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Related papers: High order compact schemes for flux type BCs

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We present a new energy-stable open boundary condition, and an associated numerical algorithm, for simulating incompressible flows with outflow/open boundaries. This open boundary condition ensures the energy stability of the system, even…

Fluid Dynamics · Physics 2015-10-08 Suchuan Dong

This work proposes a computational multiscale method for the mixed formulation of a second-order linear elliptic equation subject to a homogeneous Neumann boundary condition, based on a stable localized orthogonal decomposition (LOD) in…

Numerical Analysis · Mathematics 2026-04-14 Patrick Henning , Hao Li , Timo Sprekeler

In this paper, a class of high-order compact finite difference Hermite scheme is presented for the simulation of double-diffusive convection. To maintain linear stability, the convective fluxes are split into positive and negative parts,…

Numerical Analysis · Mathematics 2025-06-25 Jianqing Yang , Jianxian Qiu

We develop higher order multipoint flux mixed finite element (MFMFE) methods for solving elliptic problems on quadrilateral and hexahedral grids that reduce to cell-based pressure systems. The methods are based on a new family of mixed…

Numerical Analysis · Mathematics 2019-02-05 Ilona Ambartsumyan , Eldar Khattatov , Jeonghun Lee , Ivan Yotov

We devise a new high order local absorbing boundary condition (ABC) for radiating problems and scattering of time-harmonic acoustic waves from obstacles of arbitrary shape. By introducing an artificial boundary $S$ enclosing the scatterer,…

Computational Physics · Physics 2020-07-01 Vianey Villamizar , Sebastian Acosta , Blake Dastrup

For elliptic interface problems with discontinuous coefficients, the maximum accuracy order for compact 9-point finite difference scheme in irregular points is three [7]. The discontinuous coefficients usually have abrupt jumps across the…

Numerical Analysis · Mathematics 2022-05-04 Qiwei Feng , Bin Han , Peter Minev

This paper presents a novel, more efficient proper orthogonal decomposition (POD) based reduced-order model (ROM) for compressible flows. In this POD model the governing equations, i.e., the conservation of mass, momentum, and energy…

Computational Physics · Physics 2021-02-03 Elizabeth H. Krath , Forrest L. Carpenter , Paul G. A. Cizmas , David A. Johnston

We present a new framework for the fast solution of inhomogeneous elliptic boundary value problems in domains with smooth boundaries. High-order solvers based on adaptive box codes or the fast Fourier transform can efficiently treat the…

Numerical Analysis · Mathematics 2025-01-31 Daniel Fortunato , David B. Stein , Alex H. Barnett

Hamiltonian Monte Carlo (HMC) is a widely deployed method to sample from high-dimensional distributions in Statistics and Machine learning. HMC is known to run very efficiently in practice and its popular second-order "leapfrog"…

Data Structures and Algorithms · Computer Science 2018-08-13 Oren Mangoubi , Nisheeth K. Vishnoi

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…

Computational Physics · Physics 2007-05-23 Predrag Lazic , Hrvoje Stefancic , Hrvoje Abraham

In this paper, we propose a variational formulation 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 this…

Numerical Analysis · Mathematics 2021-06-09 Soumaya Oueslati , Christian Daveau , Abil Aubakirov

The isentropic compressible Cahn-Hilliard-Navier-Stokes equations is a system of fourth-order partial differential equations that model the evolution of some binary fluids under convection. The purpose of this paper is the design of…

Numerical Analysis · Mathematics 2024-04-02 Pep Mulet

This paper presents an efficient parallel direct algorithm with near-optimal complexity for the compact fourth and sixth-order approximation of the three-dimensional Helmholtz equations [1] with the problem coefficient depending on only one…

Numerical Analysis · Mathematics 2020-03-13 Ronald Gonzales , Yury Gryazin , Yun Teck Lee

A novel reduced order model (ROM) for incompressible flows is developed by performing a Galerkin projection based on a fully (space and time) discrete full order model (FOM) formulation. This 'discretize-then-project' approach requires no…

In this paper, we study second-order and fourth-order elliptic problems which include not only a Poisson equation in the bulk but also an inhomogeneous Laplace--Beltrami equation on the boundary of the domain. The bulk and the surface PDE…

Analysis of PDEs · Mathematics 2021-11-09 Patrik Knopf , Chun Liu

We investigate high-order Convolution Quadratures methods for the solution of the wave equation in unbounded domains in two dimensions that rely on Nystr\"om discretizations for the solution of the ensemble of associated Laplace domain…

Numerical Analysis · Mathematics 2023-10-24 Peter P. Petropoulos , Catalin Turc , Erli Wind-andersen

In this paper, we revisit the nonoverlapping domain decomposition methods for solving elliptic problems with high contrast coefficients. Some interesting results are discovered. We find that the Dirichlet-Neumann algorithm and Robin-Robin…

Numerical Analysis · Mathematics 2022-12-26 Xuyang Na , Xuejun Xu

We propose a fourth--order compact finite--difference (HOC--FD) scheme for the transformed Bates partial integro--differential equation (PIDE). The method employs an implicit--explicit (IMEX) Crank--Nicolson framework for local terms and…

Pricing of Securities · Quantitative Finance 2026-02-24 Neda Bagheri Renani , Daniel Sevcovic

We show that the classical fourth order accurate compact finite difference scheme with high order strong stability preserving time discretizations for convection diffusion problems satisfies a weak monotonicity property, which implies that…

Numerical Analysis · Mathematics 2023-10-26 Hao Li , Shusen Xie , Xiangxiong Zhang

Many recent studies on first-order methods (FOMs) focus on \emph{composite non-convex non-smooth} optimization with linear and/or nonlinear function constraints. Upper (or worst-case) complexity bounds have been established for these…

Optimization and Control · Mathematics 2025-05-14 Wei Liu , Qihang Lin , Yangyang Xu
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