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The diffuse-domain, or smoothed boundary, method is an attractive approach for solving partial differential equations in complex geometries because of its simplicity and flexibility. In this method the complex geometry is embedded into a…

Numerical Analysis · Mathematics 2019-12-02 Fei Yu , Zhenlin Guo , John Lowengrub

The main objective of this paper is to introduce an algorithm for solving fractional and classical differential equations based on a new generalized fractional power series. The algorithm relies on expanding the solution of an FDE or an ODE…

General Mathematics · Mathematics 2024-06-26 Youness Assebbane , Mohamed Echchehira , Mohamed Bouaouid , Mustapha Atraoui

We present a continuous finite element method for some examples of fully nonlinear elliptic equation. A key tool is the discretisation proposed in Lakkis & Pryer (2011, SISC) allowing us to work directly on the strong form of a linear PDE.…

Numerical Analysis · Mathematics 2015-03-19 Omar Lakkis , Tristan Pryer

In this work, we propose a novel formulation for the solution of partial differential equations using finite element methods on unfitted meshes. The proposed formulation relies on the discrete extension operator proposed in the aggregated…

Numerical Analysis · Mathematics 2022-08-15 Santiago Badia , Eric Neiva , Francesc Verdugo

The Poisson-Nernst-Planck (PNP) equations are one of the most effective model for describing electrostatic interactions and diffusion processes in ion solution systems, and have been widely used in the numerical simulations of biological…

Numerical Analysis · Mathematics 2023-12-19 Yang Liu , Shi Shu , Ying Yang

In recent years, the immersed finite element methods (IFEM) introduced in \cite{Li2003}, \cite{Li2004} to solve elliptic problems having an interface in the domain due to the discontinuity of coefficients are getting more attentions of…

Numerical Analysis · Mathematics 2015-07-06 Do Y. Kwak , Juho Lee

We construct a finite element like scheme for fully non-linear integro-partial differential equations arising in optimal control of jump-processes. Special cases of these equations include optimal portfolio and option pricing equations in…

Numerical Analysis · Mathematics 2008-05-22 Fabio Camilli , Espen R. Jakobsen

We propose an efficient and accurate parametric finite element method (PFEM) for solving sharp-interface continuum models for solid-state dewetting of thin films with anisotropic surface energies. The governing equations of the…

Numerical Analysis · Mathematics 2017-01-10 Weizhu Bao , Wei Jiang , Yan Wang , Quan Zhao

Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…

Numerical Analysis · Mathematics 2013-09-23 Siu A. Chin

With the increases in computational power and advances in machine learning, data-driven learning-based methods have gained significant attention in solving PDEs. Physics-informed neural networks (PINNs) have recently emerged and succeeded…

Machine Learning · Computer Science 2023-02-07 Namgyu Kang , Byeonghyeon Lee , Youngjoon Hong , Seok-Bae Yun , Eunbyung Park

Within recent years, considerable progress has been made regarding high-performance solvers for Partial Differential Equations (PDEs), yielding potential gains in efficiency compared to industry standard tools. However, the latter largely…

Numerical Analysis · Mathematics 2024-02-20 Patrick Zimbrod , Michael Fleck , Johannes Schilp

The Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…

Numerical Analysis · Mathematics 2017-12-27 Iqra Javed , Ashfaq Ahmad , Muzammil Hussain , S. Iqbal

We present novel model reduction methods for rapid solution of parametrized nonlinear partial differential equations (PDEs) in real-time or many-query contexts. Our approach combines reduced basis (RB) space for rapidly convergent…

Numerical Analysis · Mathematics 2024-10-04 Ngoc Cuong Nguyen

We present a new fixed mesh algorithm for solving a class of interface inverse problems for the typical elliptic interface problems. These interface inverse problems are formulated as shape optimization prob- lems whose objective…

Numerical Analysis · Mathematics 2018-10-18 Ruchi Guo , Tao Lin , Yanping Lin

In this paper, we propose a novel numerical method for Path-Dependent Partial Differential Equations (PPDEs). These equations firstly appeared in the seminal work of Dupire [2009], where the functional It\^o calculus was developed to deal…

Computational Finance · Quantitative Finance 2020-04-07 Yuri F. Saporito , Zhaoyu Zhang

A new concept is introduced for the adaptive finite element discretization of partial differential equations that have a sparsely representable solution. Motivated by recent work on compressed sensing, a recursive mesh refinement procedure…

Numerical Analysis · Mathematics 2009-02-26 Sadegh Jokar , Volker Mehrmann , Marc Pfetsch , Harry Yserentant

Partial differential equations (PDEs) on surfaces appear in many applications throughout the natural and applied sciences. The classical closest point method (Ruuth and Merriman, J. Comput. Phys. 227(3):1943-1961, [2008]) is an embedding…

Numerical Analysis · Mathematics 2018-05-17 Argyrios Petras , Leevan Ling , Steven J. Ruuth

We analyze a novel multi-level version of a recently introduced compressed sensing (CS) Petrov-Galerkin (PG) method from [H. Rauhut and Ch. Schwab: Compressive Sensing Petrov-Galerkin approximation of high-dimensional parametric operator…

Numerical Analysis · Mathematics 2017-12-19 Jean-Luc Bouchot , Holger Rauhut , Christoph Schwab

Time fractional PDEs have been used in many applications for modeling and simulations. Many of these applications are multiscale and contain high contrast variations in the media properties. It requires very small time step size to perform…

Numerical Analysis · Mathematics 2021-08-31 Jiuhua Hu , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…

Numerical Analysis · Mathematics 2022-09-27 Jianguo Huang , Lili Ju , Yuejin Xu
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