Related papers: A pseudo-spectral splitting method for linear disp…
Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…
We are interested in the numerical approximation of non-linear stochastic differential equations (SDEs) with solution in a certain domain. Our goal is to construct explicit numerical schemes that preserve that structure. We generalize the…
In this paper, we study temporal splitting algorithms for multiscale problems. The exact fine-grid spatial problems typically require some reduction in degrees of freedom. Multiscale algorithms are designed to represent the fine-scale…
This paper addresses the optimal covariance steering problem for stochastic discrete-time linear systems subject to probabilistic state and control constraints. A method is presented for efficiently attaining the exact solution of the…
We introduce a new formulation for the finite element immersed boundary method which makes use of a distributed Lagrange multiplier. We prove that a full discretization of our model, based on a semi-implicit time advancing scheme, is…
In this paper, a multiscale approach with partially explicit time discretization is proposed. The idea is to use a partially explicit time scheme, considering a filtration problem in a fractured medium, where the implicit scheme is used for…
We introduce an inferential framework for a wide class of semi-linear stochastic differential equations (SDEs). Recent work has shown that numerical splitting schemes can preserve critical properties of such types of SDEs, give rise to…
In this paper a numerical procedure to simulate low diffusivity scalar turbulence is presented. The method consists of using a grid for the advected scalar with a higher spatial resolutions than that of the momentum. The latter usually…
Recent applications (e.g. active gels and self-assembly of elastic sheets) motivate the need to efficiently simulate the dynamics of thin elastic sheets. We present semi-implicit time stepping algorithms to improve the time step constraints…
This paper is concerned about the implicit-explicit (IMEX) methods for a class of dissipative wave systems with time-varying velocity feedbacks and nonlinear potential energies, equipped with different boundary conditions. Firstly, we…
In theory, diffusion curves promise complex color gradations for infinite-resolution vector graphics. In practice, existing realizations suffer from poor scaling, discretization artifacts, or insufficient support for rich boundary…
This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial…
We develop a general strategy in order to implement (approximate) discrete transparent boundary conditions for finite difference approximations of the two-dimensional transport equation. The computational domain is a rectangle equipped with…
In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…
This work presents the discontinuous Galerkin discretization of the consistent splitting scheme proposed by Liu [J. Liu, J. Comp. Phys., 228(19), 2009]. The method enforces the divergence-free constraint implicitly, removing…
The pole condition approach for deriving transparent boundary conditions is extended to the time-dependent, two-dimensional case. Non-physical modes of the solution are identified by the position of poles of the solution's spatial Laplace…
In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. After time discretization, we utilize collocation technique and implement a product integration method in order to simplify the…
We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…
In this paper we combine a flexible covariant formulation of the shallow water equations with the semi-implicit numerical scheme developed over the years by Casulli and collaborators. After adopting an orthogonal, but non-orthonormal,…
In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…