相关论文: Computing Nearly Singular Solutions Using Pseudo-S…
The 2D Euler equations are a simple but rich set of non-linear PDEs that describe the evolution of an ideal inviscid fluid, for which one dimension is negligible. Solving numerically these equations can be extremely demanding. Several…
In this paper, we propose a numerical method to approximate the solution of partial differential equations in irregular domains with no-flux boundary conditions by means of spectral methods. The main features of this method are its…
A new discrete-velocity model is presented to solve the three-dimensional Euler equations. The velocities in the model are of an adaptive nature---both the origin of the discrete-velocity space and the magnitudes of the discrete-velocities…
Numerical methods for the Euler equations with a singular source are discussed in this paper. The stationary discontinuity induced by the singular source and its coupling with the convection of fluid presents challenges to numerical…
We apply pseudo-spectral methods to integrate functional flow equations with high accuracy, extending earlier work on functional fixed point equations \cite{Borchardt:2015rxa}. The advantages of our method are illustrated with the help of…
Spectral methods provide an elegant and efficient way of numerically solving differential equations of all kinds. For smooth problems, truncation error for spectral methods vanishes exponentially in the infinity norm and $L_2$-norm.…
In this work, we concern with the high order numerical methods for coupled forward-backward stochastic differential equations (FBSDEs). Based on the FBSDEs theory, we derive two reference ordinary differential equations (ODEs) from the…
A general a posteriori error analysis applies to five lowest-order finite element methods for two fourth-order semi-linear problems with trilinear non-linearity and a general source. A quasi-optimal smoother extends the source term to the…
In this paper, we develop numerical methods for solving Stochastic Differential Equations (SDEs) with solutions that evolve within a hypercube $D$ in $\mathbb{R}^d$. Our approach is based on a convex combination of two numerical flows, both…
This paper considers the strong error analysis of the Euler and fast Euler methods for nonlinear overdamped generalized Langevin equations driven by the fractional noise. The main difficulty lies in handling the interaction between the…
We present the components of a high-order accurate Navier-Stokes solver designed to simulate high-Reynolds-number stratified flows. The proposed numerical model addresses some of the numerical and computational challenges that…
In this paper, we propose a novel approximation strategy for time-dependent hyperbolic systems of conservation laws for the Euler system of gas dynamics that aims to represent the dynamics of strong interacting discontinuities. The goal of…
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.…
Spectral methods yield numerical solutions of the Galerkin-truncated versions of nonlinear partial differential equations involved especially in fluid dynamics. In the presence of discontinuities, such as shocks, spectral approximations…
We introduce and analyze various Regularized Combined Field Integral Equations (CFIER) formulations of time-harmonic Navier equations in media with piece-wise constant material properties. These formulations can be derived systematically…
Typical fully conservative discretizations of the Euler compressible single or multi-component fluid equations governed by a real-fluid equation of state exhibit spurious pressure oscillations due to the nonlinearity of the thermodynamic…
We extensively study the numerical accuracy of the well-known time splitting Fourier spectral method for the approximation of singular solutions of the Gross-Pitaevskii equation. In particular, we explore its capability of preserving a…
It is well known that the Euler method for a random ordinary differential equation $\mathrm{d}X_t/\mathrm{d}t = f(t, X_t, Y_t)$ driven by a stochastic process $\{Y_t\}_t$ with $\theta$-H\"older sample paths is estimated to be of strong…
A high-frequency recovered fully discrete low-regularity integrator is constructed to approximate rough and possibly discontinuous solutions of the semilinear wave equation. The proposed method, with high-frequency recovery techniques, can…
We present approximate algorithms for performing smoothing in a class of high-dimensional state-space models via sequential Monte Carlo methods ("particle filters"). In high dimensions, a prohibitively large number of Monte Carlo samples…