Related papers: A Spherical Crank-Nicolson Integrator Based on the…
We present a fast iterative solver for scattering problems in 2D, where a penetrable object with compact support is considered. By representing the scattered field as a volume potential in terms of the Green's function, we arrive at the…
This contribution presents an integration method based on the Simpson quadrature. The integrator is designed for finite-dimensional nonlinear mechanical systems that derive from variational principles. The action is discretized using…
In this study, we employ Euler's method and Richardson's extrapolation to solve a triple integral, which is then transformed into a third-order initial value problem. Our objective is to resolve the computational challenges associated with…
We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by…
In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…
We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…
This paper deals with the weak error estimates of the exponential Euler method for semi-linear stochastic partial differential equations (SPDEs). A weak error representation formula is first derived for the exponential integrator scheme in…
We propose a numerical integrator for determining low-rank approximations to solutions of large-scale matrix differential equations. The considered differential equations are semilinear and stiff. Our method consists of first splitting the…
The exponential B-spline basis function set is used to develop a collocation method for some initial boundary value problems (IBVPs) to the Gardner equation. The Gardner equation has two nonlinear terms, namely quadratic and cubic ones. The…
We prove the convergence of an incremental projection numerical scheme for the time-dependent incompressible Navier--Stokes equations, without any regularity assumption on the weak solution. The velocity and the pressure are discretised in…
We present a novel differentiable grid-based representation for efficiently solving differential equations (DEs). Widely used architectures for neural solvers, such as sinusoidal neural networks, are coordinate-based MLPs that are both…
Implicit schemes have been extensively used in building physics to compute the solution of moisture diffusion problems in porous materials for improving stability conditions. Nevertheless, these schemes require important sub-iterations when…
Finite difference method was extended to unstructured meshes to solve Euler equations. The spatial discretization is made of two steps. First, numerical fluxes are computed at the middle point of each edge with high order accuracy. In this…
In this paper we consider an approach to improve the performance of exponential Runge--Kutta integrators and Lawson schemes} in cases where the solution of a related, but usually much simpler, problem can be computed efficiently. While for…
A preconditioned, multipole-accelerated, Krylov-subspace iterative algorithm for the electromagnetic scattering analysis of three dimensional (3D), arbitrary shaped dielectric structures composed of single and multi-layered dielectric…
The semiclassical Schr\"odinger equation with time-dependent potentials is an important model to study electron dynamics under external controls in the mean-field picture. In this paper, we propose two multiscale finite element methods to…
We study a system of Maxwell's equations that describes the time evolution of electromagnetic fields with an additional electric scalar variable to make the system amenable to a mixed finite element spatial discretization. We demonstrate…
A numerical scheme is presented for solving the Helmholtz equation with Dirichlet or Neumann boundary conditions on piecewise smooth open curves, where the curves may have corners and multiple junctions. Existing integral equation methods…
We present a framework for the simulation of rigid and deformable bodies in the presence of contact and friction. Our method is based on a non-smooth Newton iteration that solves the underlying nonlinear complementarity problems (NCPs)…
A novel overlapping domain decomposition splitting algorithm based on a Crank-Nisolson method is developed for the stochastic nonlinear Schroedinger equation driven by a multiplicative noise with non-periodic boundary conditions. The…