Related papers: Faster Monotone Implied Volatility Solver
In this paper, we study the Cauchy problem for the focusing nonlinear short-pluse equation by using $\overline\partial$ steepest descent method. \begin{align} &u_{xt}=u+\frac{1}{6}(u^3)_{xx}, \nonumber\\ &u(x,0)=u_0(x)\in…
A fully coupled implicit finite-volume algorithm for incompressible viscoelastic interfacial flows is proposed, whereby the viscoelasticity of the flow is described by an upper-convected Maxwell constitutive model, including limited…
We study a catching-up algorithm for a class of differential inclusions driven by maximal monotone operators with continuous perturbations. Using a decomposition of the monotone operator into the closed convex hull of its single-valued part…
We study the problem of spatially stabilising four dimensional extremal black holes in background electric/magnetic fields. Whilst looking for stationary stable solutions describing black holes kept in external fields we find that taking a…
High-order implicit shock tracking is a new class of numerical methods to approximate solutions of conservation laws with non-smooth features. These methods align elements of the computational mesh with non-smooth features to represent them…
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…
We present a fully-coupled, implicit-in-time framework for solving a thermodynamically-consistent Cahn-Hilliard Navier-Stokes system that models two-phase flows. In this work, we extend the block iterative method presented in Khanwale et…
We investigate black hole solutions with time-dependent (scalar) hair in scalar-tensor theories. Known exact solutions exist for such theories at the background level, where the metric takes on a standard GR form (e.g. Schwarzschild-de…
In this paper, we study charged black hole solutions in 4-dimensional Einstein-Gauss-Bonnet gravity combined with ModMax nonlinear electrodynamics. This is a conformally invariant extension of Maxwell theory that effectively describes…
We study the linear stability of black holes in Maxwell-Horndeski theories where a $U(1)$ gauge-invariant vector field is coupled to a scalar field with the Lagrangian of full Horndeski theories. The perturbations on a static and…
We propose an alternative approach for solving a number of well-studied optimal stopping problems for L\'evy processes. Instead of the usual method of guess-and-verify based on martingale properties of the value function, we suggest a more…
We prove a functional limit theorem for a pair of nearly unstable Hawkes processes coupled through a triangular cross-excitation mechanism, when the two kernels have distinct heavy-tail exponents. This heterogeneous regime produces two…
The paper develops and analyzes a higher-order unfitted finite element method for the incompressible Stokes equations, which yields a strongly divergence-free velocity field up to the physical boundary. The method combines an isoparametric…
We provide a new five dimensional black string--like solution by means of the embedding of a four dimensional regular black hole into a compact extra dimension. We enunciate a list of constraints in order to that the five dimensional black…
Spherically symmetric solution in 4D Einstein--Gauss--Bonnet gravity coupled to modified logarithmic nonlinear electrodynamics (ModLogNED) is found. This solution at infinity possesses the charged black hole Reissner--Nordstr\"{o}m…
This paper introduces a new method for discretizing and solving integral equation formulations of Maxwell's equations which achieves spectral accuracy for smooth surfaces. The approach is based on a hybrid Nystr\"om-collocation method using…
We present a new set of supersymmetric stationary solutions of pure N=4,d=4 supergravity (and, hence, of low-energy effective string theory) that generalize (and include) the Israel-Wilson-Perj\'es solutions of Einstein-Maxwell theory. All…
A sparse octree based parallel implementation of the lattice Boltzmann method for non-uniform meshes is presented in this paper. To couple grids of different resolutions, a second order accurate compact interpolation is employed and further…
In this work, we propose an adaptive geometric multigrid method for the solution of large-scale finite cell flow problems. The finite cell method seeks to circumvent the need for a boundary-conforming mesh through the embedding of the…
We propose and study a weakly convergent variant of the forward--backward algorithm for solving structured monotone inclusion problems. Our algorithm features a per-iteration deviation vector which provides additional degrees of freedom.…