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In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…

Numerical Analysis · Mathematics 2020-10-06 Long Teng , Weidong Zhao

We consider second-order PDE problems set in unbounded domains and discretized by Lagrange finite elements on a finite mesh, thus introducing an artificial boundary in the discretization. Specifically, we consider the reaction diffusion…

Numerical Analysis · Mathematics 2025-03-31 T. Chaumont-Frelet

Spectral deferred corrections (SDC) is an iterative approach for constructing higher- order accurate numerical approximations of ordinary differential equations. SDC starts with an initial approximation of the solution defined at a set of…

Computational Engineering, Finance, and Science · Computer Science 2017-06-14 R. W. Grout , H. Kolla , M. L. Minion , J. B. Bell

Simulation of 3D low-frequency electromagnetic fields propagating in the Earth is computationally expensive. We present a fictitious wave domain high-order finite-difference time-domain (FDTD) modelling method on nonuniform grids to compute…

Numerical Analysis · Mathematics 2023-02-13 Pengliang Yang , Rune Mittet

We propose a Bernoulli phase-fitted (BPF) finite difference method for the Helmholtz equation on the interval $(0, L)$ with impedance boundary conditions. The scheme is derived from a complexified Scharfetter--Gummel discretization of the…

Numerical Analysis · Mathematics 2026-05-21 Ansgar Jüngel , Panchi Li , Zhiwei Sun , Zhiwen Zhang

Time-harmonic solutions to the wave equation can be computed in the frequency or in the time domain. In the frequency domain, one solves a discretized Helmholtz equation, while in the time domain, the periodic solutions to a discretized…

Numerical Analysis · Mathematics 2021-10-26 Christiaan C. Stolk

From ancient to modern times, acoustic structures have been used to control the propagation of acoustic waves. However, the design of the acoustic structures has remained widely a time-consuming and computational resource-consuming…

Sound · Computer Science 2024-11-12 Xuecong Sun , Han Jia , Yuzhen Yang , Han Zhao , Yafeng Bi , Zhaoyong Sun , Jun Yang

In this paper, a generalized finite element method (GFEM) with optimal local approximation spaces for solving high-frequency heterogeneous Helmholtz problems is systematically studied. The local spaces are built from selected eigenvectors…

Numerical Analysis · Mathematics 2022-09-15 Chupeng Ma , Christian Alber , Robert Scheichl

High-order accurate summation-by-parts (SBP) finite difference (FD) methods constitute efficient numerical methods for simulating large-scale hyperbolic wave propagation problems. Traditional SBP FD operators that approximate first-order…

Numerical Analysis · Mathematics 2021-07-27 Kenneth Duru , Frederick Fung , Christopher Williams

In the context of providing a mathematical framework for the propagation of ultrasound waves in a random multiscale medium, we consider the scattering of classical waves (modeled by a divergence form scalar Helmholtz equation) by a bounded…

Analysis of PDEs · Mathematics 2023-09-15 Josselin Garnier , Laure Giovangigli , Quentin Goepfert , Pierre Millien

In this work, we show high order splitting methods of integration without negative steps, allowing us to solve numerically irreversible problems, like reaction-diffusion equations. The methods consist in a suitable affine combinations of…

Numerical Analysis · Mathematics 2014-10-21 Mariano De Leo , Diego Rial , Constanza Sanchez de la Vega

We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…

Numerical Analysis · Mathematics 2017-06-26 Brittany D. Froese , Tiago Salvador

This paper presents an efficient Krylov subspace iterative solver for the three-dimensional (3D) Helmholtz equation with non-constant coefficients and absorbing boundary conditions, combining high-resolution compact schemes with low-order…

Numerical Analysis · Mathematics 2026-02-10 Yury Gryazin , Ron Gonzales , Xiaoye Sherry Li

This paper introduces a novel boundary integral approach of shape uncertainty quantification for the Helmholtz scattering problem in the framework of the so-called parametric method. The key idea is to construct an integration grid whose…

Computational Engineering, Finance, and Science · Computer Science 2018-11-29 Yuval Harness

This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn--Hilliard equation with Lipschitz nonlinearity and multiplicative noise. Based on fine estimates of the discrete Green…

Numerical Analysis · Mathematics 2026-04-14 Jialin Hong , Diancong Jin , Derui Sheng

This work develops a dynamic homogenization approach for metamaterials. It finds an approximate macroscopic homogenized equation with constant coefficients posed in space and time; however, the resulting homogenized equation is higher order…

Analysis of PDEs · Mathematics 2022-06-23 Kshiteej Deshmukh , Timothy Breitzman , Kaushik Dayal

This paper concerns an inverse elastic scattering problem which is to determine the location and the shape of a rigid obstacle from the phased or phaseless far-field data for a single incident plane wave. By introducing the Helmholtz…

Analysis of PDEs · Mathematics 2018-12-03 Heping Dong , Jun Lai , Peijun Li

We describe a new approach to derive numerical approximations of boundary conditions for high-order accurate finite-difference approximations. The approach, called the Local Compatibility Boundary Condition (LCBC) method, uses boundary…

Numerical Analysis · Mathematics 2022-05-30 Nour G. Al Hassanieh , Jeffrey W. Banks , William D. Henshaw , Donald W. Schwendeman

We review some recent work in fast, efficient and accurate methods to compute viscosity solutions and non-viscosity solutions to static Hamilton-Jacobi equations which arise in optimal control, anisotropic front propagation, and multiple…

Numerical Analysis · Mathematics 2025-10-20 J. A. Sethian

The homogeneous wave equation is solved by a time-domain boundary element method (BEM) using low-order shape functions for spatial, and the generalised convolution quadrature method (gCQ) by Lopez-Fernandez and Sauter for temporal…

Numerical Analysis · Mathematics 2026-03-26 Martin Schanz , Vibudha Lakshmi Keshava , Herbert de Gersem