Related papers: High order compact schemes for flux type BCs
We develop and analyse finite volume methods for the Poisson problem with boundary conditions involving oblique derivatives. We design a generic framework, for finite volume discretisations of such models, in which internal fluxes are not…
This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…
Recent observations have been made that bridge splitting methods arising from optimization, to the Hopf and Lax formulas for Hamilton-Jacobi Equations with Hamiltonians $H(p)$. This has produced extremely fast algorithms in computing…
In this paper, we derive two bound-preserving and mass-conserving schemes based on the fractional-step method and high-order compact (HOC) finite difference method for nonlinear convection-dominated diffusion equations. We split the…
Preserving scalar boundedness is important for numerical schemes used in turbulent compressible multi-component flow simulations to prevent unphysical results and unstable simulations. However, ensuring scalar boundedness for high-order,…
This study aims to construct a stable, high-order compact finite difference method for solving Sobolev-type equations with Dirichlet boundary conditions in one-space dimension. Approximation of higher-order mixed derivatives in some…
Higher-order tensor methods were recently proposed for minimizing smooth convex and nonconvex functions. Higher-order algorithms accelerate the convergence of the classical first-order methods thanks to the higher-order derivatives used in…
In this paper, we propose some variational formulations with the use of high order impedance boundary condition (HOIBC) to solve the scattering problem. We study the existence and uniqueness of the solution. Then, a discretization of these…
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…
We assess the applicability and efficiency of time-adaptive high-order splitting methods applied for the numerical solution of (systems of) nonlinear parabolic problems under periodic boundary conditions. We discuss in particular several…
In this paper we present a novel approach for the design of high order general boundary conditions when approximating solutions of the Euler equations on domains with curved boundaries, using meshes which may not be boundary conformal. When…
We introduce a general framework for enforcing local or global maximum principles in high-order space-time discretizations of a scalar hyperbolic conservation law. We begin with sufficient conditions for a space discretization to be bound…
A numerical scheme is presented for solving the Helmholtz equation with Dirichlet or Neumann boundary conditions on piecewise smooth open curves, where the curves may have corners and multiple junctions. Existing integral equation methods…
A new and efficient neural-network and finite-difference hybrid method is developed for solving Poisson equation in a regular domain with jump discontinuities on embedded irregular interfaces. Since the solution has low regularity across…
This paper presents an extension of the hybrid scheme proposed by Wang et al. (J. Comput. Phys. 229 (2010) 169-180) for numerical simulation of compressible isotropic turbulence to flows with higher turbulent Mach numbers. The scheme still…
The hybrid high-order method is a modern numerical framework for the approximation of elliptic PDEs. We present here an extension of the hybrid high-order method to meshes possessing curved edges/faces. Such an extension allows us to…
Polynomial spectral methods produce fast, accurate, and flexible solvers for broad ranges of PDEs with one bounded dimension, where the incorporation of general boundary conditions is well understood. However, automating extensions to…
We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…
We describe a fourth-order accurate finite-difference time-domain scheme for solving dispersive Maxwell's equations with nonlinear multi-level carrier kinetics models. The scheme is based on an efficient single-step three time-level…
This manuscript presents an adaptive high order discretization technique for elliptic boundary value problems. The technique is applied to an updated version of the Hierarchical Poincar\'e-Steklov (HPS) method. Roughly speaking, the HPS…