Related papers: High order finite-difference ghost-point methods f…
In this work, we propose and investigate stable high-order collocation-type discretisations of the discontinuous Galerkin method on equidistant and scattered collocation points. We do so by incorporating the concept of discrete least…
We show that a generalised sparse grid combination technique which combines multi-variate extrapolation of finite difference solutions with the standard combination formula lifts a second order accurate scheme on regular meshes to a fourth…
We develop a fourth order accurate finite difference method for the three dimensional elastic wave equation in isotropic media with the piecewise smooth material property. In our model, the material property can be discontinuous at curved…
We present a multigrid method for an unfitted finite element discretization of the Dirichlet boundary value problem. The discretization employs Nitsche's method to implement the boundary condition and additional face based ghost penalties…
We construct and analyze a strongly consistent second-order finite difference scheme for the steady two-dimensional Stokes flow. The pressure Poisson equation is explicitly incorporated into the scheme. Our approach suggested by the first…
We introduce meshfree finite difference methods for approximating nonlinear elliptic operators that depend on second directional derivatives or the eigenvalues of the Hessian. Approximations are defined on unstructured point clouds, which…
The "Auxiliary Extra Dimension" model was proposed in order to provide a geometrical interpretation to modifications of general relativity, in particular to non-linear massive gravity. In this context, the theory was shown to be ghost free…
Recent years have witnessed growing interests in solving partial differential equations by deep neural networks, especially in the high-dimensional case. Unlike classical numerical methods, such as finite difference method and finite…
In this paper, we study the biharmonic equation with Dirichlet boundary conditions in a polygonal domain. In particular, we propose a method that effectively decouples the fourth-order problem into a system of two Poison equations and one…
We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In…
Ostrogradsky's method allows one to construct Hamiltonian formulation for a higher derivative system. An application of this approach to the Pais-Uhlenbeck oscillator yields the Hamiltonian which is unbounded from below. This leads to the…
The Stokes system with constant viscosity can be cast into different formulations by exploiting the incompressibility constraint. For instance the strain in the weak formulation can be replaced by the gradient to decouple the velocity…
In this paper, the weak Galerkin finite element method for second order elliptic problems employing polygonal or polyhedral meshes with arbitrary small edges or faces was analyzed. With the shape regular assumptions, optimal convergence…
In this paper, we design and analyze a Hybrid-High Order (HHO) approximation for a class of quasilinear elliptic problems of nonmonotone type. The proposed method has several advantages, for instance, it supports arbitrary order of…
We study whether a modified version of Tikhonov regularization can be used to identify several local sources from Dirichlet boundary data for a prototypical elliptic PDE. This paper extends the results presented in [5]. It turns out that…
We derive a compatible discretization method that relies heavily on the underlying geometric structure, and obeys the topological sequences and commuting properties that are constructed. As a sample problem we consider the…
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
Computations of incompressible flows with velocity boundary conditions require solution of a Poisson equation for pressure with all Neumann boundary conditions. Discretization of such a Poisson equation results in a rank-deficient matrix of…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
We formulate a well-posedness and approximation theory for a class of generalised saddle point problems with a specific form of constraints. In this way we develop an approach to a class of fourth order elliptic partial differential…