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We present a new explicit and stable numerical algorithm to solve the homogeneous heat equation. We illustrate the performance of the new method in the cases of two 2D systems with highly inhomogeneous random parameters. Spatial…

Computational Engineering, Finance, and Science · Computer Science 2019-09-02 Endre Kovács , András Gilicz

A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…

Computational Physics · Physics 2024-01-02 Viktoriya Morozova , James G. Coder , Kevin Holst

We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…

Numerical Analysis · Mathematics 2015-06-23 James Bremer

In this paper, we present a numerical method, based on iterative Bregman projections, to solve the optimal transport problem with Coulomb cost. This is related to the strong interaction limit of Density Functional Theory. The first idea is…

Numerical Analysis · Mathematics 2015-05-11 Jean-David Benamou , Guillaume Carlier , Luca Nenna

This paper proposes a novel higher-order multi-scale (HOMS) computational method, which is highly targeted for efficient, high-accuracy and low-computational-cost simulation of hygro-thermo-mechanical (H-T-M) coupling problems in…

Numerical Analysis · Mathematics 2025-12-11 Hao Dong , Yifei Ding , Jiale Linghu , Yufeng Nie , Yaochuang Han

Inverse boundary value problems for the radiative transport equation play important roles in optics-based medical imaging techniques such as diffuse optical tomography (DOT) and fluorescence optical tomography (FOT). Despite the rapid…

Numerical Analysis · Mathematics 2015-06-19 Tian Ding , Kui Ren

A multi-scale method for the hyperbolic systems governing sediment transport in subcritical case is developed. The scale separation of this problem is due to the fact that the sediment transport is much slower than flow velocity. We first…

Numerical Analysis · Mathematics 2016-04-19 Yuchen Jiang , Ruo Li , Shuonan Wu

We consider hyperbolic systems of conservation laws with relaxation source terms leading to a diffusive asymptotic limit under a parabolic scaling. We introduce a new class of secondorder in time and space numerical schemes, which are…

Numerical Analysis · Mathematics 2022-05-23 Louis Reboul , Teddy Pichard , Marc Massot

In this work we explore the fidelity of numerical approximations to the analytic spectra of hyperbolic partial differential equation systems with variable coefficients. We are particularly interested in the ability of discrete methods to…

Numerical Analysis · Mathematics 2025-08-12 Brittany A. Erickson

Mobile sensing enabled by GPS or smart phones has become an increasingly important source of traffic data. For sufficient coverage of the traffic stream, it is important to maintain a reasonable penetration rate of probe vehicles. From the…

Analysis of PDEs · Mathematics 2016-03-29 Benedetto Piccoli , Ke Han , Terry L. Friesz , Tao Yao , Junqing Tang

Some novel numerical approaches to solving direct and inverse obstacle scattering problems (IOSP) are presented. Scattering by finite obstacles and by periodic structures is considered. The emphasis for solving direct scattering problem is…

Analysis of PDEs · Mathematics 2007-05-23 Alexander G. Ramm , Semion Gutman

We present a high-order shifted Gegenbauer pseudospectral method (SGPM) to solve numerically the second-order one-dimensional hyperbolic telegraph equation provided with some initial and Dirichlet boundary conditions. The framework of the…

Numerical Analysis · Mathematics 2023-03-06 Kareem T. Elgindy

Second-order continuous-time dissipative dynamical systems with viscous and Hessian driven damping have inspired effective first-order algorithms for solving convex optimization problems. While preserving the fast convergence properties of…

Optimization and Control · Mathematics 2022-03-18 Hedy Attouch , Jalal Fadili , Vyacheslav Kungurtsev

We derive an implicit numerical scheme for the solution of advection equation where the roles of space and time variables are exchanged using the inverse Lax-Wendroff procedure. The scheme contains a linear weight for which it is always…

Numerical Analysis · Mathematics 2025-05-12 Peter Frolkovič , Svetlana Krišková , Katarína Lacková

Second-order Newton-type algorithms that leverage the exact Hessian or its approximation are central to solve nonlinear optimization problems. However, their applications in solving large-scale nonconvex problems are hindered by three…

Optimization and Control · Mathematics 2026-04-08 Krishan Kumar , Ashutosh Sharma , Gauransh Dingwani , Nikhil Gupta , Vaishnavi Gupta , Ishan Bajaj

A linear implicit finite difference method is proposed for the approximation of the solution to a periodic, initial value problem for a Schrodinger-Hirota equation. Optimal, second order convergence in the discrete $H^1-$norm is proved,…

Numerical Analysis · Mathematics 2017-06-14 Georgios E. Zouraris

A fully implicit finite difference scheme has been developed to solve the hydrodynamic equations coupled with radiation transport. Solution of the time dependent radiation transport equation is obtained using the discrete ordinates method…

Fluid Dynamics · Physics 2008-07-14 Karabi Ghosh , S. V. G. Menon

In this paper, we will introduce a high order numerical method to solve the scattering problems with non-periodic incident fields and (locally perturbed) periodic surfaces. For the problems we are considering, the classical methods to treat…

Numerical Analysis · Mathematics 2018-07-26 Ruming Zhang

We present an indirect higher order boundary element method utilising NURBS mappings for exact geometry representation and an interpolation-based fast multipole method for compression and reduction of computational complexity, to counteract…

Numerical Analysis · Mathematics 2018-02-14 Jürgen Dölz , Helmut Harbrecht , Stefan Kurz , Sebastian Schöps , Felix Wolf

We present a high-order method that provides numerical integration on volumes, surfaces, and lines defined implicitly by two smooth intersecting level sets. To approximate the integrals, the method maps quadrature rules defined on…

Numerical Analysis · Mathematics 2023-08-22 Lauritz Beck , Florian Kummer
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