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We present fast, spatially dispersionless and unconditionally stable high-order solvers for Partial Differential Equations (PDEs) with variable coefficients in general smooth domains. Our solvers, which are based on (i) A certain "Fourier…

Numerical Analysis · Mathematics 2012-09-05 O. P. Bruno , A. Prieto

Integral equation methods for the solution of partial differential equations, when coupled with suitable fast algorithms, yield geometrically flexible, asymptotically optimal and well-conditioned schemes in either interior or exterior…

Numerical Analysis · Mathematics 2015-06-05 Andreas Klöckner , Alexander Barnett , Leslie Greengard , Michael O'Neil

Internal interfaces in a domain could exist as a material defect or they can appear due to propagations of cracks. Discretization of such geometries and solution of the contact problem on the internal interfaces can be computationally…

Numerical Analysis · Mathematics 2022-02-08 Hardik Kothari , Rolf Krause

This paper presents a numerical method for variable coefficient elliptic PDEs with mostly smooth solutions on two dimensional domains. The PDE is discretized via a multi-domain spectral collocation method of high local order (order 30 and…

Numerical Analysis · Mathematics 2016-12-09 Tracy Babb , Adrianna Gillman , Sijia Hao , Per-Gunnar Martinsson

The Finite Element Method (FEM) is the gold standard for spatial discretization in numerical simulations for a wide spectrum of real-world engineering problems. Prototypical areas of interest include linear heat transfer and linear…

Numerical Analysis · Mathematics 2022-01-10 Marcelo Forets , Daniel Freire Caporale , Jorge M. Pérez Zerpa

The immersed boundary (IB) method is a widely used approach to simulating fluid-structure interaction (FSI). Although explicit versions of the IB method can suffer from severe time step size restrictions, these methods remain popular…

Numerical Analysis · Mathematics 2016-12-08 Amneet Pal Singh Bhalla , Matthew G. Knepley , Mark F. Adams , Robert D. Guy , Boyce E. Griffith

A new scheme is proposed to construct an n-times differentiable function extension of an n-times differentiable function defined on a smooth domain D in d-dimensions. The extension scheme relies on an explicit formula consisting of a linear…

Numerical Analysis · Mathematics 2023-12-05 Charles L. Epstein , Fredrik Fryklund , Shidong Jiang

As a sequel to our previous work [C. Ma, Q. Zhang and W. Zheng, SIAM J. Numer. Anal., 60 (2022)], [C. Ma and W. Zheng, J. Comput. Phys. 469 (2022)], this paper presents a generic framework of arbitrary Lagrangian-Eulerian unfitted finite…

Numerical Analysis · Mathematics 2024-04-25 Wenhao Lu , Chuwen Ma , Weiying Zheng

In this work, we study the design and analysis of a novel hybrid high-order (HHO) method on unfitted meshes. HHO methods rely on a pair of unknowns, combining polynomials attached to the mesh faces and the mesh cells. In the unfitted…

Numerical Analysis · Mathematics 2025-10-10 Erik Burman , Alexandre Ern , Romain Mottier

This work introduces a novel, fully robust and highly-scalable, $h$-adaptive aggregated unfitted finite element method for large-scale interface elliptic problems. The new method is based on a recent distributed-memory implementation of the…

Numerical Analysis · Mathematics 2021-04-07 Eric Neiva , Santiago Badia

In this paper we study high order expansions of chart maps for local finite dimensional unstable manifolds of hyperbolic equilibrium solutions of scalar parabolic partial differential equations. Our approach is based on studying an…

Dynamical Systems · Mathematics 2016-05-30 Jason Mireles-James , Christian Reinhardt

A new projection method based on radial basis functions (RBFs) is presented for discretizing the incompressible unsteady Stokes equations in irregular geometries. The novelty of the method comes from the application of a new technique for…

Numerical Analysis · Mathematics 2015-09-21 Edward J. Fuselier , Varun Shankar , Grady B. Wright

Wavelet-based grid adaptation methods use multiresolution analysis for error estimation, offering a mathematically rigorous approach to adaptive grid refinement when solving Partial Differential Equations (PDEs). However, applying these…

Numerical Analysis · Mathematics 2026-03-20 Changxiao Nigel Shen , Wim M. van Rees

We propose a new discretization method for PDEs on moving domains in the setting of unfitted finite element methods, which is provably higher-order accurate in space and time. In the considered setting, the physical domain that evolves…

Numerical Analysis · Mathematics 2022-02-18 Yimin Lou , Christoph Lehrenfeld

In this paper, we propose a novel high order unfitted finite element method on Cartesian meshes for solving the acoustic wave equation with discontinuous coefficients having complex interface geometry. The unfitted finite element method…

Numerical Analysis · Mathematics 2023-02-06 Zhiming Chen , Yong Liu , Xueshuang Xiang

We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the standard time stepping methods which uses basic increments of…

Numerical Analysis · Mathematics 2010-05-31 Gabriel J. Lord , Antoine Tambue

We develop a high order cut finite element method for the Stokes problem based on general inf-sup stable finite element spaces. We focus in particular on composite meshes consisting of one mesh that overlaps another. The method is based on…

Numerical Analysis · Mathematics 2015-05-05 August Johansson , Mats G. Larson , Anders Logg

We propose a sparse grid stochastic collocation method for long-time simulations of stochastic differential equations (SDEs) driven by white noise. The method uses pre-determined sparse quadrature rules for the forcing term and constructs…

Numerical Analysis · Mathematics 2017-06-13 H. Cagan Ozen , Guillaume Bal

This paper describes a novel approach to neighbour-finding in Smoothed Particle Hydrodynamics (SPH) simulations with large dynamic range in smoothing length. This approach is based on hierarchical cell decompositions, sorted interactions,…

Instrumentation and Methods for Astrophysics · Physics 2013-09-17 Pedro Gonnet , Matthieu Schaller , Tom Theuns , Aidan B. G. Chalk

We introduce a closed-form expansion for the transition density of elliptic and hypo-elliptic multivariate Stochastic Differential Equations (SDEs), over a period $\Delta\in (0,1)$, in terms of powers of $\Delta^{j/2}$, $j\ge 0$. Our…

Numerical Analysis · Mathematics 2025-09-17 Yuga Iguchi , Alexandros Beskos
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