Related papers: Compact 9-Point Finite Difference Methods with Hig…
In this paper we present an immersed weak Galerkin method for solving second-order elliptic interface problems on polygonal meshes, where the meshes do not need to be aligned with the interface. The discrete space consists of constants on…
We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…
We develop efficient and high-order accurate finite difference methods for elliptic partial differential equations in complex geometry in the Difference Potentials framework. The main novelty of the developed schemes is the use of local…
We present a unified framework for developing and analysing immersed finite element (IFE) spaces for solving typical elliptic interface problems with interface independent meshes. This framework allows us to construct a group of new IFE…
In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…
Finite difference schemes for the simulation of elastic waves in materi- als with jump discontinuities are presented. The key feature is the highly accurate treatment of interfaces where media discontinuities arise. The schemes are…
In this paper, we study arbitrary order extended finite element (XFE) methods based on two discontinuous Galerkin (DG) schemes in order to solve elliptic interface problems in two and three dimensions. Optimal error estimates in the…
A discretization scheme for variable coefficient elliptic PDEs in the plane is presented. The scheme is based on high-order Gaussian quadratures and is designed for problems with smooth solutions, such as scattering problems involving soft…
A crucial part of successful wave propagation related inverse problems is an efficient and accurate numerical scheme for solving the seismic wave equations. In particular, the numerical solution to a multi-dimensional Helmholtz equation can…
Stochastic PDE eigenvalue problems often arise in the field of uncertainty quantification, whereby one seeks to quantify the uncertainty in an eigenvalue, or its eigenfunction. In this paper we present an efficient multilevel quasi-Monte…
We develop a finite element method for elliptic partial differential equations on so called composite surfaces that are built up out of a finite number of surfaces with boundaries that fit together nicely in the sense that the intersection…
The state-of-the art proof of a global inf-sup condition on mixed finite element schemes does not allow for an analysis of truly indefinite, second-order linear elliptic PDEs. This paper, therefore, first analyses a nonconforming finite…
The convergence of an adaptive mixed finite element method for general second order linear elliptic problems defined on simply connected bounded polygonal domains is analyzed in this paper. The main difficulties in the analysis are posed by…
A new higher-order accurate method is proposed that combines the advantages of the classical $p$-version of the FEM on body-fitted meshes with embedded domain methods. A background mesh composed by higher-order Lagrange elements is used.…
First-order fully implicit as well as implicit--explicit schemes for coupled elliptic-parabolic systems are discussed in [Ern and Meunier, ESAIM: M2AN, 2009] and [Altmann et al., Math.\ Comp., 2021], respectively. The extension of the…
In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…
The presence of outliers can significantly degrade the performance of ellipse fitting methods. We develop an ellipse fitting method that is robust to outliers based on the maximum correntropy criterion with variable center (MCC-VC), where a…
We consider elliptic transmission problems in several space dimensions near an interface which is $C^{1,1}$ diffeomorphic to an axisymmetric reference-interface with a singular point of cusp type. We establish the regularity of the gradient…
We present a three-dimensional (3D) common-refinement method for non-matching meshes between discrete non-overlapping subdomains of incompressible fluid and nonlinear hyperelastic structure. To begin, we first investigate the accuracy of…
In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform…