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We propose a novel numerical homogenization method based on the edge multiscale approach for solving indefinite time-harmonic Maxwell equations in heterogeneous media with large wavenumber. Numerical methods for these equations in…

Numerical Analysis · Mathematics 2026-04-27 Yueqi Wang , Wing Tat Leung , Guanglian Li

We consider the Helmholtz equation defined in unbounded domains, external to 2D bounded ones, endowed with a Dirichlet condition on the boundary and the Sommerfeld radiation condition at infinity. To solve it, we reduce the infinite region,…

Numerical Analysis · Mathematics 2021-07-13 Luca Desiderio , Silvia Falletta , Matteo Ferrari , Letizia Scuderi

We present a spectrally accurate embedded boundary method for solving linear, inhomogeneous, elliptic partial differential equations (PDE) in general smooth geometries, focusing in this manuscript on the Poisson, modified Helmholtz, and…

Numerical Analysis · Mathematics 2022-09-28 David B. Stein

A boundary integral formulation for the solution of the Helmholtz equation is developed in which all traditional singular behaviour in the boundary integrals is removed analytically. The numerical precision of this approach is illustrated…

Computational Physics · Physics 2019-10-02 Q. Sun , E. Klaseboer , B. C. Khoo , D. Y. C. Chan

This paper considers the initial-boundary value problem for the heat equation with a dynamic type boundary condition. Under some regularity, consistency and orthogonality conditions, the existence, uniqueness and continuous dependence upon…

Mathematical Physics · Physics 2013-06-21 Nazim B. Kerimov , Mansur I. Ismailov

This paper deals with the numerical methods for the reconstruction of source term in linear parabolic equation from final overdetermination. We assume that the source term has the form f(x)h(t) and h(t) is given, which guarantees the…

Analysis of PDEs · Mathematics 2014-02-19 Xiaoping Fang , Youjun Deng , Jing Li

In this paper we consider the problem of simultaneously determining the time-dependent thermal diffusivity and the temperature distribution in one-dimensional heat equation in the case of nonlocal boundary and integral overdetermination…

Analysis of PDEs · Mathematics 2015-03-17 Mansur I. Ismailov , Fatma Kanca

The purpose of this research is to describe an efficient iterative method suitable for obtaining high accuracy solutions to high frequency time-harmonic scattering problems. The method allows for both refinement of local polynomial degree…

Computational Physics · Physics 2018-12-26 Ryan Galagusz , Steve McFee

In this paper, we consider the extension of the finite element exterior calculus from elliptic problems, in which the Hodge Laplacian is an appropriate model problem, to parabolic problems, for which we take the Hodge heat equation as our…

Numerical Analysis · Mathematics 2018-11-13 Douglas N. Arnold , Hongtao Chen

We present a fast method for numerically solving the inhomogeneous Helmholtz equation. Our iterative method is based on the Born series, which we modified to achieve convergence for scattering media of arbitrary size and scattering…

Computational Physics · Physics 2016-07-14 Gerwin Osnabrugge , Saroch Leedumrongwatthanakun , Ivo M. Vellekoop

We show that the properties of the lower part of the spectrum of the Helmholtz equation for an heterogeneous system in a finite region in $d$ dimensions, where the solutions to the homogeneous problems are known, can be systematically…

Mathematical Physics · Physics 2015-12-23 Paolo Amore

In this paper, we design, analyze and implement efficient time parallel method for a class of fourth order time-dependent partial differential equations (PDEs), namely biharmonic heat equation, linearized Cahn-Hilliard (CH) equation and the…

Numerical Analysis · Mathematics 2023-04-28 Gobinda Garai , Bankim C. Mandal

Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…

Numerical Analysis · Mathematics 2026-01-09 Jan Bouwe van den Berg , Maxime Breden

The Unified Transform provides a novel method for analyzing boundary value problems for linear and for integrable nonlinear PDEs. The numerical implementation of this method to linear elliptic PDEs formulated in the {\it interior} of a…

Analysis of PDEs · Mathematics 2014-01-14 A. S. Fokas , J. Lenells

We introduce a time-implicit, finite-element based space-time discretization scheme for the backward stochastic heat equation, and for the forward-backward stochastic heat equation from stochastic optimal control, and prove strong rates of…

Optimization and Control · Mathematics 2020-12-21 Andreas Prohl , Yanqing Wang

We present the hyperasymptotic expansions for a certain group of solutions of the heat equation. We extend this result to a more general case of linear PDEs with constant coefficients. The generalisation is based on the method of Borel…

Analysis of PDEs · Mathematics 2019-12-03 Sławomir Michalik , Maria Suwińska

There are many numerical methods for solving partial different equations (PDEs) on manifolds such as classical implicit, finite difference, finite element, and isogeometric analysis methods which aim at improving the interoperability…

Numerical Analysis · Mathematics 2023-11-17 Wenrui Hao , Jonathan D. Hauenstein , Margaret H. Regan , Tingting Tang

We consider the initial boundary value problem of non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random perturbation. The space boundary is Lipschitz and we impose non-zero…

Analysis of PDEs · Mathematics 2011-07-01 Tongkeun Chang , Kijung Lee , Minsuk Yang

We introduce a novel numerical method to integrate partial differential equations representing the Hamiltonian dynamics of field theories. It is a multi-symplectic integrator that locally conserves the stress-energy tensor with an excellent…

Numerical Analysis · Mathematics 2017-02-23 Hugo Ricateau , Leticia F. Cugliandolo

We consider the mixed Dirichlet-conormal problem for the heat equation on cylindrical domains with a bounded and Lipschitz base $\Omega\subset \mathbb{R}^d$ and a time-dependent separation $\Lambda$. Under certain mild regularity…

Analysis of PDEs · Mathematics 2021-11-24 Hongjie Dong , Zongyuan Li