Abstract: Variational energy minimization techniques for surface reconstruction are implemented by evolving an active surface according to the solutions of a sequence of elliptic partial differential equations (PDE's). For these techniques, most current approaches to solving the elliptic PDE are iterative involving the implementation of costly finite element methods (FEM) or finite difference methods (FDM). The heavy computational cost of these methods makes practical application to 3D surface reconstruction burdensome. In this paper, we develop a fast spectral method which is applied to 3D active surface reconstruction of star-shaped surfaces parameterized in polar coordinates. For this parameterization the Euler-Lagrange equation is a Helmholtz-type PDE governing a diffusion on the unit sphere. After linearization, we implement a spectral non-iterative solution of the Helmholtz equation by representing the active surface as a double Fourier series over angles in spherical coordinates. We show how this approach can be extended to include region-based penalization. A number of 3D examples and simulation results are presented to illustrate the performance of our fast spectral active surface algorithms.

Abstract: A numerical method for solving the fractional diffusion equation, which could also be easily extended to other fractional partial differential equations, is considered. In this paper we combine the forward time centered space (FTCS) method, well known for the numerical integration of ordinary diffusion equations, with the Grunwald--Letnikov discretization of the Riemann--Liouville derivative to obtain an explicit FTCS scheme for solving the fractional diffusion equation. The stability analysis of this scheme is carried out by means of a powerful and simple new procedure close to the well-known von Neumann method for nonfractional partial differential equations. The analytical stability bounds are in excellent agreement with numerical test. A comparison between exact analytical solutions and numerical predictions is made.

Abstract: In this paper, we present a continuous normalized gradient flow (CNGF) and prove its energy diminishing property, which provides a mathematical justification of the imaginary time method used in the physics literature to compute the ground state solution of Bose--Einstein condensates (BEC). We also investigate the energy diminishing property for the discretization of the CNGF. Two numerical methods are proposed for such discretizations: one is the backward Euler centered finite difference (BEFD) method, the other is an explicit time-splitting sine-spectral (TSSP) method. Energy diminishing for BEFD and TSSP for the linear case and monotonicity for BEFD for both linear and nonlinear cases are proven. Comparison between the two methods and existing methods, e.g., Crank--Nicolson finite difference (CNFD) or forward Euler finite difference (FEFD), shows that BEFD and TSSP are much better in terms of preserving the energy diminishing property of the CNGF. Numerical results in one, two, and three dimensions with magnetic trap confinement potential, as well as a potential of a stirrer corresponding to a far-blue detuned Gaussian laser beam, are reported to demonstrate the effectiveness of BEFD and TSSP methods. Furthermore we observe that the CNGF and its BEFD discretization can also be applied directly to compute the first excited state solution in BEC when the initial data is chosen as an odd function.

Abstract: SUMMARY We compare different finite-difference schemes for two-dimensional (2-D) acoustic frequency-domain forward modelling. The schemes are based on staggered-grid stencils of various accuracy and grid rotation strategies to discretize the derivatives of the wave equation. A combination of two staggered-grid stencils on the classical Cartesian coordinate system and the 45° rotated grid is the basis of the so-called mixed-grid stencil. This method is compared with a parsimonious staggered-grid method based on a fourth-order approximation of the first derivative operator. Averaging of the mass acceleration can be incorporated in the two stencils. Sponge-like perfectly matched layer absorbing boundary conditions are also examined for each stencil and shown to be effective. The deduced numerical stencils are examined for both the wavelength content and azimuthal variation. The accuracy of the fourth-order staggered-grid stencil is slightly superior in terms of phase velocity dispersion to that of the mixed-grid stencil when averaging of the mass acceleration term is applied to the staggered-grid stencil. For fourth-order derivative approximations, the classical staggered-grid geometry leads to a stencil that incorporates 13 grid nodes. The mixed-grid approach combines only nine grid nodes. In both cases, wavefield solutions are computed using a direct matrix solver based on an optimized multifrontal method. For this 2-D geometry, the staggered-grid strategy is significantly less efficient in terms of memory and CPU time requirements because of the enlarged bandwidth of the impedance matrix and increased number of coefficients in the discrete stencil. Therefore, the mixed-grid approach should be suggested as the routine scheme for 2-D acoustic wave propagation modelling in the frequency domain.

