English
Related papers

Related papers: Solving Elliptic Interface Problems with Jump Cond…

200 papers

We use high order finite difference methods to solve the wave equation in the second order form. The spatial discretization is performed by finite difference operators satisfying a summation-by-parts property. The focus of this work is on…

Numerical Analysis · Mathematics 2017-02-08 Siyang Wang , Kristoffer Virta , Gunilla Kreiss

We present a constructive method to devise boundary conditions for solutions of second-order elliptic equations so that these solutions satisfy specific qualitative properties such as: (i) the norm of the gradient of one solution is bounded…

Analysis of PDEs · Mathematics 2012-10-16 Guillaume Bal , Matias Courdurier

We propose a new, unified approach to solving jump-diffusion partial integro-differential equations (PIDEs) that often appear in mathematical finance. Our method consists of the following steps. First, a second-order operator splitting on…

Computational Finance · Quantitative Finance 2014-04-15 Andrey Itkin

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…

Analysis of PDEs · Mathematics 2019-09-12 Christophe Besse , Jean-François Coulombel , Pascal Noble

We study finite element approximations of elliptic and parabolic interface problems with discontinuous coefficients and nonlinear jump conditions. We introduce a scalar interface reduction in which the solution is decomposed into a…

Numerical Analysis · Mathematics 2026-05-12 So-Hsiang Chou

In this paper, we develop an efficient preconditioned unfitted finite element method for the elliptic interface problem, based on the reconstructed discontinuous approximation. The approximation method for interface problems is originally…

Numerical Analysis · Mathematics 2026-05-28 Ruo Li , Qicheng Liu , Fanyi Yang , Shuhai Zhao

A new immersed finite element (IFE) method is developed for second-order elliptic problems with discontinuous diffusion coefficient. The IFE space is constructed based on the rotated Q1 nonconforming finite elements with the integral-value…

Numerical Analysis · Mathematics 2019-10-18 Tao Lin , Dongwoo Sheen , Xu Zhang

Elliptic partial differential equations are important both from application and analysis points of views. In this paper we apply the Closest Point Method to solving elliptic equations on general curved surfaces. Based on the closest point…

Numerical Analysis · Mathematics 2014-10-28 Yujia Chen , Colin B. Macdonald

This paper studies the formulation, well-posedness, and numerical solution of Bayesian inverse problems on metric graphs, in which the edges represent one-dimensional wires connecting vertices. We focus on the inverse problem of recovering…

Analysis of PDEs · Mathematics 2026-03-30 David Bolin , Wenwen Li , Daniel Sanz-Alonso

Elliptic interface problems arise in numerous scientific and engineering applications, modeling heterogeneous materials in which physical properties change discontinuously across interfaces. In this paper, we present…

Numerical Analysis · Mathematics 2025-08-26 Xinwen Ding , Adam R Stinchcombe

A novel and scalable geometric multi-level algorithm is presented for the numerical solution of elliptic partial differential equations, specially designed to run with high occupancy of streaming processors inside Graphics Processing…

Mathematical Software · Computer Science 2017-03-22 J. T. Becerra-Sagredo , F. Mandujano , C. Malaga

We present an approach to handle Dirichlet type nonlocal boundary conditions for nonlocal diffusion models with a finite range of nonlocal interactions. Our approach utilizes a linear extrapolation of prescribed boundary data. A novelty is,…

Analysis of PDEs · Mathematics 2021-08-27 Hwi Lee , Qiang Du

We study existence and Lorentz regularity of distributional solutions to elliptic equations with either a convection or a drift first order term. The presence of such a term makes the problem not coercive. The main tools are pointwise…

Analysis of PDEs · Mathematics 2021-06-16 Stefano Buccheri

The interface problem for the linear Schr\"odinger equation in one-dimensional piecewise homogeneous domains is examined by providing an explicit solution in each domain. The location of the interfaces is known and the continuity of the…

Mathematical Physics · Physics 2015-08-20 Natalie E Sheils , Bernard Deconinck

This note is devoted to some nonlocal, nonlinear elliptic problems with an emphasis on the computation of the solution of such problems, reducing it in particular to a fixed point argument in R. Errors estimates and numerical experiments…

Analysis of PDEs · Mathematics 2026-01-28 M. M. Chipot , A. Luthra , S. A. Sauter

We formulate and study an elliptic transmission-like problem combining local and nonlocal elements. Let $\mathbb{R}^{n}$ be separated into two components by a smooth hypersurface $\Gamma$. On one side of $\Gamma$, a function satisfies a…

Analysis of PDEs · Mathematics 2015-06-19 Dennis Kriventsov

This paper proposes a Cartesian grid-based boundary integral method for efficiently and stably solving two representative moving interface problems, the Hele-Shaw flow and the Stefan problem. Elliptic and parabolic partial differential…

Numerical Analysis · Mathematics 2026-04-22 Han Zhou , Shuwang Li , Wenjun Ying

In this paper, we present an anti-diffusive method dedicated to the simulation of interface flows on Cartesian grids involving an arbitrary number m of compress- ible components. Our work is two folds. First, we introduce a m-component flow…

Numerical Analysis · Mathematics 2015-06-16 Marie Billaud Friess , Samuel Kokh

In this paper we show existence of solutions for some elliptic problems with nonlocal diffusion by means of nonvariational tools. Our proof is based on the use of topological degree, which requires a priori bounds for the solutions. We…

Analysis of PDEs · Mathematics 2015-06-16 B. Barrios , L. Del Pezzo , J. García-Melián , A. Quaas

This paper presents a space-time interface-fitted finite element method for solving a parabolic advection-diffusion problem with a nonstationary interface. The jumping diffusion coefficient gives rise to the discontinuity of the solution…

Numerical Analysis · Mathematics 2025-01-13 Quang Huy Nguyen , Van Chien Le , Phuong Cuc Hoang , Thi Thanh Mai Ta