相关论文: Efficient implementation of characteristic-based s…
In this paper we develop new techniques for revealing geometrical structures in phase space that are valid for aperiodically time dependent dynamical systems, which we refer to as Lagrangian descriptors. These quantities are based on the…
Dimensionally split advection schemes are attractive for atmospheric modelling due to their efficiency and accuracy in each spatial dimension. Accurate long time-steps can be achieved without significant cost using the flux-form…
Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…
In this paper, we consider a finite difference grid-based semi-Lagrangian approach in solving the Vlasov-Poisson (VP) system. Many of existing methods are based on dimensional splitting, which decouples the problem into solving linear…
Time integration of ODEs or time-dependent PDEs with required resolution of the fastest time scales of the system, can be very costly if the system exhibits multiple time scales of different magnitudes. If the different time scales are…
Semi-Lagrangian methods are numerical methods designed to find approximate solutions to particular time-dependent partial differential equations (PDEs) that describe the advection process. We propose semi-Lagrangian one-step methods for…
A new high order accurate semi-implicit space-time Discontinuous Galerkin method on staggered grids, for the simulation of viscous incompressible flows on two-dimensional domains is presented. The designed scheme is of the Arbitrary…
In this paper, we propose new geometrically unfitted space-time Finite Element methods for partial differential equations posed on moving domains of higher order accuracy in space and time. As a model problem, the convection-diffusion…
Multi-adaptive Galerkin methods are extensions of the standard continuous and discontinuous Galerkin methods for the numerical solution of initial value problems for ordinary or partial differential equations. In particular, the…
Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a…
In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…
Many iterative parallel-in-time algorithms have been shown to be highly efficient for diffusion-dominated partial differential equations (PDEs), but are inefficient or even divergent when applied to advection-dominated PDEs. We consider the…
Sparse grids based on Lagrange polynomials have become one of the staple methods for approximating functions that are high-dimensional and expensive to evaluate, in the context e.g. of PDE-based parametric design exploration. They are…
Semi-Lagrangian schemes have proven to be very efficient to model advection problems. However most semi-Lagrangian schemes are not conservative. Here, a systematic method is introduced in order to enforce the conservative property on a…
Algorithm configuration methods optimize the performance of a parameterized heuristic algorithm on a given distribution of problem instances. Recent work introduced an algorithm configuration procedure ("Structured Procrastination") that…
Numerical solutions of hyperbolic partial differential equations(PDEs) are ubiquitous in science and engineering. Method of lines is a popular approach to discretize PDEs defined in spacetime, where space and time are discretized…
Motivated by considering partial differential equations arising from conservation laws posed on evolving surfaces, a new numerical method for an advection problem is developed and simple numerical tests are performed. The method is based on…
An efficient $hp$-multigrid scheme is presented for local discontinuous Galerkin (LDG) discretizations of elliptic problems, formulated around the idea of separately coarsening the underlying discrete gradient and divergence operators. We…
We investigate the geometric structure of adjoint systems associated with evolutionary partial differential equations at the fully continuous, semi-discrete, and fully discrete levels and the relations between these levels. We show that the…
In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…