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In the context of unfitted finite element discretizations the realization of high order methods is challenging due to the fact that the geometry approximation has to be sufficiently accurate. Recently a new unfitted finite element method…

Numerical Analysis · Mathematics 2017-09-01 Christoph Lehrenfeld , Arnold Reusken

This paper proposes a new class of mass or energy conservative numerical schemes for the generalized Benjamin-Ono (BO) equation on the whole real line with arbitrarily high-order accuracy in time. The spatial discretization is achieved by…

Numerical Analysis · Mathematics 2021-08-31 Kai Yang

This work presents a novel stabilization strategy for the Galerkin formulation of the incompressible Navier-Stokes equations, developed to achieve high accuracy while ensuring convergence and compatibility with high-order elements on…

Numerical Analysis · Mathematics 2025-09-05 Antonio Blanco-Casares , Vishal Kumar , Daniel Mira , Oriol Lehmkuhl

In this paper, we introduce and analyze a class of numerical schemes that demonstrate remarkable superiority in terms of efficiency, the preservation of positivity, energy stability, and high-order precision to solve the time-dependent…

Numerical Analysis · Mathematics 2025-07-01 Waixiang Cao , Yuzhe Qin , Minqiang Xu

For the two-layer shallow water equations, a high-order compact gas-kinetic scheme (GKS) on triangular mesh is proposed. The two-layer shallow water equations have complex source terms in comparison with the single layer equations. The main…

Numerical Analysis · Mathematics 2023-06-08 Fengxiang Zhao , Jianping Gan , Kun Xu

In this work, we develop a new hydrostatic reconstruction procedure to construct well-balanced schemes for one and multilayer shallow water flows, including wetting and drying. Initially, we derive the method for a path-conservative finite…

Numerical Analysis · Mathematics 2024-06-21 Patrick Ersing , Sven Goldberg , Andrew R. Winters

We propose a simple modification of standard WENO finite volume methods for Cartesian grids, which retains the full spatial order of accuracy of the one-dimensional discretization when applied to nonlinear multidimensional systems of…

Numerical Analysis · Mathematics 2016-08-30 Pawel Buchmüller , Christiane Helzel

In this paper, we present a high-order unified gas-kinetic scheme (UGKS) using the weighted essentially non-oscillatory with adaptive-order (WENO-AO) method for spatial reconstruction and the two-stage fourth-order scheme for time…

Computational Physics · Physics 2022-12-12 Gyuha Lim , Yajun Zhu , Kun Xu

Common techniques for the spatial discretisation of PDEs on a macroscale grid include finite difference, finite elements and finite volume methods. Such methods typically impose assumed microscale structures on the subgrid fields, so…

Dynamical Systems · Mathematics 2022-04-15 J. E. Bunder , A. J. Roberts

We devise and evaluate numerically Hybrid High-Order (HHO) methods for hyperelastic materials undergoing finite deformations. The HHO methods use as discrete unknowns piecewise polynomials of order $k\ge1$ on the mesh skeleton, together…

Computational Engineering, Finance, and Science · Computer Science 2018-09-25 Mickaël Abbas , Alexandre Ern , Nicolas Pignet

We develop summation by parts (SBP) approach for generating high-order finite-difference schemes on the interval and propose new sets of schemes up to the 12th order. The coefficients of the schemes are governed by values of grid spacing…

Numerical Analysis · Mathematics 2017-12-08 Leonid Dovgilovich , Rustem Maksyutov , Ivan Sofronov

We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility jump models, e.g. in Bates model. In such models the option price is determined as the solution of a partial integro-differential…

Computational Finance · Quantitative Finance 2019-02-25 Bertram Düring , Alexander Pitkin

In this paper, we investigate neural networks applied to multiscale simulations and discuss a design of a novel deep neural network model reduction approach for multiscale problems. Due to the multiscale nature of the medium, the fine-grid…

Numerical Analysis · Mathematics 2024-12-20 Min Wang , Siu Wun Cheung , Wing Tat Leung , Eric T. Chung , Yalchin Efendiev , Mary Wheeler

In this paper, we propose a class of super-schemes for efficiently solving nonlinear unconstrained optimization problems. The proposed approach introduces two novel choices of step-size parameters, leading to efficient descent directions…

Optimization and Control · Mathematics 2026-04-24 Tugal Zhanlav , Lkhamsuren Altangerel , Khuder Otgondorj

In this study, we investigate the performance of two novel first-order optimization algorithms, namely the rescaled-gradient flow (RGF) and the signed-gradient flow (SGF). These algorithms are derived from the forward Euler discretization…

Machine Learning · Computer Science 2025-03-19 Siqi Zhang , Mouhacine Benosman , Orlando Romero

Finite element analysis of solid mechanics is a foundational tool of modern engineering, with low-order finite element methods and assembled sparse matrices representing the industry standard for implicit analysis. We use performance models…

The efficient solution of sparse, linear systems resulting from the discretization of partial differential equations is crucial to the performance of many physics-based simulations. The algorithmic optimality of multilevel approaches for…

Mathematical Software · Computer Science 2018-03-08 Andrew Reisner , Luke N. Olson , J. David Moulton

This work introduces an adaptive mesh refinement technique for hierarchical hybrid grids with the goal to reach scalability and maintain excellent performance on massively parallel computer systems. On the block structured hierarchical…

Numerical Analysis · Mathematics 2025-08-11 Benjamin Mann , Ulrich Rüde

We propose a fully discrete finite volume scheme for the standard Fokker-Planck equation. The space discretization relies on the well-known square-root approximation, which falls into the framework of two-point flux approximations. Our time…

Analysis of PDEs · Mathematics 2024-10-07 Clément Cancès , Léonard Monsaingeon , Andrea Natale

We consider electricity capacity expansion models, which optimize investment and retirement decisions by minimizing both investment and operation costs. In order to provide credible support for planning and policy decisions, these models…

Optimization and Control · Mathematics 2025-01-08 Filippo Pecci , Jesse D. Jenkins
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