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We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…

Numerous practical medical problems often involve data that possess a combination of both sparse and non-sparse structures. Traditional penalized regularizations techniques, primarily designed for promoting sparsity, are inadequate to…

This work addresses research questions arising from the application of geometrically exact beam theory in the context of fluid-structure interaction (FSI). Geometrically exact beam theory has proven to be a computationally efficient way to…

This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…

We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…

A posteriori error analysis is a technique to quantify the error in particular simulations of a numerical approximation method. In this article, we use such an approach to analyze how various error components propagate in certain moving…

A single-step high-order implicit time integration scheme with controllable numerical dissipation at high frequencies is presented for the transient analysis of structural dynamic problems. The amount of numerical dissipation is controlled…

In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to 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…

A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…

We evaluate a number of different finite element approaches for fluid-structure (contact) interaction problems against data from physical experiments. For this we take the data from experiments by Hagemeier [Mendeley Data, doi:…

Despite its numerical challenges, finite element method is used to compute viscous fluid flow. A consensus on the cause of numerical problems has been reached; however, general algorithms---allowing a robust and accurate simulation for any…

This work is an attempt to develop an approximate scheme for estimating the volume-based truncation errors in the finite volume analysis of laminar flows. The volume-based truncation error is the net flow error across the faces of a control…

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…

In the previous work, Zhang et al. proposed a multi-resolution smoothed particle hydrodynamics (SPH) method for fluid-structure interactions (FSI) with achieving an optimized computational efficiency meanwhile maintaining good numerical…

Computational fluid dynamics (CFD) is increasingly used to study blood flows in patient-specific arteries for understanding certain cardiovascular diseases. The techniques work quite well for relatively simple problems, but need…

Extensive studies suggested that fluid mechanical markers of intracranial aneurysms (IAs) derived from Computational Fluid Dynamics (CFD) can indicate disease progression risks, but to date this has not been translated clinically. This is…

We propose an adaptive numerical solver for the study of viscoelastic 2D two-phase flows using the volume-of-fluid method. The scheme uses the robust log conformation tensor technique of Fattal & Kupferman (2004,2005} combined with the…

We analyse three time integration schemes for unfitted methods in fluid structure interaction. In Alghorithm 1 we propose a fully discrete monolithic algorithm with P1 P1 stabilized finite elements for the fluid problem; for this alghorithm…

In this paper, we consider a numerical method for the multi-term Caputo-Fabrizio time-fractional diffusion equations (with orders $\alpha_i\in(0,1)$, $i=1,2,\cdots,n$). The proposed method employs a fast finite difference scheme to…