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Arbitrary high order numerical methods for time-harmonic acoustic scattering problems originally defined on unbounded domains are constructed. This is done by coupling recently developed high order local absorbing boundary conditions (ABCs)…
Time-parallel methods can reduce the wall clock time required for the accurate numerical solution of differential equations by parallelizing across the time-dimension. In this paper, we present and test the convergence behavior of a…
In the present work, strong approximation errors are analyzed for both the spatial semi-discretization and the spatio-temporal fully discretization of stochastic wave equations (SWEs) with cubic polynomial nonlinearities and additive…
In this paper, we consider the classical wave equation with time-dependent, spatially multiscale coefficients. We propose a fully discrete computational multiscale method in the spirit of the localized orthogonal decomposition in space with…
This paper develops and analyzes a class of semi-discrete and fully discrete weak Galerkin finite element methods for unsteady incompressible convective Brinkman-Forchheimer equations. For the spatial discretization, the methods adopt the…
Computing solutions to partial differential equations using the fast Fourier transform can lead to unwanted oscillatory behavior. Due to the periodic nature of the discrete Fourier transform, waves that leave the computational domain on one…
The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…
The periodic standing wave (PSW) method for the binary inspiral of black holes and neutron stars computes exact numerical solutions for periodic standing wave spacetimes and then extracts approximate solutions of the physical problem, with…
A fast and stable method is formulated to compute the time evolution of a wavefunction by numerically solving the time-dependent Schr{\"o}dinger equation. This method is a real space/real time evolution method implemented by several…
This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…
In this paper an approach for decreasing the computational effort required for the spectral simulations of the water waves is introduced. Signals with majority of the components zero, are known as the sparse signals. Like majority of the…
In this work, we concern with the high order numerical methods for coupled forward-backward stochastic differential equations (FBSDEs). Based on the FBSDEs theory, we derive two reference ordinary differential equations (ODEs) from the…
In this paper, we develop a computational multiscale to solve the parabolic wave approximation with heterogeneous and variable media. Parabolic wave approximation is a technique to approximate the full wave equation. One benefit of the…
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…
A high-performance shooting algorithm is developed to compute time-periodic solutions of the free-surface Euler equations with spectral accuracy in double and quadruple precision. The method is used to study resonance and its effect on…
We propose a time-adaptive predictor/multi-corrector method to solve hyperbolic partial differential equations, based on the generalized-$\alpha$ scheme that provides user-control on the numerical dissipation and second-order accuracy in…
The detection and characterization of gravitational wave signals from compact binary coalescence events relies on accurate waveform templates in the frequency domain. The stationary phase approximation (SPA) can be used to compute…
Frequency-domain full-waveform inversion (FWI) is suitable for long-offset stationary-recording acquisition, since reliable subsurface models can be reconstructed with a few frequencies and attenuation is easily implemented without…
This work is devoted to convergence analysis of an exponential integrator scheme for semi-discretization in time of nonlinear stochastic wave equation. A unified framework is first set forth, which covers important cases of additive and…
This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…