Related papers: High-order, Compact, and Symmetric Finite Differen…
In this paper we develop finite difference schemes for elliptic problems with piecewise continuous coefficients that have (possibly huge) jumps across fixed internal interfaces. In contrast with such problems involving one smooth…
In this paper, a novel class of exponential Fourier collocation methods (EFCMs) is presented for solving systems of first-order ordinary differential equations. These so-called exponential Fourier collocation methods are based on the…
We present a new direct logarithmically optimal in theory and fast in practice algorithm to implement the high order finite element method on multi-dimensional rectangular parallelepipeds for solving PDEs of the Poisson kind. The key points…
We describe a short, reproducible workflow for applying finite differences on nonuniform grids determined by a positive weight function g. The grid is obtained by equidistribution, mapping uniform computational coordinates $\xi\in[0,1]$ to…
We prove that the finite-difference based derivative-free descent (FD-DFD) methods have a capability to find the global minima for a class of multiple minima problems. Our main result shows that, for a class of multiple minima objectives…
Stencil composition uses the idea of function composition, wherein two stencils with arbitrary orders of derivative are composed to obtain a stencil with a derivative order equal to sum of the orders of the composing stencils. In this…
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 develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…
We present an efficient dimension-by-dimension finite-volume method which solves the adiabatic magnetohydrodynamics equations at high discretization order, using the constrained-transport approach on Cartesian grids. Results are presented…
Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…
We demonstrate that the finite difference grid method (FDM) can be simply modified to satisfy the variational principle and enable calculations of both real and complex poles of the scattering matrix. These complex poles are known as…
In the given paper we consider finite difference approximations to systems of polynomially-nonlinear partial differential equations whose coefficients are rational functions over rationals in the independent variables. The notion of strong…
There has been an increasing interest in developing efficient immersed boundary method (IBM) based on Cartesian grids, recently in the context of high-order methods. IBM based on volume penalization is a robust and easy to implement method…
This work is about a new two-level solver for Helmholtz equations discretized by finite elements. The method is inspired by two-grid methods for finite-difference Helmholtz problems as well as by previous work on two-level…
We present direct logarithmically optimal in theory and fast in practice algorithms to implement the tensor product high order finite element method on multi-dimensional rectangular parallelepipeds for solving PDEs of the Poisson kind. They…
A third-order weighted essentially non-oscillatory compact least-squares scheme is developed for the finite volume method on structured curvilinear non-uniform grids. The proposed scheme features compact least-squares reconstruction with…
We propose a high-order FDTD scheme based on the correction function method (CFM) to treat interfaces with complex geometry without increasing the complexity of the numerical approach for constant coefficients. Correction functions are…
The automated finite element analysis of complex CAD models using boundary-fitted meshes is rife with difficulties. Immersed finite element methods are intrinsically more robust but usually less accurate. In this work, we introduce an…
For dense Hermitian matrices with small off-diagonal (numerical) ranks and in a hierarchically semiseparable form, we give a stable divide-and-conquer eigendecomposition method with nearly linear complexity (called SuperDC) that…
A novel hybrid spectral difference/embedded finite volume method is introduced in order to apply a discontinuous high-order method for large scale engineering applications involving discontinuities in the flows with complex geometries. In…