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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…

Numerical Analysis · Mathematics 2020-02-18 Yann-Meing Law , Alexandre Noll Marques , Jean-Christophe Nave

In this paper, efficient alternating direction implicit (ADI) schemes are proposed to solve three-dimensional heat equations with irregular boundaries and interfaces. Starting from the well-known Douglas-Gunn ADI scheme, a modified ADI…

Numerical Analysis · Mathematics 2026-04-20 Han Zhou , Minsheng Huang , Wenjun Ying

We prove that the classic logarithmic barrier problem is equivalent to a particular logarithmic barrier positive relaxation problem with barrier and scaling parameters. Based on the equivalence, a line-search primal-dual interior-point…

Optimization and Control · Mathematics 2018-07-10 Xin-Wei Liu , Yu-Hong Dai

We present a fast and accurate algorithm to solve Poisson problems in complex geometries, using regular Cartesian grids. We consider a variety of configurations, including Poisson problems with interfaces across which the solution is…

Computational Physics · Physics 2017-11-07 Alexandre Noll Marques , Jean-Christophe Nave , Rodolfo Ruben Rosales

Computational modeling and simulation of fluid-structure interactions constitute a fundamental cornerstone for advancing aerospace engineering endeavors. This paper addresses the notion and implementation of the immersed boundary method for…

Computational Physics · Physics 2025-12-24 Longqing Ge , Qingdong Cai , Yonghao Zhang , Tianbai Xiao

We consider an interface problem often arising in transport problems: a coupled system of partial differential equations with one (elliptic) transport equation on a bounded domain and one equation (in this case the Laplace problem) on the…

Numerical Analysis · Mathematics 2016-05-24 Christoph Erath , Robert Schorr

We use conformal maps to study a free boundary problem for a two-fluid electromechanical system, where the interface between the fluids is determined by the combined effects of electrostatic forces, gravity and surface tension. The free…

Mathematical Physics · Physics 2015-06-19 Stuart Kent , Shankar C. Venkataramani

This paper investigates the control barrier function (CBF) based safety-critical control for continuous nonlinear control affine systems using the more efficient online algorithms through time-varying optimization. The idea lies in that…

Systems and Control · Electrical Eng. & Systems 2023-03-21 Shengbo Wang , Shiping Wen , Yin Yang , Yuting Cao , Kaibo Shi , Tingwen Huang

This paper presents and analyzes an immersed finite element (IFE) method for solving Stokes interface problems with a piecewise constant viscosity coefficient that has a jump across the interface. In the method, the triangulation does not…

Numerical Analysis · Mathematics 2025-07-24 Haifeng Ji , Feng Wang , Jinru Chen , Zhilin Li

We propose a boundary-corrected weak Galerkin mixed finite element method for solving elliptic interface problems in 2D domains with curved interfaces. The method is formulated on body-fitted polygonal meshes, where interface edges are…

Numerical Analysis · Mathematics 2025-02-06 Yongli Hou , Yi Liu , Yanqiu Wang

We present a fluctuating boundary integral method (FBIM) for overdamped Brownian Dynamics (BD) of two-dimensional periodic suspensions of rigid particles of complex shape immersed in a Stokes fluid. We develop a novel approach for…

Numerical Analysis · Mathematics 2018-09-26 Yuanxun Bao , Manas Rachh , Eric Keaveny , Leslie Greengard , Aleksandar Donev

We consider a (possibly) nonlinear interface problem in 2D and 3D, which is solved by use of various adaptive FEM-BEM coupling strategies, namely the Johnson-N\'ed\'elec coupling, the Bielak-MacCamy coupling, and Costabel's symmetric…

Numerical Analysis · Mathematics 2014-02-11 Markus Aurada , Michael Feischl , Thomas Führer , Michael Karkulik , Jens Markus Melenk , Dirk Praetorius

We aim to provide a Feynman-Kac type representation for Hamilton-Jacobi-Bellman equation, in terms of forward backward stochastic differential equation (FBSDE) with a simulatable forward process. For this purpose, we introduce a class of…

Probability · Mathematics 2015-09-10 Idris Kharroubi , Huyên Pham

We consider the problem of optimal partition of a domain with respect to the sum of the principal eigenvalues and we prove for the first time regularity results for the free interface up to fixed boundary. All our results are quantitative…

Analysis of PDEs · Mathematics 2024-04-09 Roberto Ognibene , Bozhidar Velichkov

In most classical approaches of computational geophysics for seismic wave propagation problems, complex surface topography is either accounted for by boundary-fitted unstructured meshes, or, where possible, by mapping the complex…

We propose a novel Hermite-Taylor correction function method to handle embedded boundary and interface conditions for Maxwell's equations. The Hermite-Taylor method evolves the electromagnetic fields and their derivatives through order $m$…

Numerical Analysis · Mathematics 2025-04-15 Yann-Meing Law , Daniel Appelö , Thomas Hagstrom

We present a new fixed mesh algorithm for solving a class of interface inverse problems for the typical elliptic interface problems. These interface inverse problems are formulated as shape optimization prob- lems whose objective…

Numerical Analysis · Mathematics 2018-10-18 Ruchi Guo , Tao Lin , Yanping Lin

Elasticity theory is an important component of continuum mechanics and has had widely spread applications in science and engineering. Material interfaces are ubiquity in nature and man-made devices, and often give rise to discontinuous…

Numerical Analysis · Mathematics 2014-12-17 Bao Wang , Kelin Xia , Guo-Wei Wei

Many applications involve solving several boundary value problems on geometries that are local perturbations of an original geometry. The boundary integral equation for a problem on a locally perturbed geometry can be expressed as a low…

Numerical Analysis · Mathematics 2018-01-17 Yabin Zhang , Adrianna Gillman

In this paper, a meshless Generalized Finite Difference Method (GFDM) is proposed to deal with the Stokes-Darcy coupled problem with the Beavers-Joseph-Saffman (BJS) interface conditions. Some high order GFDMs are proposed to show the…

Numerical Analysis · Mathematics 2025-06-24 Yanan Xing , Haibiao Zheng