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We consider wave propagation problems in which there is a preferred direction of propagation. To account for propagation in preferred directions, the wave equation is decomposed into a set of coupled equations for waves that propagate in…

Geophysics · Physics 2020-06-09 Kees Wapenaar

Flows in which the primary features of interest do not rely on high-frequency acoustic effects, but in which long-wavelength acoustics play a nontrivial role, present a computational challenge. Integrating the entire domain with…

Numerical Analysis · Mathematics 2018-08-09 Emmanuel Motheau , Max Duarte , Ann Almgren , John B. Bell

This paper investigates the inverse scattering problem of time-harmonic plane waves incident on a perfectly reflecting random periodic structure. To simulate random perturbations arising from manufacturing defects and surface wear in…

Numerical Analysis · Mathematics 2025-07-29 Zhiqi Sun , Yiwen Lin

Motivated by the partial differential equations of mixed type that arise in the reduction of the Einstein equations by a helical Killing vector field, we consider a boundary value problem for the helically-reduced wave equation with an…

Mathematical Physics · Physics 2015-06-26 C. G. Torre

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel

In this paper we investigate the problem of identifying the source term in an elliptic system from a single noisy measurement couple of the Neumann and Dirichlet data. A variational method of Tikhonov-type regularization with specific…

Analysis of PDEs · Mathematics 2019-03-15 Michael Hinze , Bernd Hofmann , Tran Nhan Tam Quyen

We aim at the development and analysis of the numerical schemes for approximately solving the backward diffusion-wave problem, which involves a fractional derivative in time with order $\alpha\in(1,2)$. From terminal observations at two…

Numerical Analysis · Mathematics 2021-09-16 Zhengqi Zhang , Zhi Zhou

Inertia-gravity mode and Rossby mode dispersion properties are examined for discretisations of the linearized rotating shallow-water equations using the $P1_{DG}$-$P2$ finite element pair on arbitrary triangulations in planar geometry. A…

Numerical Analysis · Mathematics 2015-05-18 C. J. Cotter

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

We consider interior penalty discontinuous Galerkin discretizations of time-harmonic wave propagation problems modeled by the Helmholtz equation, and derive novel a priori and a posteriori estimates. Our analysis classically relies on…

Numerical Analysis · Mathematics 2024-01-23 T. Chaumont-Frelet

The Helmholtz equation with variable wavenumbers is challenging to solve numerically due to the pollution effect, which often results in a huge ill-conditioned linear system. In this paper, we present a high-order wavelet Galerkin method to…

Numerical Analysis · Mathematics 2025-03-25 Bin Han , Michelle Michelle

By employing a novel generalization of the inverse scattering transform method known as the unified transform or Fokas method, it can be shown that the solution of certain physically significant boundary value problems for the elliptic…

Analysis of PDEs · Mathematics 2020-02-14 J. Lenells , A. S. Fokas

We introduce new finite-dimensional spaces specifically designed to approximate the solutions to high-frequency Helmholtz problems with smooth variable coefficients in dimension $d$. These discretization spaces are spanned by Gaussian…

Numerical Analysis · Mathematics 2025-02-04 T. Chaumont-Frelet , V. Dolean , M. Ingremeau

We consider the acoustic field scattered by a bounded impenetrable obstacle and we study its dependence upon a certain set of parameters. As usual, the problem is modeled by an exterior Dirichlet problem for the Helmholtz equation $\Delta u…

Analysis of PDEs · Mathematics 2022-04-20 Matteo Dalla Riva , Paolo Luzzini , Paolo Musolino

We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as…

Probability · Mathematics 2015-09-15 Paul M. N. Feehan , Ruoting Gong , Jian Song

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…

Numerical Analysis · Mathematics 2021-03-11 Hatef Dastour , Wenyuan Liao

We give integral formulas to approximate solutions of Dirichlet and Neumann problems for Helmholtz equation at high frequencies. These approximations are valid in the complementary of a union of convex compact obstacles. The first step of…

Analysis of PDEs · Mathematics 2014-02-18 François Cuvelier

We consider Calder\'{o}n's inverse boundary value problems for a class of nonlinear Helmholtz Schr\"{o}dinger equations and Maxwell's equations in a bounded domain in $\R^n$. The main method is the higher-order linearization of the…

Analysis of PDEs · Mathematics 2022-07-01 Xuezhu Lu

We introduce an iterative method to prove the existence and uniqueness of the complex-valued nonlinear elliptic PDE of the form $ -\Delta u + F(u) = f $ with Dirichlet or Neumann boundary conditions on a precompact domain $ \Omega \subset…

Analysis of PDEs · Mathematics 2020-07-14 Jie Xu

The diffuse domain method for partial differential equations on complicated geometries recently received strong attention in particular from practitioners, but many fundamental issues in the analysis are still widely open. In this paper we…

Numerical Analysis · Mathematics 2014-12-19 Martin Burger , Ole Løseth Elvetun , Matthias Schlottbom