Related papers: Upwind summation-by-parts finite differences: erro…
The weighted essentially non-oscillatory (WENO) schemes are widely used for hyperbolic conservation laws due to the ability to resolve discontinuities and maintain high-order accuracy in smooth regions at the same time. For hyperbolic…
This paper introduces a numerical approach to solve singularly perturbed convection diffusion boundary value problems for second-order ordinary differential equations that feature a small positive parameter {\epsilon} multiplying the…
A new, high-order slope-limiting procedure for the Piecewise Parabolic Method (PPM) and the Piecewise Quartic Method (PQM) is described. Following a Weighted Essentially Non-Oscillatory (WENO)-type paradigm, the proposed slope-limiter seeks…
Shallow water moment equations are reduced-order models for free-surface flows that allow to represent vertical variations of the velocity profile at the expense of additional evolution equations for a number of additional variables, so…
We study two generalizations of fractional variational problems by considering higher-order derivatives and a state time delay. We prove a higher-order integration by parts formula involving a Caputo fractional derivative of variable order…
In this work we mainly develop a new numerical methodology to solve a PDE model recently proposed in the literature for pricing interest rate derivatives. More precisely, we use high order in time AMFR-W methods, which belong to a class of…
We present a high order, Fourier penalty method for the Maxwell's equations in the vicinity of perfect electric conductor boundary conditions. The approach relies on extending the smooth non-periodic domain of the equations to a periodic…
A numerical analysis of upwind type schemes for the nonlinear nonlocal aggregation equation is provided. In this approach, the aggregation equation is interpreted as a conservative transport equation driven by a nonlocal nonlinear velocity…
A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation. We call it the refined variational approximation. Its strength lies both…
We present higher-order piecewise continuous finite element methods for solving a class of interface problems in two dimensions. The method is based on correction terms added to the right-hand side in the standard variational formulation of…
In this paper, high order semi-implicit well-balanced and asymptotic preserving finite difference WENO schemes are proposed for the shallow water equations with a non-flat bottom topography. We consider the Froude number ranging from O(1)…
Acoustic and elastic wave equations are routinely used in geophysical and engineering studies to simulate the propagation of waves, with a broad range of applications, including seismology, near surface characterization, non-destructive…
In this paper, we introduce some adaptive methods for solving variational inequalities with relatively strongly monotone operators. Firstly, we focus on the modification of the recently proposed, in smooth case [1], adaptive numerical…
Based on the well-posedness of the stationary Wigner equation with inflow boundary conditions given in (A. Arnold, H et al. J. Math. Phys., 41, 2000), we prove without any additional prerequisite conditions that the solution of the Wigner…
The stochastic finite volume method offers an efficient one-pass approach for assessing uncertainty in hyperbolic conservation laws. Still, it struggles with the curse of dimensionality when dealing with multiple stochastic variables. We…
Arbitrary high order numerical methods for time-harmonic acoustic scattering problems originally defined on unbounded domains are constructed. This is done by coupling recently developed high order local absorbing boundary conditions (ABCs)…
Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…
Many practitioners who use the EM algorithm complain that it is sometimes slow. When does this happen, and what can be done about it? In this paper, we study the general class of bound optimization algorithms - including…
In this paper, we propose a high order semi-implicit well-balanced finite difference scheme for all Mach Euler equations with a gravitational source term. To obtain the asymptotic preserving property, we start from the conservative form of…
In this paper, a maximum-principle-satisfying finite volume compact scheme is proposed for solving scalar hyperbolic conservation laws. The scheme combines WENO schemes (Weighted Essentially Non-Oscillatory) with a class of compact schemes…