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The physics-informed neural network (PINN) is effective in solving the partial differential equation (PDE) by capturing the physics constraints as a part of the training loss function through the Automatic Differentiation (AD). This study…
We propose two localized Radial Basis Function (RBF) methods, the Radial Basis Function Partition of Unity method (RBF-PUM) and the Radial Basis Function generated Finite Differences method (RBF-FD), for solving financial derivative pricing…
In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…
This paper proposes a finite element method for solving the periodic steady-state problem for the scalar-valued and vector-valued Poisson equations, a simple reduction model of the Maxwell equations under the Coulomb gauge. Introducing a…
In this paper, we propose a novel high order unfitted finite element method on Cartesian meshes for solving the acoustic wave equation with discontinuous coefficients having complex interface geometry. The unfitted finite element method…
We present a high-order compact finite difference approach for a class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in $n$ spatial dimensions.…
It is well known that the Black-Scholes-Merton model suffers from several deficiencies. Jump-diffusion and Levy models have been widely used to partially alleviate some of the biases inherent in this classical model. Unfortunately, the…
This paper examines the problem of pricing spread options under some models with jumps driven by Compound Poisson Processes and stochastic volatilities in the form of Cox-Ingersoll-Ross(CIR) processes. We derive the characteristic function…
In this work, fourth-order compact block-centered finite difference (CBCFD) schemes combined with the Crank-Nicolson discretization are constructed and analyzed for solving parabolic integro-differential type non-Fickian flows in…
We are concerned in designing a suitable numerical scheme based on the equal-order hybrid high-order (HHO) method for the linear parabolic integro-differential equations. The spatial discretization is made using the equal-order HHO method…
In this paper, we present a novel approach to solving the American put options pricing model by hugely relying on a front-fixing Crank-Nicolson finite difference method. Since the American put option pricing model is a widely used financial…
In this manuscript we present a novel and efficient numerical method for the compressible viscous and resistive MHD equations for all Mach number regimes. The time-integration strategy is a semi-implicit splitting, combined with a hybrid…
We present an immersed boundary method to simulate the creeping motion of a rigid particle in a fluid described by the Stokes equations discretized thanks to a finite element strategy on unfitted meshes, called Phi-FEM, that uses the…
Finite element exterior calculus (FEEC) has been developed as a systematical framework for constructing and analyzing stable and accurate numerical method for partial differential equations by employing differential complexes. This paper is…
In this paper, we propose a novel recovery based finite element method for the Cahn-Hilliard equation. One distinguishing feature of the method is that we discretize the fourth-order differential operator in a standard $C^0$ linear finite…
In this paper, we present a novel second order in time mixed finite element scheme for the Cahn-Hilliard-Navier-Stokes equations with matched densities. The scheme combines a standard second order Crank-Nicholson method for the…
This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…
This paper is concerned with mixed finite element method (FEM) for solving the two-dimensional, nonlinear fourth-order active fluid equations. By introducing an auxiliary variable $w=-\Delta u$, the original fourth problem is transformed…
In this article, we design and analyze a Hybrid High-Order (HHO) finite element approximation for a class of strongly nonlinear boundary value problems. We consider an HHO discretization for a suitable linearized problem and show its…
Solving partial differential equations (PDEs) with highly oscillatory solutions on complex domains remains a challenging and important problem. High-frequency oscillations and intricate geometries often result in prohibitively expensive…