolution solver to a coupled system of the 4-D Wigner equation and 2-D Poisson equation. In…
We propose a new least squares finite element method to solve the Poisson equation. By using a piecewisely irrotational space to approximate the flux, we split the classical method into two sequential steps. The first step gives the…
A novel fifth-order compact gas-kinetic scheme is developed for high-resolution simulation of compressible flows on structured meshes. Its accuracy relies on a new multidimensional fifth-order compact reconstruction that uses line-averaged…
A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…
An algorithm is given for explicitly computing Penrose diagrams for spacetimes of the form $ds^2 = -f(r)\, dt^2 + f(r)^{-1} \, dr^2 + r^2 \, d\Omega^2$. The resulting diagram coordinates are shown to extend the metric continuously and…
Adaptivity and local mesh refinement are crucial for the efficient numerical simulation of wave phenomena in complex geometry. Local mesh refinement, however, can impose a tiny time-step across the entire computational domain when using…
This work introduces a new higher-order super-compact (HOSC) implicit finite difference scheme for analyzing three-dimensional (3D) natural convection and entropy generation in non-Newtonian fluids. The proposed scheme achieves fourth-order…
We consider a class of stochastic gradient optimization schemes. Assuming that the objective function is strongly convex, we prove weak error estimates which are uniform in time for the error between the solution of the numerical scheme,…
We introduce a new methodology to design uniformly accurate methods for oscillatory evolution equations. The targeted models are envisaged in a wide spectrum of regimes, from non-stiff to highly-oscillatory. Thanks to an averaging…
Time-implicit schemes are attractive since they allow numerical time steps that are much larger than those permitted by the Courant-Friedrich-Lewy criterion characterizing time-explicit methods. This advantage comes, however, with a cost:…
We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…
We propose new numerical schemes for decoupled forward-backward stochastic differential equations (FBSDEs) with jumps, where the stochastic dynamics are driven by a $d$-dimensional Brownian motion and an independent compensated Poisson…
In this paper, we have developed a new class of sampling schemes for estimating parameters of binomial and Poisson distributions. Without any information of the unknown parameters, our sampling schemes rigorously guarantee prescribed levels…
We discuss how matrix-free/timestepper algorithms can efficiently be used with dynamic non-Newtonian fluid mechanics simulators in performing systematic stability/bifurcation analysis. The timestepper approach to bifurcation analysis of…
The recently developed technique of DOC kernels has been a great success in the stability and convergence analysis for BDF2 scheme with variable time steps. However, such an analysis technique seems not directly applicable to problems with…
The purpose of this paper is to propose a time-step-robust cell-to-cell integration of particle trajectories in 3-D unstructured meshes in particle/mesh Lagrangian stochastic methods. The main idea is to dynamically update the mean fields…
In this paper, we deal with the convergence of an iterative scheme for the 2-D stochastic Navier-Stokes Equations on the torus suggested by the Lie-Trotter product formulas for stochastic differential equations of parabolic type. The…
In this paper we construct a third order method for solving additively split autonomous stiff systems of ordinary differential equations. The constructed additive method is L-stable with respect to the implicit part and allows to use an…
An exponential time-integrator scheme of second-order accuracy based on the predictor-corrector methodology, denoted PCEXP, is developed to solve multi-dimensional nonlinear partial differential equations pertaining to fluid dynamics. The…