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In this paper, we present an immersed weak Galerkin method for solving second-order elliptic interface problems. The proposed method does not require the meshes to be aligned with the interface. Consequently, uniform Cartesian meshes can be…

Numerical Analysis · Mathematics 2019-10-18 Lin Mu , Xu Zhang

We consider the reliable implementation of an adaptive high-order unfitted finite element method on Cartesian meshes for solving elliptic interface problems with geometrically curved singularities. We extend our previous work on the…

Numerical Analysis · Mathematics 2024-03-07 Zhiming Chen , Yong Liu

Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…

Probability · Mathematics 2018-01-18 Martin Keller-Ressel , Marvin S. Mueller

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…

Numerical Analysis · Mathematics 2021-06-02 Saad Qadeer , Boyce E. Griffith

Physics-informed neural networks (PINNs) have emerged as a flexible framework for solving partial differential equations, but their performance on interface problems remains challenging because continuity and flux conditions are typically…

Numerical Analysis · Mathematics 2026-05-19 Seung Whan Chung , Stephen T. Castonguay , Sumanta Roy , Michael S. Penwarden , Yucheng Fu , Pratanu Roy

We present an efficient and scalable algorithm for performing matrix-vector multiplications ("matvecs") for block Toeplitz matrices. Such matrices, which are shift-invariant with respect to their blocks, arise in the context of solving…

Numerical Analysis · Mathematics 2025-07-25 Sreeram Venkat , Milinda Fernando , Stefan Henneking , Omar Ghattas

The singularities that arise in elliptic boundary value problems are treated locally by a singular function boundary integral method. This method extracts the leading singular coefficients from a series expansion that describes the local…

Numerical Analysis · Mathematics 2010-06-21 George Pashos , Athanasios G. Papathanasiou , Andreas G. Boudouvis

We propose an efficient numerical algorithm for the solution of diffeomorphic image registration problems. We use a variational formulation constrained by a partial differential equation (PDE), where the constraints are a scalar transport…

Optimization and Control · Mathematics 2018-03-02 Andreas Mang , George Biros

In this paper, a thermal-dynamical consistent model for mass transfer across permeable moving interfaces is proposed by using the energy variation method. We consider a restricted diffusion problem where the flux across the interface…

Numerical Analysis · Mathematics 2022-06-15 Yuzhe Qin , Huaxiong Huang , Yi Zhu , Chun Liu , Shixin Xu

The simulation of certain flow problems requires a means for modeling a free fluid surface; examples being viscoelastic die swell or fluid sloshing in tanks. In a finite-element context, this type of problem can, among many other options,…

Numerical Analysis · Mathematics 2017-09-21 Florian Zwicke , Sebastian Eusterholz , Stefanie Elgeti

Immersed methods discretize boundary conditions for complex geometries on background Cartesian grids. This makes such methods especially suitable for two-way coupled flow-body problems, where the body mechanics are partially driven by…

Fluid Dynamics · Physics 2025-04-01 Xinjie Ji , James Gabbard , Wim M. van Rees

We present a fast and accurate algorithm to solve Poisson problems in complex geometries, using regular Cartesian grids. We consider a variety of configurations, including Poisson problems with interfaces across which the solution is…

Computational Physics · Physics 2017-11-07 Alexandre Noll Marques , Jean-Christophe Nave , Rodolfo Ruben Rosales

In this work, we apply two meshless methods for the numerical solution of the time-dependent transport equation defined on the sphere in spherical coordinates. The first technique, which was introduced by Mirzaei (BIT Numerical Mathematics,…

Numerical Analysis · Mathematics 2019-04-12 Vahid Mohammadi , Mehdi Dehghan , Amirreza Khodadadian , Thomas Wick

We propose a low-dimensional interface reduction method for elliptic interface problems based on conservative flux reconstruction. The approach combines a fitted $P_1$ finite element discretization with a flux recovery procedure following…

Numerical Analysis · Mathematics 2026-05-12 C. Attanayake , So-Hsiang Chou

Hamilton-Jacobi (HJ) partial differential equations (PDEs) have diverse applications spanning physics, optimal control, game theory, and imaging sciences. This research introduces a first-order optimization-based technique for HJ PDEs,…

Numerical Analysis · Mathematics 2023-10-04 Tingwei Meng , Wenbo Hao , Siting Liu , Stanley J. Osher , Wuchen Li

We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…

Numerical Analysis · Mathematics 2013-07-23 Ingrid von Glehn , Thomas März , Colin B. Macdonald

In this paper, we introduce a fast Fourier-Galerkin method for solving boundary integral equations on torus-shaped surfaces, which are diffeomorphic to a torus. We analyze the properties of the integral operator's kernel to derive the decay…

Numerical Analysis · Mathematics 2024-10-10 Yiying Fang , Ying Jiang , Jiafeng Su

Strongly coupled immersed boundary (IB) methods solve the nonlinear fluid and structural equations of motion simultaneously for strongly enforcing the no-slip constraint on the body. Handling this constraint requires solving several large…

Fluid Dynamics · Physics 2021-03-12 Nirmal Jayaprasad Nair , Andres Goza

In this paper, we propose a meshfree method based on the Gaussian radial basis function (RBF) to solve both classical and fractional PDEs. The proposed method takes advantage of the analytical Laplacian of Gaussian functions so as to…

Numerical Analysis · Mathematics 2021-06-21 John Burkardt , Yixuan Wu , Yanzhi Zhang

Half-space boundary Kramers' problem about isothermal sliding of moderate dense gas with accomodation boundary conditions along a flat firm surface is solving. The new method of the solution of boundary problems of the kinetic theory is…

Mathematical Physics · Physics 2014-12-31 A. V. Latyshev , A. D. Kurilov
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