Related papers: Upwind summation-by-parts finite differences: erro…
The weighted essentially non-oscillatory (WENO) schemes are a popular class of high order accurate numerical methods for solving hyperbolic partial differential equations (PDEs). The computational cost of such schemes increases…
In this work we explore the fidelity of numerical approximations to the analytic spectra of hyperbolic partial differential equation systems with variable coefficients. We are particularly interested in the ability of discrete methods to…
Steady state simulations} of magnetized electron fluid equations with strong anisotropic diffusion based on the first-order hyperbolic approach is carried out using cell-centered higher order upwind schemes, linear and weighted essentially…
An explicit numerical scheme is proposed for solving the initial-boundary value problem for the radiative transport equation in a rectangular domain with completely absorbing boundary condition. An upwind finite difference approximation is…
This paper presents an extension of a recently developed high order finite difference method for the wave equation on a grid with non-conforming interfaces. The stability proof of the existing methods relies on the interpolation operators…
The Ordered Upwind Method (OUM) is used to approximate the viscosity solution of the static Hamilton-Jacobi-Bellman (HJB) with direction-dependent weights on unstructured meshes. The method has been previously shown to provide a solution…
This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…
We study the numerical solutions of time-dependent systems of partial differential equations, focusing on the implementation of boundary conditions. The numerical method considered is a finite difference scheme constructed by high order…
In this paper, we develop new high-order numerical methods for hyperbolic systems of nonlinear partial differential equations (PDEs) with uncertainties. The new approach is realized in the semi-discrete finite-volume framework and is based…
In this work, high-order discrete well-balanced methods for one-dimensional hyperbolic systems of balance laws are proposed. We aim to construct a method whose discrete steady states correspond to solutions of arbitrary high-order ODE…
In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with…
Alternative finite difference Weighted Essentially Non-Oscillatory (AFD-WENO) schemes allow us to very efficiently update hyperbolic systems even in complex geometries. Recent innovations in AFD-WENO methods allow us to treat hyperbolic…
Recent advances in optimization theory have shown that smooth strongly convex finite sums can be minimized faster than by treating them as a black box "batch" problem. In this work we introduce a new method in this class with a theoretical…
We develop a new finite difference method for the wave equation in second order form. The finite difference operators satisfy a summation-by-parts (SBP) property. With boundary conditions and material interface conditions imposed weakly by…
We describe high order accurate and stable fully-discrete finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a…
Solution of Helmholtz equation with impedance boundary condition on finite interval is equivalently reformulated as steady state of initial boundary value problem for first order hyperbolic system of partial differential equations.…
Given a large set $U$ where each item $a\in U$ has weight $w(a)$, we want to estimate the total weight $W=\sum_{a\in U} w(a)$ to within factor of $1\pm\varepsilon$ with some constant probability $>1/2$. Since $n=|U|$ is large, we want to do…
In this article we develop a high order accurate method to solve the incompressible boundary layer equations in a provably stable manner.~We first derive continuous energy estimates,~and then proceed to the discrete setting.~We formulate…
In this work we are interested in the construction of numerical methods for high dimensional constrained nonlinear optimization problems by particle-based gradient-free techniques. A consensus-based optimization (CBO) approach combined with…
We develop summation by parts (SBP) approach for generating high-order finite-difference schemes on the interval and propose new sets of schemes up to the 12th order. The coefficients of the schemes are governed by values of grid spacing…