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The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

The multigrid algorithm is a multilevel approach to accelerate the numerical solution of discretized differential equations in physical problems involving long-range interactions. Multiresolution analysis of wavelet theory provides an…

Computational Physics · Physics 2007-05-23 D. Yesilleten , T. A. Arias

In this paper we present a locally and dimension-adaptive sparse grid method for interpolation and integration of high-dimensional functions with discontinuities. The proposed algorithm combines the strengths of the generalised sparse grid…

Numerical Analysis · Mathematics 2011-10-04 John D. Jakeman , Stephen G. Roberts

Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to…

Numerical Analysis · Mathematics 2015-11-19 Adam M. Oberman , Ian Zwiers

We use high order finite difference methods to solve the wave equation in the second order form. The spatial discretization is performed by finite difference operators satisfying a summation-by-parts property. The focus of this work is on…

Numerical Analysis · Mathematics 2017-02-08 Siyang Wang , Kristoffer Virta , Gunilla Kreiss

A system of high-order adaptive multiresolution wavelet collocation upwind schemes are developed for the solution of hyperbolic conservation laws. A couple of asymmetrical wavelet bases with interpolation property are built to realize the…

Numerical Analysis · Mathematics 2023-01-04 Bing Yang , Jizeng Wang , Xiaojing Liu , Youhe Zhou

This work presents a multigrid preconditioned high order immersed finite difference solver to accurately and efficiently solve the Poisson equation on complex 2D and 3D domains. The solver employs a low order Shortley-Weller multigrid…

Numerical Analysis · Mathematics 2025-03-31 James Gabbard , Andrea Paris , Wim M. van Rees

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

The use of neural networks to approximate partial differential equations (PDEs) has gained significant attention in recent years. However, the approximation of PDEs with localised phenomena, e.g., sharp gradients and singularities, remains…

Numerical Analysis · Mathematics 2025-01-30 Santiago Badia , Wei Li , Alberto F. Martín

We present the derivation, implementation, and analysis of a multiresolution adaptive grid framework for numerical simulations on octree-based 3D block-structured collocated grids with distributed computational architectures. Our approach…

Numerical Analysis · Mathematics 2025-04-01 Thomas Gillis , Wim M. van Rees

For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…

Numerical Analysis · Mathematics 2017-12-04 Anindya Bhaduri , Lori Graham-Brady

Immersed boundary methods are high-order accurate computational tools used to model geometrically complex problems in computational mechanics. While traditional finite element methods require the construction of high-quality boundary-fitted…

Numerical Analysis · Mathematics 2024-02-27 Jennifer E. Fromm , Nils Wunsch , Kurt Maute , John A. Evans , Jiun-Shyan Chen

We introduce an innovative wavelet-based approach to dynamically adjust the local grid resolution to maintain a uniform specified error tolerance. Extending the work of Dubos and Kevlahan (2013), a wavelet multi-scale approximation is used…

Geophysics · Physics 2015-10-28 Matthias Aechtner , Nicholas Kevlahan , Thomas Dubos

High-dimensional interpolation problems appear in various applications of uncertainty quantification, stochastic optimization and machine learning. Such problems are computationally expensive and request the use of adaptive grid generation…

Numerical Analysis · Mathematics 2025-05-26 Hendrik Wilka , Jens Lang

A numerical approach for solving evolutionary partial differential equations in two and three space dimensions on block-based adaptive grids is presented. The numerical discretization is based on high-order, central finite-differences and…

Computational Physics · Physics 2019-02-04 Mario Sroka , Thomas Engels , Philipp Krah , Sophie Mutzel , Kai Schneider , Julius Reiss

Variational data assimilation technique applied to the identification of the optimal discretization of interpolation operators and derivatives in the nodes adjacent to the boundary of the domain is discussed in frames of the linear shallow…

Atmospheric and Oceanic Physics · Physics 2009-05-29 Eugene Kazantsev

Verification of solutions is crucial for establishing the reliability of simulations. A central challenge is to find an accurate and reliable estimate of the discretization error. Current approaches to this estimation rely on the observed…

Numerical Analysis · Mathematics 2023-01-18 Sharp Chim Yui Lo

This paper constructs adaptive sparse grid collocation method onto arbitrary order piecewise polynomial space. The sparse grid method is a popular technique for high dimensional problems, and the associated collocation method has been well…

Numerical Analysis · Mathematics 2019-12-10 Zhanjing Tao , Yan Jiang , Yingda Cheng

Second order accurate Cartesian grid methods have been well developed for interface problems in the literature. However, it is challenging to develop third or higher order accurate methods for problems with curved interfaces and internal…

Numerical Analysis · Mathematics 2022-06-14 Zhilin Li , Kejia Pan , Juan Ruiz

We present a high-order spacetime numerical method for discretizing and solving linear initial-boundary value problems using wavelet-based techniques with user-prescribed error estimates. The spacetime wavelet discretization yields a system…

Numerical Analysis · Mathematics 2025-09-04 Cody D. Cochran , Karel Matous
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