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A new fast multipole formulation for solving elliptic difference equations on unbounded domains and its parallel implementation are presented. These difference equations can arise directly in the description of physical systems, e.g.…
The boundary integral method for calculating the stationary states of a quantum particle in nano-devices and quantum billiards is presented in detail at an elementary level. According to the method, wave functions inside the domain of the…
Mixed optimal stopping and stochastic control problems define variational inequalities with non-linear Hamilton-Jacobi-Bellman (HJB) operators, whose numerical solution is notoriously difficult and lack of reliable benchmarks. We first use…
The direct-forcing immersed boundary method (DF-IBM) algorithm previously developed by the authors is extended by coupling the Navier-Stokes equations with the Newton-Euler equations for rigid body dynamics within the DF-IBM framework. This…
The Immersed Boundary (IB) method of Peskin (J. Comput. Phys., 1977) is useful for problems involving fluid-structure interactions or complex geometries. By making use of a regular Cartesian grid that is independent of the geometry, the IB…
In this paper, we mainly focus on solving high-dimensional stochastic Hamiltonian systems with boundary condition, which is essentially a Forward Backward Stochastic Differential Equation (FBSDE in short), and propose a novel method from…
We discuss the integrable boundary conditions for the one-dimensional (1D) Hubbard Model in the framework of the Quantum Inverse Scattering Method (QISM). We use the fermionic R-matrix proposed by Olmedilla et al. to treat the twisted…
The Poisson-Boltzmann model is an effective and popular approach for modeling solvated biomolecules in continuum solvent with dissolved electrolytes. In this paper, we report our recent work in developing a Galerkin boundary integral method…
We present a methodology for simulating three-dimensional flow of incompressible viscoplastic fluids modelled by generalised Newtonian rheological equations. It is implemented in a highly efficient framework for massively parallelisable…
A fourth-order finite volume embedded boundary (EB) method is presented for the unsteady Stokes equations. The algorithm represents complex geometries on a Cartesian grid using EB, employing a technique to mitigate the "small cut-cell"…
This work proposes four novel hybrid quadrature schemes for the efficient and accurate evaluation of weakly singular boundary integrals (1/r kernel) on arbitrary smooth surfaces. Such integrals appear in boundary element analysis for…
In this work, we study the eigenvalue problem associated with the bidomain operator in an anisotropic heterogeneous domain composed of three subregions representing the left ventricle, the septum, and the right ventricle. The anisotropic…
This paper proposes an isogeometric boundary element method (IGBEM) to solve the electromagnetic scattering problems for three-dimensional doubly-periodic multi-layered structures. The main concerns are the constructions of (i) an open…
This manuscript presents a new extended linear system for integral equation based techniques for solving boundary value problems on locally perturbed geometries. The new extended linear system is similar to a previously presented technique…
We review a scalable two- and three-dimensional computer code for low-temperature plasma simulations in multi-material complex geometries. Our approach is based on embedded boundary (EB) finite volume discretizations of the minimal…
The Immersed Boundary Method (IBM) is one of the popular one-fluid mixed Eulerian-Lagrangian methods to simulate motion of droplets. While the treatment of a moving complex boundary is an extremely time consuming and formidable task in a…
Two novel parallel Newton-Krylov Balancing Domain Decomposition by Constraints (BDDC) and Dual-Primal Finite Element Tearing and Interconnecting (FETI-DP) solvers are here constructed, analyzed and tested numerically for implicit time…
An asymptotic analysis of the Gunn effect in two-dimensional samples of bulk n-GaAs with circular contacts is presented. A moving pulse far from contacts is approximated by a moving free boundary separating regions where the electric…
A finite element method for solving nonlinear differential equations on a grid, with potential applicability to computational fluid dynamics (CFD), is developed and tested. The current method facilitates the computation of solutions of a…
This paper presents a grid-free simulation algorithm for the fully three-dimensional Vlasov--Poisson system for collisionless electron plasmas. We employ a standard particle method for the numerical approximation of the distribution…