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We consider point sources in hyperbolic equations discretized by finite differences. If the source is stationary, appropriate source discretization has been shown to preserve the accuracy of the finite difference method. Moving point…

Numerical Analysis · Mathematics 2022-01-24 Ylva Ljungberg Rydin , Martin Almquist

We discuss the variational method used in lattice spectroscopy calculations. In particular we address the role of ghost contributions which appear in quenched or partially quenched simulations and have a non-standard euclidean time…

High Energy Physics - Lattice · Physics 2009-11-11 Tommy Burch , Christof Gattringer , Leonid Ya. Glozman , Christian Hagen , C. B. Lang

We construct some intrinsically defined discrete model of the magnetic Laplacian. The existence and uniqueness of solutions of the Dirichlet problem for the difference Poisson type equation are proved. We study in detail properties of the…

Mathematical Physics · Physics 2007-05-23 Volodymyr Sushch

Given an orthogonal lattice with mesh length h on a bounded convex domain, we propose to approximate the Aleksandrov solution of the Monge-Ampere equation by regularizing the data and discretizing the equation in a subdomain using the…

Numerical Analysis · Mathematics 2015-07-31 Gerard Awanou

We investigate higher order symplectic integration strategies within Bayesian cosmic density field reconstruction methods. In particular, we study the fourth-order discretisation of Hamiltonian equations of motion (EoM). This is achieved by…

Cosmology and Nongalactic Astrophysics · Physics 2021-09-29 Mónica Hernández-Sánchez , Francisco-Shu Kitaura , Metin Ata , Claudio Dalla Vecchia

In this work, we develop a fully implicit Hybrid High-Order algorithm for the Cahn-Hilliard problem in mixed form. The space discretization hinges on local reconstruction operators from hybrid polynomial unknowns at elements and faces. The…

Numerical Analysis · Mathematics 2016-07-01 Florent Chave , Daniele A. Di Pietro , Fabien Marche , Franck Pigeonneau

In this paper we establish a best approximation property of fully discrete Galerkin finite element solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty$ norm. The discretization method…

Numerical Analysis · Mathematics 2018-08-20 Dmitriy Leykekhman , Boris Vexler

The Fast Multipole Method (FMM) for the Poisson equation is extended to the case of non-axisymmetric problems in an axisymmetric domain, described by cylindrical coordinates. The method is based on a Fourier decomposition of the source into…

Numerical Analysis · Mathematics 2023-01-04 Michael J. Carley

In this paper, a piecewise quadratic nonconforming finite element method on rectangular grids for a fourth-order elliptic singular perturbation problem is presented. This proposed method is robustly convergent with respect to the…

Numerical Analysis · Mathematics 2020-06-30 Huilan Zeng , Chen-Song Zhang , Shuo Zhang

We study a one-dimensional elliptic problem with highly oscillatory random diffusion coefficient. We derive a homogenized solution and a so-called Gaussian corrector. We also prove a "pointwise" large deviation principle (LDP) for the full…

Analysis of PDEs · Mathematics 2010-12-07 Guillaume Bal , Roger Ghanem , Ian Langmore

On a domain of the n-dimensional Euclidean space, and for an integer k=1,...,n, the k-Hessian equations are fully nonlinear elliptic equations for k >1 and consist of the Poisson equation for k=1 and the Monge-Ampere equation for k=n. We…

Numerical Analysis · Mathematics 2018-08-27 Gerard Awanou

We show that any second order linear ordinary diffrential equation with constant coefficients (including the damped and undumped harmonic oscillator equation) admits an exact discretization, i.e., there exists a difference equation whose…

Popular Physics · Physics 2007-05-23 Jan L. Cieslinski , Boguslaw Ratkiewicz

This chapter provides an introduction to Hybrid High-Order (HHO) methods. These are new generation numerical methods for PDEs with several advantageous features: the support of arbitrary approximation orders on general polyhedral meshes,…

Numerical Analysis · Mathematics 2017-04-21 Daniele A. Di Pietro , Roberta Tittarelli

We introduce an unfitted Nitsche finite element method with a new ghost-penalty stabilization based on local projection of the solution gradient. The proposed ghost-penalty operator is straightforward to implement, ensures algebraic…

Numerical Analysis · Mathematics 2025-09-03 Maxim Olshanskii , Jan-Phillip Bäcker , Dmitri Kuzmin

In the recent literature there has been a resurgence of interest in the fourth-order field-theoretic model of Pais-Uhlenbeck \cite {Pais-Uhlenbeck 50 a}, which has not had a good reception over the last half century due to the existence of…

Mathematical Physics · Physics 2010-04-29 M. C. Nucci , P. G. L. Leach

We present a new mimetic finite difference method for diffusion problems that converges on grids with \textit{curved} (i.e., non-planar) faces. Crucially, it gives a symmetric discrete problem that uses only one discrete unknown per curved…

Numerical Analysis · Mathematics 2023-07-19 Silvano Pitassi , Riccardo Ghiloni , Igor Petretti , Francesco Trevisan , Ruben Specogna

The main purpose of this article is to show how symmetry structures in partial differential equations can be preserved in a discrete world and reflected in difference schemes. Three different structure preserving discretizations of the…

Exactly Solvable and Integrable Systems · Physics 2015-10-05 Decio Levi , Luigi Martina , Pavel Winternitz

In this paper, we consider the numerical pricing of financial derivatives using Radial Basis Function generated Finite Differences in space. Such discretization methods have the advantage of not requiring Cartesian grids. Instead, the nodes…

Computational Finance · Quantitative Finance 2018-08-21 Slobodan Milovanović , Lina von Sydow

In this technical note we show how to reach a remarkable speed up when solving elliptic partial differential equations with finite differences thanks to the joint use of the Chebyshev-Jacobi method with high order discretizations and its…

Numerical Analysis · Mathematics 2017-05-02 J. E. Adsuara , M. A. Aloy , P. Cerdá-Durán , I. Cordero-Carrión

We propose and analyze a two-level method for mimetic finite difference approximations of second order elliptic boundary value problems. We prove that the two-level algorithm is uniformly convergent, i.e., the number of iterations needed to…

Numerical Analysis · Mathematics 2014-10-14 Paola F. Antonietti , Marco Verani , Ludmil Zikatanov