Related papers: Spectral Difference method with a posteriori limit…
The work reported in this article presents a high-order, stable, and efficient Gegenbauer pseudospectral method to solve numerically a wide variety of mathematical models. The proposed numerical scheme exploits the stability and the…
We propose a novel finite-difference time-domain (FDTD) scheme for the solution of the Maxwell's equations in which linear dispersive effects are present. The method uses high-order accurate approximations in space and time for the…
This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the…
The spectral bundle method proposed by Helmberg and Rendl is well established for solving large-scale semidefinite programs (SDP) thanks to its low per iteration computational complexity and strong practical performance. In this paper, we…
We introduce discontinuous spectral-element methods of arbitrary order that are well balanced, conservative of mass, and conservative or dissipative of total energy (i.e., a mathematical entropy function) for a covariant flux formulation of…
In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference…
The space-time adaptive ADER-DG finite element method with LST-DG predictor and a posteriori sub-cell ADER-WENO finite-volume limiting was used for simulation of multidimensional reacting flows with detonation waves. The presented numerical…
We consider finite element methods of multiscale type to approximate solutions for two-dimensional symmetric elliptic partial differential equations with heterogeneous $L^\infty$ coefficients. The methods are of Galerkin type and follow the…
A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…
In this paper, we present a high order finite difference solver for anisotropic diffusion problems based on the first-order hyperbolic system method. In particular, we demonstrate that the construction of a uniformly accurate fifth-order…
In the present article we study strong approximation of solutions of scalar stochastic differential equations (SDEs) with bounded and $\alpha$-H\"older continuous drift coefficient and constant diffusion coefficient at time point $1$.…
A numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over $\Omega$ on the extruded domain…
A numerical study of the Einstein field equations, based on the 3+1 foliation of the spacetime, is presented. A pseudo-spectral technique has been employed for simulations in vacuum, within two different formalisms, namely the…
We present the first high order one-step ADER-WENO finite volume scheme with Adaptive Mesh Refinement (AMR) in multiple space dimensions. High order spatial accuracy is obtained through a WENO reconstruction, while a high order one-step…
Laser speckle, the granular intensity pattern arising from random optical interference, provides a high-dimensional encoding of spectral information that can be exploited for precision metrology. Speckle-based spectrometers have advanced…
We introduce a new relativistic astrophysics code, SpECTRE, that combines a discontinuous Galerkin method with a task-based parallelism model. SpECTRE's goal is to achieve more accurate solutions for challenging relativistic astrophysics…
In this paper, we present exact divergence-free spectral method for solving the incompressible and resistive magneto-hydrodynamic (MHD) equations in two and three dimensions, as well as the efficient solution algorithm and unconditionally…
Speckle noise severely limits the quality of images acquired from coherent imaging systems such as Synthetic Aperture Radar (SAR) and medical ultrasound. Traditional second-order PDE-based despeckling approaches, although popular, often…
Numerical methods for the Euler equations with a singular source are discussed in this paper. The stationary discontinuity induced by the singular source and its coupling with the convection of fluid presents challenges to numerical…
A more accurate, stable, finite-difference time-domain (FDTD) algorithm is developed for simulating Maxwell's equations with isotropic or anisotropic dielectric materials. This algorithm is in many cases more accurate than previous…