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We present high-order compact schemes for a linear second-order parabolic partial differential equation (PDE) with mixed second-order derivative terms in two spatial dimensions. The schemes are applied to option pricing PDE for a family of…
We compare and discuss the respective efficiency of three methods (with two variants for each of them), based respectively on Taylor (Maclaurin) series, Pad\'{e} approximants and conformal mappings, for solving quasi-analytically a…
A new class of high-order maximum principle preserving numerical methods is proposed for solving parabolic equations, with application to the semilinear Allen--Cahn equation. The proposed method consists of a $k$th-order multistep…
We develop new adaptive alternative weighted essentially non-oscillatory (A-WENO) schemes for hyperbolic systems of conservation laws. The new schemes employ the recently proposed local characteristic decomposition based central-upwind…
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…
We provide a primer to numerical methods based on Taylor series expansions such as generalized finite difference methods and collocation methods. We provide a detailed benchmarking strategy for these methods as well as all data files…
High-order implicit shock tracking (fitting) is a class of high-order, optimization-based numerical methods to approximate solutions of conservation laws with non-smooth features by aligning elements of the computational mesh with…
The Laplacian appears in several partial differential equations used to model wave propagation. Summation-by-parts--simultaneous approximation term (SBP-SAT) finite difference methods are often used for such equations, as they combine…
We introduce a new scheme adaption strategy for one- and two-dimensional hyperbolic systems of conservation laws. The proposed approach builds upon the adaptive framework introduced in [S. Chu, A. Kurganov, and I. Menshov, Appl. Numer.…
Semi-implicit spectral deferred correction (SDC) methods provide a systematic approach to construct time integration methods of arbitrarily high order for nonlinear evolution equations including conservation laws. They converge towards $A$-…
This paper presents an efficient high-order sharp-interface method for solving the three-dimensional (3D) Poisson equation with Dirichlet boundary conditions on a nonuniform Cartesian grid with irregular domain boundaries. The new approach…
The idea of using fast sweeping methods for solving stationary systems of conservation laws has previously been proposed for efficiently computing solutions with sharp shocks. We further develop these methods to allow for a more challenging…
We present strongly convergent explicit and semi-implicit adaptive numerical schemes for systems of stiff stochastic differential equations (SDEs) where both the drift and diffusion are non-globally Lipschitz continuous. This stiffness may…
We propose an adaptive proximal gradient method for minimizing the sum of two functions, where one is a simple convex function, and the other belongs to one of the three classes: nonconvex smooth, convex nonsmooth, or convex smooth. The key…
In this work, we present a second-order nonuniform time-stepping scheme for the time-fractional Allen-Cahn equation. We show that the proposed scheme preserves the discrete maximum principle, and by using the convolution structure of…
Packing optimization is a prevalent problem that necessitates robust and efficient algorithms that are also simple to implement. One group of approaches is the raster methods, which rely on approximating the objects with pixelated…
Since their introduction, anchoring methods in extragradient-type saddlepoint problems have inspired a flurry of research due to their ability to provide order-optimal rates of accelerated convergence in very general problem settings. Such…
We present a graph-based numerical method for solving hyperbolic systems of conservation laws using discontinuous finite elements. This work fills important gaps in the theory as well as practice of graph-based schemes. In particular, four…
In this paper, we introduce a fourth-order accurate finite element method for incompressible variable density flow. The method is implicit in time and constructed with the Taylor series technique, and uses standard high-order Lagrange basis…
In a recent article \cite{manimegalai2019}, Aboodh transform based homotopy perturbation method ($AT$) has been found to produce approximate analytical solutions in a simple way but with better accuracy in comparison to those obtained from…