Related papers: A Spectral Split-Step Pad\'e Method for Guided Wav…
Maxwell's equations for propagation of electromagnetic waves in dispersive and absorptive (passive) media are represented in the form of the Schr\"odinger equation $i\partial \Psi/\partial t = {H}\Psi$, where ${H}$ is a linear differential…
This paper deals with the state estimation of stochastic models with continuous dynamics. The aim is to incorporate spectral differentiation methods into the solution to the Fokker-Planck equation in grid-based state estimation routine,…
The modeling of optical wave propagation in optical fiber is a task of fast and accurate solving the nonlinear Schr\"odinger equation (NLSE), and can enable the optical system design, digital signal processing verification and fast waveform…
Recently a splitting approach has been presented for the simulation of sonic-boom propagation. Splitting methods allow one to divide complicated partial differential equations into simpler parts that are solved by specifically tailored…
The paper investigates a variant of semi-implicit spectral deferred corrections (SISDC) in which the stiff, fast dynamics correspond to fast propagating waves ("fast-wave slow-wave problem"). We show that for a scalar test problem with two…
In this paper we study propagation of the high frequency electromagnetic waves in a curved spacetime. We discuss a so call spinoptics approach which generalizes a well known geometric optics approximation and allows one to take into account…
We propose a spectral collocation method to approximate the exact boundary control of the wave equation in a square domain. The idea is to introduce a suitable approximate control problem that we solve in the finite-dimensional space of…
In recent years, sparse spectral methods for solving partial differential equations have been derived using hierarchies of classical orthogonal polynomials on intervals, disks, disk-slices and triangles. In this work we extend the…
The aim of this paper is to give an account of some applications of pseudodifferential calculus for solving linear wave equations in the limit of high frequency/short wavelength waves. More specifically, on using as a benchmark the case of…
This paper presents a simple, efficient, and high-order accurate sliding-mesh interface approach to the spectral difference (SD) method. We demonstrate the approach by solving the two-dimensional compressible Navier-Stokes equations on…
Here we present a numerical method for finding non-hydrostatic coastal-trapped wave and instability solutions to the non-hydrostatic Boussinesq equations in the presence of a background flow and complicated coastal topography. We use…
Phase-field models are widely employed to simulate microstructure evolution during processes such as solidification or heat treatment. The resulting partial differential equations, often strongly coupled together, may be solved by a broad…
We introduce a new finite element (FE) discretization framework applicable for covariant split equations. The introduction of additional differential forms (DF) that form pairs with the original ones permits the splitting of the equations…
The synchrosqueezing transform, a kind of reassignment method, aims to sharpen the time-frequency representation and to separate the components of a multicomponent non-stationary signal. In this paper, we consider the short-time Fourier…
This paper addresses the problem of expressing a signal as a sum of frequency components (sinusoids) wherein each sinusoid may exhibit abrupt changes in its amplitude and/or phase. The Fourier transform of a narrow-band signal, with a…
This study presents band-ensemble Spectral Proper Orthogonal Decomposition (bSPOD). The approach is inspired by frequency smoothing, a method used to reduce estimator variance in power spectral density estimates, and is here extended to…
We apply a new numerical method, the singular Fourier-Pad\'e (SFP) method invented by Driscoll and Fornberg (2001, 2011), to price European-type options in L\'evy and affine processes. The motivation behind this application is to reduce the…
Basic Smoothed Particle Hydrodynamics (SPH) models exhibit excessive, numerical dissipation in the simulation of water wave propagation. This can be remedied using higher-order approaches such as kernel gradient correction, which introduce…
Scalar wave propagation across a semi-infinite step or step-like discontinuity on any one boundary of the square lattice waveguides is considered within nearest-neighbour interaction approximation. An application of the Wiener-Hopf method…
In this paper, we propose a new spectral decomposition method to simulate waves propagating in complicated waveguides. For the numerical solutions of waveguide scattering problems, an important task is to approximate the…