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It is well known that the Fourier series Dirichlet-to-Neumann (DtN) boundary condition can be used to solve the Helmholtz equation in unbounded domains. In this work, applying such DtN boundary condition and using the finite element method,…

Numerical Analysis · Mathematics 2019-02-12 Liwei Xu , Tao Yin

We propose and study a number of layer methods for stochastic Navier-Stokes equations (SNSE) with spatial periodic boundary conditions and additive noise. The methods are constructed using conditional probabilistic representations of…

Numerical Analysis · Mathematics 2013-12-23 G. N. Milstein , M. V. Tretyakov

Consider the scattering of a time-harmonic electromagnetic plane wave by an open cavity which is embedded in a perfectly electrically conducting infinite ground plane. This paper concerns the numerical solutions of the open cavity…

Numerical Analysis · Mathematics 2020-04-24 Xiaokai Yuan , Gang Bao , Peijun Li

This paper addresses some numerical and theoretical aspects of dual Schur domain decomposition methods for linear first-order transient partial differential equations. In this work, we consider the trapezoidal family of schemes for…

Numerical Analysis · Computer Science 2015-05-13 K. B. Nakshatrala , A. Prakash , K. D. Hjelmstad

Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…

Probability · Mathematics 2024-12-17 Zimo Hao , Michael Röckner , Xicheng Zhang

The reaction-diffusion model can generate a wide variety of spatial patterns, which has been widely applied in chemistry, biology, and physics, even used to explain self-regulated pattern formation in the developing animal embryo. In this…

Numerical Analysis · Mathematics 2020-01-29 Hui Zhang , Xiaoyun Jiang , Fanhai Zeng , George Em Karniadakis

The scattering and transmission of harmonic acoustic waves at a penetrable material are commonly modelled by a set of Helmholtz equations. This system of partial differential equations can be rewritten into boundary integral equations…

Numerical Analysis · Mathematics 2022-04-19 Elwin van 't Wout , Seyyed R. Haqshenas , Pierre Gélat , Timo Betcke , Nader Saffari

The Navier--Stokes equations are commonly used to model and to simulate flow phenomena. We introduce the basic equations and discuss the standard methods for the spatial and temporal discretization. We analyse the semi-discrete equations --…

Numerical Analysis · Mathematics 2024-12-20 Robert Altmann , Jan Heiland

We propose an efficient, accurate and robust implicit solver for the incompressible Navier-Stokes equations, based on a DG spatial discretization and on the TR-BDF2 method for time discretization. The effectiveness of the method is…

We propose a fourth order Navier-Stokes solver based on the immersed interface method (IIM), for flow problems with stationary and one-way coupled moving boundaries and interfaces. Our algorithm employs a Runge-Kutta-based projection method…

Fluid Dynamics · Physics 2025-08-22 Xinjie Ji , Changxiao Nigel Shen , Wim M. van Rees

The "flexible boundary condition" method, introduced by Sinclair and coworkers in the 1970s, remains among the most popular methods for simulating isolated two-dimensional crystalline defects, embedded in an effectively infinite atomistic…

Numerical Analysis · Mathematics 2021-10-15 M. Hodapp

We evaluate the performance of novel numerical methods for solving one-dimensional nonlinear fractional dispersive and dissipative evolution equations. The methods are based on affine combinations of time-splitting integrators and…

Numerical Analysis · Mathematics 2023-09-22 Lisandro A. Raviola , Mariano F. De Leo

The paper addresses an error analysis of an Eulerian finite element method used for solving a linearized Navier--Stokes problem in a time-dependent domain. In this study, the domain's evolution is assumed to be known and independent of the…

Numerical Analysis · Mathematics 2024-08-26 Michael Neilan , Maxim Olshanskii

We propose an efficient algorithm for the immersed boundary method on distributed-memory architectures, with the computational complexity of a completely explicit method and excellent parallel scaling. The algorithm utilizes the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-01-29 Jeffrey K. Wiens , John M. Stockie

This article presents a high order conservative flux optimization (CFO) finite element method for the elliptic diffusion equations. The numerical scheme is based on the classical Galerkin finite element method enhanced by a flux…

Numerical Analysis · Mathematics 2019-11-13 Yujie Liu , Yue Feng , Ran Zhang

An efficient coarse-mesh nodal integral method (NIM), based on cell-centered variables and termed the cell-centered NIM (CCNIM), is developed and applied to solve multi-dimensional, time-dependent, nonlinear Burgers equations, extending the…

Numerical Analysis · Mathematics 2026-05-28 Nadeem Ahmed , Ram Prakash Bharti , Suneet Singh

This paper is concerned with the numerical integration of stochastic differential equations (SDEs) which govern diffusion processes driven by a standard Wiener process. With the latter being replaced by a sequence of increments at discrete…

Systems and Control · Electrical Eng. & Systems 2025-08-06 Igor G. Vladimirov

We present a new boundary integral formulation for time-harmonic wave diffraction from two-dimensional structures with many layers of arbitrary periodic shape, such as multilayer dielectric gratings in TM polarization. Our scheme is robust…

Numerical Analysis · Mathematics 2015-06-23 Min Hyung Cho , Alex H. Barnett

In this work, we propose a Proper Orthogonal Decomposition-Reduced Order Model (POD-ROM) applied to time-splitting schemes for solving the Navier-Stokes equations with open boundary conditions. In this method, we combine three strategies to…

Numerical Analysis · Mathematics 2025-06-13 Mejdi Azaïez , Tomás Chacón Rebollo , Carlos Núñez Fernández , Samuele Rubino

We develop numerical methods to simulate the fluid-mechanical erosion of many bodies in two-dimensional Stokes flow. The broad aim is to simulate the erosion of a porous medium (e.g. groundwater flow) with grain-scale resolution. Our fluid…

Numerical Analysis · Mathematics 2018-09-26 Bryan D. Quaife , M. Nicholas J. Moore