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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…
The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…
We propose and analyze a second-order Strang splitting method for a class of stiff matrix differential equations with Sylvester-type structure. The method splits the dynamics into a stiff linear part, treated exactly via matrix…
Semi-Lagrangian methods have traditionally been developed in the framework of hyperbolic equations, but several extensions of the Semi-Lagrangian approach to diffusion and advection--diffusion problems have been proposed recently. These…
In this paper we consider a differential--difference system which is equivalent to the commutativity condition of two differential--difference operators. We study the rank two algebro--geometric solutions of this system.
An efficient finite-difference time-domain (FDTD) algorithm is built to solve the transverse electric 2D Maxwell's equations with inhomogeneous dielectric media where the electric fields are discontinuous across the dielectric interface.…
In this work, we present a new high order Discontinuous Galerkin time integration scheme for second-order (in time) differential systems that typically arise from the space discretization of the elastodynamics equation. By rewriting the…
This work presents a numerical investigation of different approximation techniques for the temporal weights used in the Dual Weighted Residual (DWR) method applied to a time-dependent convection-diffusion equation which is assumed to be…
In this work, we investigate (energy) stability of global radial basis function (RBF) methods for linear advection problems. Classically, boundary conditions (BC) are enforced strongly in RBF methods. By now it is well-known that this can…
A general conversion strategy by involving a shifted parameter $\theta$ is proposed to construct high-order accuracy difference formulas for fractional calculus operators. By converting the second-order backward difference formula with such…
This paper describes a new numerical method for solving eigenstate problems, such as time-independent Schrodinger equation. The idea is to use the first order perturbation theory to rewrite the eigenvalue problem as a system of first order…
A well-balanced second-order finite volume scheme is proposed and analyzed for a 2 X 2 system of non-linear partial differential equations which describes the dynamics of growing sandpiles created by a vertical source on a flat, bounded…
In this paper, we present a novel explicit second order scheme with one step for solving the forward backward stochastic differential equations, with the Crank-Nicolson method as a specific instance within our proposed framework. We first…
In recent papers the author introduced a simple alternative to isoparametric finite elements of the n-simplex type, to enhance the accuracy of approximations of second-order boundary value problems with Dirichlet conditions, posed in smooth…
In the finite volume framework, a Lax-Wendrof type second-order flux solver for the compressible Navier-Stokes equations is proposed by utilizing a hyperbolic relaxation model. The flux solver is developed by applying the generalized…
Design optimization and uncertainty quantification, among other applications of industrial interest, require fast or multiple queries of some parametric model. The Proper Generalized Decomposition (PGD) provides a separable solution, a…
We study in this paper a multilayer discretization of second order elliptic problems, aimed at providing reliable multilayer discretizations of shallow fluid flow problems with diffusive effects. This discretization is based upon the…
Inspired by multigrid methods for linear systems of equations, multilevel optimization methods have been proposed to solve structured optimization problems. Multilevel methods make more assumptions regarding the structure of the…
The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible…
In this paper, a kind of finite-difference lattice Boltzmann method with the second-order accuracy of time and space (T2S2-FDLBM) is proposed. In this method, a new simplified two-stage fourth order time-accurate discretization approach is…