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We design a monotone meshfree finite difference method for linear elliptic equations in the non-divergence form on point clouds via a nonlocal relaxation method. The key idea is a novel combination of a nonlocal integral relaxation of the…
In this paper, we extend the idea of "geometric reconstruction" to couple a nonlocal diffusion model directly with the classical local diffusion in one dimensional space. This new coupling framework removes interfacial inconsistency,…
In this paper, we study the stability and convergence of a decoupled and linearized mixed finite element method (FEM) for incompressible miscible displacement in a porous media whose permeability and porosity are discontinuous across some…
We propose a finite volume method on general meshes for the discretization of a degenerate parabolic convection-reaction-diffusion equation. Equations of this type arise in many contexts, such as the modeling of contaminant transport in…
The Nitsche method is a method of "weak imposition" of the inhomogeneous Dirichlet boundary conditions for partial differential equations. This paper explains stability and convergence study of the Nitsche method applied to evolutionary…
In this article, a compact finite difference method is proposed for pricing European and American options under jump-diffusion models. Partial integro-differential equation and linear complementary problem governing European and American…
We propose an efficient variant of a primal Discontinuous Galerkin method with interior penalty for the second order elliptic equations on very general meshes (polytopes with eventually curved boundaries). Efficiency, especially when higher…
We demonstrate how meshfree finite difference methods can be applied to solve vector Poisson problems with electric boundary conditions. In these, the tangential velocity and the incompressibility of the vector field are prescribed at the…
We give a new proof of the fact that the value function of the finite time horizon American put option for a jump diffusion, when the jumps are from a compound Poisson process, is the classical solution of a free boundary equation. We also…
We present a new approach to find accurate solutions to the Poisson equation, as obtained from the steady-state limit of a diffusion equation with strong source terms. For this purpose, we start from Boltzmann's kinetic theory and…
In this paper we present a new H(div)-conforming unfitted finite element method for the mixed Poisson problem which is robust in the cut configuration and preserves conservation properties of body-fitted finite element methods. The key is…
The finite volume methods are frequently employed in the discretization of diffusion problems with interface. In this paper, we firstly present a vertex-centered MACH-like finite volume method for solving stationary diffusion problems with…
A three-point monotone difference scheme is proposed for solving a one-dimensional non-stationary convection-diffusion-reaction equation with variable coefficients. The scheme is based on a parabolic spline and allows to linearly reproduce…
We present a finite element discretisation to model the interaction between a poroelastic structure and an elastic medium. The consolidation problem considers fully coupled deformations across an interface, ensuring continuity of…
We propose a novel formulation for parametric finite element methods to simulate surface diffusion of closed curves, which is also called as the curve diffusion. Several high-order temporal discretizations are proposed based on this new…
This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…
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…
We develop a high order accurate numerical method for solving the elastic wave equation in second-order form. We hybridize the computationally efficient Cartesian grid formulation of finite differences with geometrically flexible…
A new diffuse interface model for a two-phase flow of two incompressible fluids with different densities is introduced using methods from rational continuum mechanics. The model fulfills local and global dissipation inequalities and is…
The nonlinear convection terms in the governing equations of compressible fluid flows are hyperbolic in nature and are nontrivial for modelling and numerical simulation. Many numerical methods have been developed in the last few decades for…