Related papers: Very high-order Cartesian-grid finite difference m…
We study the problem of solving strongly convex and smooth unconstrained optimization problems using stochastic first-order algorithms. We devise a novel algorithm, referred to as Recursive One-Over-T SGD (ROOT-SGD), based on an easily…
Results of research of possibility of transformation of a difference equation into a system of the first-order difference equation are presented. In contrast to the method used previously, an unknown grid function is split into two new…
The need to smoothly cover a computational domain of interest generically requires the adoption of several grids. To solve the problem of interest under this grid-structure one must ensure the suitable transfer of information among the…
We introduce a novel numerical method, named the Robin Hood method, of solving electrostatic problems. The approach of the method is closest to the boundary element methods, although significant conceptual differences exist with respect to…
For a second order formally symmetric elliptic differential expression we show that the knowledge of the Dirichlet-to-Neumann map or Robin-to-Dirichlet map for suitably many energies on an arbitrarily small open subset of the boundary…
Partial differential equations can be used to model many problems in several fields of application including, e.g., fluid mechanics, heat and mass transfer, and electromagnetism. Accurate discretization methods (e.g., finite element or…
ADER schemes are numerical methods, which can reach an arbitrary order of accuracy in both space and time. They are based on a reconstruction procedure and the solution of generalized Riemann problems. However, for general boundary…
This is a survey on the use of Fourier transformation methods in the treatment of boundary problems for the fractional Laplacian $(-\Delta)^a$ (0<a<1), and pseudodifferential generalizations P, over a bounded open set $\Omega$ in $R^n$. The…
This paper serves to treat boundary conditions numerically with high order accuracy in order to match the two-stage fourth-order finite volume schemes for hyperbolic problems developed in [{\em J. Li and Z. Du, A two-stage fourth order…
This work focuses on the development and analysis of a partitioned numerical method for moving domain, fluid-structure interaction problems. We model the fluid using incompressible Navier-Stokes equations, and the structure using linear…
In this paper, we propose a domain decomposition method for multiscale second order elliptic partial differential equations with highly varying coefficients. The method is based on a discontinuous Galerkin formulation. We present both a…
As part of our development of a computer code to perform 3D `constrained evolution' of Einstein's equations in 3+1 form, we discuss issues regarding the efficient solution of elliptic equations on domains containing holes (i.e., excised…
We analyse a posteriori error estimates for the discretization with mixed finite elements on simplicial or Cartesian meshes of the multigroup neutron simplified transport (SPN ) equations, in the case where a Robin (or Fourier type)…
A Cylindrical Algebraic Decomposition (CAD) is a decomposition of R^n into a finite collection of semialgebraic cells. A CAD satisfies the "frontier condition" if, for every cell C, there is a collection of cells of the decomposition whose…
We present a high-order scheme for solving the full non-linear Einstein equations on characteristic null hypersurfaces using the framework established by Bondi and Sachs. This formalism allows asymptotically flat spaces to be represented on…
In this paper, we consider the numerical pricing of financial derivatives using Radial Basis Function generated Finite Differences in space. Such discretization methods have the advantage of not requiring Cartesian grids. Instead, the nodes…
We propose a monotone discretization for the integral fractional Laplace equation on bounded Lipschitz domains with the homogeneous Dirichlet boundary condition. The method is inspired by a quadrature-based finite difference method of Huang…
We formulate a new family of high order on-surface radiation conditions to approximate the outgoing solution to the Helmholtz equation in exterior domains. Motivated by the pseudo-differential expansion of the Dirichlet-to-Neumann operator…
When solving the American options with or without dividends, numerical methods often obtain lower convergence rates if further treatment is not implemented even using high-order schemes. In this article, we present a fast and explicit…
Splitting methods constitute a well-established class of numerical schemes for the time integration of partial differential equations. Their main advantages over more traditional schemes are computational efficiency and superior geometric…