Related papers: A practical recipe for variable-step finite differ…
Context: Calculating stellar pulsations requires a sufficient accuracy to match the quality of the observations. Many current pulsation codes apply a second order finite-difference scheme, combined with Richardson extrapolation to reach…
For elliptic interface problems with discontinuous coefficients, the maximum accuracy order for compact 9-point finite difference scheme in irregular points is three [7]. The discontinuous coefficients usually have abrupt jumps across the…
A marker-and-cell finite difference method is developed for solving the two dimensional and three dimensional linear elasticity in the displacement-stress formulation on staggered grids. The method employs a staggered grid arrangement,…
Within the mode-coupling theory (MCT) of the glass transition, we reconsider the numerical schemes to evaluate the MCT functional. Here we propose nonuniform discretizations of the wave number, in contrast to the standard equidistant grid,…
A grid-overlay finite difference method is proposed for the numerical approximation of the fractional Laplacian on arbitrary bounded domains. The method uses an unstructured simplicial mesh and an overlay uniform grid for the underlying…
We consider Schr\"{o}dinger equations with real quadratic Hamiltonians, for which the Wigner distribution of the solution at a given time equals, up to a linear coordinate transformation, the Wigner distribution of the initial condition.…
We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…
In this paper, a new family of implicit compact finite difference schemes for computation of unsteady convection-diffusion equation with variable convection coefficient is proposed. The schemes are fourth order accurate in space and second…
We develop a universally applicable embedded boundary finite difference method, which results in a symmetric positive definite linear system and does not suffer from small cell stiffness. Our discretization is efficient for the wave, heat…
We present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which…
This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…
As a phase space language for quantum mechanics, the Wigner function approach bears a close analogy to classical mechanics and has been drawing growing attention, especially in simulating quantum many-body systems. However, deterministic…
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…
We present a simple and efficient variational finite difference method for simulating time-dependent Stokes flow in the presence of irregular free surfaces and moving solid boundaries. The method uses an embedded boundary approach on…
We design and analyze an iterative two-grid algorithm for the finite element discretizations of strongly nonlinear elliptic boundary value problems in this paper. We propose an iterative two-grid algorithm, in which a nonlinear problem is…
Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to…
We present a computationally efficient algorithm for stable numerical differentiation from noisy, uniformly-sampled data on a bounded interval. The method combines multi-interval Fourier extension approximations with an adaptive domain…
We consider a standard elliptic partial differential equation and propose a geometric multigrid algorithm based on Dirichlet-to-Neumann (DtN) maps for hybridized high-order finite element methods. The proposed unified approach is applicable…
Efficient and accurate numerical simulation of 3D acoustic wave propagation in heterogeneous media plays an important role in the success of seismic full waveform inversion (FWI) problem. In this work, we employed the combined scheme and…
For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…