Related papers: Sparse grid implementation of a fixed-point fast s…
The stochastic finite volume method offers an efficient one-pass approach for assessing uncertainty in hyperbolic conservation laws. Still, it struggles with the curse of dimensionality when dealing with multiple stochastic variables. We…
Embedded WENO methods utilize all adjacent smooth substencils to construct a desirable interpolation. Conventional WENO schemes under-use this possibility close to large gradients or discontinuities. We develop a general approach for…
The discovery of Partial Differential Equations (PDEs) is an essential task for applied science and engineering. However, data-driven discovery of PDEs is generally challenging, primarily stemming from the sensitivity of the discovered…
In this paper, we develop and present an arbitrary high order well-balanced finite volume WENO method combined with the modified Patankar Deferred Correction (mPDeC) time integration method for the shallow water equations. Due to the…
Accurate modeling of sea ice dynamics is critical for predicting environmental variables and is important in applications such as navigating ice breaker ships. Research for both modeling and simulating sea ice dynamics is ongoing, with the…
We explore a novel way to numerically resolve the scaling behavior of finite-time singularities in solutions of nonlinear parabolic PDEs. The Runge--Kutta--Legendre (RKL) and Runge--Kutta--Gegenbauer (RKG) super-time-stepping methods were…
We evaluate an efficient overset grid method for two-dimensional and three-dimensional particulate flows for small numbers of particles at finite Reynolds number. The rigid particles are discretised using moving overset grids overlaid on a…
This is the second part in a series of papers on multi-step schemes for solving coupled forward backward stochastic differential equations (FBSDEs). We extend the basic idea in our former paper [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci.…
Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…
In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a…
The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…
We develop a numerical strategy to solve multi-dimensional Poisson equations on dynamically adapted grids for evolutionary problems disclosing propagating fronts. The method is an extension of the multiresolution finite volume scheme used…
The essentially non-oscillatory (ENO) method is an efficient high order numerical method for solving hyperbolic conservation laws designed to reduce the Gibbs oscillations, if existent, by adaptively choosing the local stencil for the…
In physics, accurately modeling large-scale phenomena such as core-collapse supernovae, (CCSN), and neutron star mergers are computationally challenging and require solving large sets of partial and ordinary differential equations.…
In this paper, a positivity-preserving fifth-order finite volume compact-WENO scheme is proposed for solving compressible Euler equations. As we know conservative compact finite volume schemes have high resolution properties while WENO…
High-order numerical methods for solving elliptic equations over arbitrary domains typically require specialized machinery, such as high-quality conforming grids for finite elements method, and quadrature rules for boundary integral…
Explicit Runge-Kutta methods are classical and widespread techniques in the numerical solution of ordinary differential equations (ODEs). Considering partial differential equations, spatial semidiscretisations can be used to obtain systems…
A fast multigrid solver is presented for high-order accurate Stokes problems discretised by local discontinuous Galerkin (LDG) methods. The multigrid algorithm consists of a simple V-cycle, using an element-wise block Gauss-Seidel smoother.…
In this paper, we develop sparse grid discontinuous Galerkin (DG) schemes for the Vlasov-Maxwell (VM) equations. The VM system is a fundamental kinetic model in plasma physics, and its numerical computations are quite demanding, due to its…
Finding sparse solutions of underdetermined systems of linear equations is a fundamental problem in signal processing and statistics which has become a subject of interest in recent years. In general, these systems have infinitely many…