Related papers: An efficient numerical scheme for a 3D spherical d…
We develop a new dispersion minimizing compact finite difference scheme for the Helmholtz equation in 2 and 3 dimensions. The scheme is based on a newly developed ray theory for difference equations. A discrete Helmholtz operator and a…
In this paper we consider unconditionally energy stable numerical schemes for the nonstationary 3D magneto-micropolar equations that describes the microstructure of rigid microelements in electrically conducting fluid flow under some…
We investigate the numerical approximation of the stochastic Allen--Cahn equation with multiplicative noise on a periodic domain. The considered scheme uses a recently proposed augmented variant of scalar auxiliary variable method for the…
In our previous work, numerical schemes for a simplified version of 3-wave kinetic equations, in which only the simple forward-cascade terms of the collision operators are kept, have been successfully designed, especially to capture the…
An implicit Euler--Maruyama method with non-uniform step-size applied to a class of stochastic partial differential equations is studied. A spectral method is used for the spatial discretization and the truncation of the Wiener process. A…
We develop a sampling scheme on the sphere that permits accurate computation of the spherical harmonic transform and its inverse for signals band-limited at $L$ using only $L^2$ samples. We obtain the optimal number of samples given by the…
We consider a sketched implementation of the finite element method for elliptic partial differential equations on high-dimensional models. Motivated by applications in real-time simulation and prediction we propose an algorithm that…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
We study a family of numerical schemes applied to a class of multiscale systems of stochastic differential equations. When the time scale separation parameter vanishes, a well-known Smoluchowski--Kramers diffusion approximation result…
In this paper we present a new Eulerian finite element method for the discretization of scalar partial differential equations on evolving surfaces. In this method we use the restriction of standard space-time finite element spaces on a…
This paper presents an efficient approach to image segmentation that approximates the piecewise-smooth (PS) functional in [12] with explicit solutions. By rendering some rational constraints on the initial conditions and the final solutions…
We present an amelioration of current known algorithms for optimal spectral partitioning problems. The idea is to use the advantage of a representation using density functions while decreasing the computational time. This is done by…
In this paper, we study the problem of computing the effective diffusivity for particles moving in chaotic flows. Instead of solving a convection-diffusion type cell problem in the Eulerian formulation (arising from homogenization theory…
In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a…
In this paper, we design, analyze, and numerically validate positive and energy-dissipating schemes for solving the time-dependent multi-dimensional system of Poisson-Nernst-Planck (PNP) equations, which has found much use in the modeling…
We develop a high-order, explicit method for acoustic scattering in three space dimensions based on a combined-field time-domain integral equation. The spatial discretization, of Nystr\"om type, uses Gaussian quadrature on panels combined…
In this paper, we propose a horizontal type method of lines numerical scheme for the unsteady Euler-Bernoulli beam equation. The problem is initially reformulated as a first order system of initial value problems and a suitable one-step…
In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…
In the present paper, we introduce a numerical scheme for the price of a barrier option when the price of the underlying follows a diffusion process. The numerical scheme is based on an extension of a static hedging formula of barrier…
In this paper, a linearized fully discrete scheme is proposed to solve the two-dimensional nonlinear time fractional Schr\"odinger equation with weakly singular solutions, which is constructed by using L1 scheme for Caputo fractional…