相关论文: Upwind summation-by-parts finite differences: erro…
In this work, we provide a deep investigation of a family of arbitrary high order numerical methods for hyperbolic partial differential equations (PDEs), with particular emphasis on very high order versions, i.e., with order higher than 5.…
A general method for accelerating fixed point schemes for problems related to partial differential equations is presented in this article. The speedup is obtained by training a reduced-order model on-the-fly, removing the need to do an…
This paper deals with a high-order accurate implicit finite-difference approach to the pricing of barrier options. In this way various types of barrier options are priced, including barrier options paying rebates, and options on…
Cases have shown that WENO schemes usually behave robustly on problems containing shocks with high pressure ratios when uniformed or smooth grids are present, while nonlinear schemes based on WENO interpolations might relatively be liable…
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…
The problem of increasing the accuracy of an approximate solution is considered for boundary value problems for parabolic equations. For ordinary differential equations (ODEs), nonstandard finite difference schemes are in common use for…
We present a higher-order boundary condition for atomistic simulations of dislocations that address the slow convergence of standard supercell methods. The method is based on a multipole expansion of the equilibrium displacement, combining…
The design of numerical boundary conditions is a challenging problem that has been tackled in different ways depending on the nature of the problem and the numerical scheme used to solve it. In this paper we present a new weighted…
Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…
Finite difference schemes for the simulation of elastic waves in materi- als with jump discontinuities are presented. The key feature is the highly accurate treatment of interfaces where media discontinuities arise. The schemes are…
In this work a new finite element based Method of Relaxed Streamline Upwinding is proposed to solve hyperbolic conservation laws. Formulation of the proposed scheme is based on relaxation system which replaces hyperbolic conservation laws…
In this paper, we propose a new well-balanced fifth-order finite volume WENO method for solving one- and two-dimensional shallow water equations with bottom topography. The well-balanced property is crucial to the ability of a scheme to…
A high-order finite element method is proposed to solve the nonlinear convection-diffusion equation on a time-varying domain whose boundary is implicitly driven by the solution of the equation. The method is semi-implicit in the sense that…
We propose a new family of mapped WENO schemes by using several adaptive control functions and a smoothing approximation of the signum function. The proposed schemes introduce the adaptivity and admit an extensive permitted range of the…
This work characterizes the structure of third and forth order WENO weights by deducing data bounded condition on third order polynomial approximations. Using these conditions, non-linear weights are defined for third and fourth order data…
We analyze two types of summation-by-parts finite difference operators for approximating the second derivative with variable coefficient. The first type uses ghost points, while the second type does not use any ghost points. A previously…
In this paper, we introduce a high-order tensor-train (TT) finite volume method for the Shallow Water Equations (SWEs). We present the implementation of the $3^{rd}$ order Upwind and the $5^{th}$ order Upwind and WENO reconstruction schemes…
We derive and analyse well-posed boundary conditions for the linear shallow water wave equation. The analysis is based on the energy method and it identifies the number, location and form of the boundary conditions so that the initial…
In some previous works, two of the authors have introduced a strategy to develop high-order numerical methods for systems of balance laws that preserve all the stationary solutions of the system. The key ingredient of these methods is a…
We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…