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We present a novel numerical method for solving the anisotropic diffusion equation in magnetic fields confined to a periodic box which is accurate and provably stable. We derive energy estimates of the solution of the continuous initial…

Numerical Analysis · Mathematics 2025-02-13 Dean Muir , Kenneth Duru , Matthew Hole , Stuart Hudson

We show that imposition of non-periodic, in place of periodic, boundary conditions (BC) can alter stability of modes in the Method of characteristics (MoC) employing certain ordinary-differential equation (ODE) numerical solvers. Thus,…

Numerical Analysis · Computer Science 2017-07-31 Taras I. Lakoba , Zihao Deng

Flexible boundary condition methods couple an isolated defect to bulk through the bulk lattice Green's function. The inversion of the force-constant matrix for the lattice Green's function requires Fourier techniques to project out the…

Materials Science · Physics 2010-05-28 M. Ghazisaeidi , D. R. Trinkle

In this work we present a variant of the fast multipole method (FMM) for efficiently evaluating standard layer potentials on geometries with complex coordinates in two and three dimensions. The complex scaled boundary integral method for…

Numerical Analysis · Mathematics 2025-10-20 Tristan Goodwill , Leslie Greengard , Jeremy Hoskins , Manas Rachh , Yuguan Wang

FISHDBC is a flexible, incremental, scalable, and hierarchical density-based clustering algorithm. It is flexible because it empowers users to work on arbitrary data, skipping the feature extraction step that usually transforms raw data in…

Machine Learning · Computer Science 2019-10-17 Matteo Dell'Amico

We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…

Numerical Analysis · Mathematics 2018-12-05 Mamikon Gulian , Guofei Pang

Arbitrary high order numerical methods for time-harmonic acoustic scattering problems originally defined on unbounded domains are constructed. This is done by coupling recently developed high order local absorbing boundary conditions (ABCs)…

Numerical Analysis · Mathematics 2020-06-17 Vianey Villamizar , Dane Grundvig , Otilio Rojas , Sebastian Acosta

We develop a universally applicable embedded boundary finite difference method, which results in a symmetric positive definite linear system and does not suffer from small cell stiffness. Our discretization is efficient for the wave, heat…

Numerical Analysis · Mathematics 2022-04-14 Zhichao Peng , Daniel Appelö , Shuang Liu

To achieve efficient and accurate long-time integration, we propose a fast, accurate, and stable high-order numerical method for solving fractional-in-space reaction-diffusion equations. The proposed method is explicit in nature and…

Numerical Analysis · Mathematics 2020-03-31 Almushaira Mustafa , Harish Bhatt

An explicit moving boundary method for the numerical solution of time-dependent hyperbolic conservation laws on grids produced by the intersection of complex geometries with a regular Cartesian grid is presented. As it employs directional…

Fluid Dynamics · Physics 2018-05-23 W. P. Bennett , N. Nikiforakis , R. Klein

This paper establishes the iteration-complexity of proximal bundle methods for solving hybrid (i.e., a blend of smooth and nonsmooth) weakly convex composite optimization (HWC-CO) problems. This is done in a unified manner by considering a…

Optimization and Control · Mathematics 2026-05-19 Jiaming Liang , Renato D. C. Monteiro , Honghao Zhang

We present DiffXPBD, a novel and efficient analytical formulation for the differentiable position-based simulation of compliant constrained dynamics (XPBD). Our proposed method allows computation of gradients of numerous parameters with…

Graphics · Computer Science 2023-06-30 Tuur Stuyck , Hsiao-yu Chen

We present a mesoscale description of deformations and defects in thin, flexible sheets with crystalline order, tackling the interplay between in-plane elasticity, out-of-plane deformation, as well as dislocation nucleation and motion. Our…

Materials Science · Physics 2025-02-26 Lucas Benoit--Maréchal , Ingo Nitschke , Axel Voigt , Marco Salvalaglio

Numerical solution of the Poisson equation in metallic enclosures, open at one or more ends, is important in many practical situations such as High Power Microwave (HPM) or photo-cathode devices. It requires imposition of a suitable…

Computational Physics · Physics 2015-10-16 Debabrata Biswas , Gaurav Singh , Raghwendra Kumar

We examine the applicability of diffusive lattice Boltzmann methods to simulate the fluid transport through barrier coatings, finding excellent agreement between simulations and analytical predictions for standard parameter choices. To…

Computational Physics · Physics 2017-06-28 Kyle T. Strand , Aaron J. Feickert , Alexander J. Wagner

We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as…

Probability · Mathematics 2015-09-15 Paul M. N. Feehan , Ruoting Gong , Jian Song

This paper presents compact, symmetric, and high-order finite difference methods (FDMs) for the variable Poisson equation on a $d$-dimensional hypercube. Our scheme produces a symmetric linear system: an important property that does not…

Numerical Analysis · Mathematics 2025-11-14 Qiwei Feng , Bin Han , Michelle Michelle , Jiwoon Sim

A new scheme is presented for imposing periodic boundary conditions on unit cells with arbitrary source distributions. We restrict our attention here to the Poisson, modified Helmholtz, Stokes and modified Stokes equations. The approach…

Numerical Analysis · Mathematics 2021-11-02 Ruqi Pei , Travis Askham , Leslie Greengard , Shidong Jiang

This work establishes a novel, unified theoretical framework for a class of high order embedded boundary methods, revealing that the Reconstruction for Off-site Data (ROD) treatment shares a fundamental structure with the recently developed…

Numerical Analysis · Mathematics 2026-01-01 Mirco Ciallella

We review the theoretical aspects of determining linear rheology using passive microrheology from simulations under periodic boundary conditions (PBC). It is common to impose periodic boundary conditions when evaluating bulk properties by…

Soft Condensed Matter · Physics 2025-05-13 Yasuya Nakayama