Abstract: 1 Linear Difference Equations.- 1.1 Difference Equations of the First Order.- 1.2 Difference Equations of the Second Order.- 1.3 Difference Equations with Constant Coefficients.- 2 Difference Schemes for First-Order Differential Equations.- 2.1 Single-Step Exact Difference Scheme and Its Applications.- 2.2 Taylor's Decomposition on Two Points and Its Applications.- 3 Difference Schemes for Second-Order Differential Equations.- 3.1 Two-Step Exact Difference Scheme and Its Applications.- 3.2 Taylor's Decomposition on Three Points and Its Applications.- 4 Partial Differential Equations of Parabolic Type.- 4.1 A Cauchy Problem. Well-posedness.- 4.2 Difference Schemes Generated by an Exact Difference Scheme.- 4.3 Single-Step Difference Schemes Generated by Taylor's Decomposition.- 5 Partial Differential Equations of Elliptic Type.- 5.1 A Boundary-Value Problem. Well-posedness.- 5.2 Difference Schemes Generated by an Exact Difference Scheme.- 5.3 Two-Step Difference Schemes Generated by Taylor's Decomposition.- 6 Partial Differential Equations of Hyperbolic Type.- 6.1 A Cauchy Problem.- 6.2 Difference Schemes Generated by an Exact Difference Scheme.- 6.3 Two-Step Difference Schemes Generated by Taylor's Decomposition.- 7 Uniform Difference Schemes for Perturbation Problems.- 7.1 A Cauchy Problem for Parabolic Equations.- 7.2 A Boundary-Value Problem for Elliptic Equations.- 7.3 A Cauchy Problem for Hyperbolic Equations.- 8 Appendix: Delay Parabolic Differential Equations.- 8.1 The Initial-Value Differential Problem.- 8.2 The Difference Schemes.- Comments on the Literature.

Abstract: The main theme of this paper is the construction of efficient, reliable and affordable error bounds for two families of quadrature methods for highly oscillatory integrals. We demonstrate, using asymptotic expansions, that the error can be bounded very precisely indeed at the cost of few extra derivative evaluations. Moreover, in place of derivatives it is possible to use finite difference approximations, with spacing inversely proportional to frequency. This renders the computation of error bounds even cheaper and, more importantly, leads to a new family of quadrature methods for highly oscillatory integrals that can attain arbitrarily high asymptotic order without computation of derivatives.

Abstract: Stability for nonlinear convection problems using centered difference schemes require the addition of artificial dissipation. In this paper we present dissipation operators that preserve both stability and accuracy for high order finite difference approximations of initial boundary value problems.

Abstract: A CFD model is proposed for numerical simulations of extremely nonlinear free-surface flows such as wave impact phenomena and violent wave–body interactions. The constrained interpolation profile (CIP) method is adopted as the base scheme for the model. The wave–body interaction is treated as a multiphase problem, which has liquid (water), gas (air), and solid (wave-maker and floating body) phases. The flow is represented by one set of governing equations, which are solved numerically on a nonuniform, staggered Cartesian grid by a finite-difference method. The free surface as well as the body boundary are immersed in the computation domain and captured by different methods. In this article, the proposed numerical model is first described. Then to validate the accuracy and demonstrate the capability, several two-dimensional numerical simulations are presented, and compared with experiments and with computations by other numerical methods. The numerical results show that the present computation model is both robust and accurate for violent free-surface flows.

Abstract: In this paper we present a novel numerical method for a degenerate partial differential equation, called the Black-Scholes equation, governing option pricing. The method is based on a fitted finite volume spatial discretization and an implicit time stepping technique. To derive the error bounds for the spatial discretization of the method, we formulate it as a Petrov-Galerkin finite element method with each basis function of the trial space being determined by a set of two-point boundary value problems defined on element edges. Stability of the discretization is proved and an error bound for the spatial discretization is established. It is also shown that the system matrix of the discretization is an M-matrix so that the discrete maximum principle is satisfied by the discretization. Numerical experiments are performed to demonstrate the effectiveness of the method.

Abstract: New mimetic discretizations of diffusion-type equations (for instance, equations modeling single phase Darcy flow in porous media) on unstructured polygonal meshes are derived. The first order convergence rate for the fluid velocity and the second-order convergence rate for the pressure on polygonal, locally refined and non-matching meshes are demonstrated with numerical experiments.

Abstract: This paper describes the applications of the method of fundamental solutions (MFS) for 1-, 2- and 3-D diffusion equations. The time-dependent fundamental solutions for diffusion equations are used directly to obtain the solution as a linear combination of the fundamental solution of the diffusion operator. The proposed scheme is free from the conventionally used Laplace transform or the finite difference scheme to deal with the time derivative of the governing equation. By properly placing the field points and the source points at a given time level, the solution is advanced in time until steady state solutions are reached. Test results obtained for 1-, 2- and 3-D diffusion problems show good comparisons with the analytical solutions and some with the MFS based on the modified Helmholtz fundamental solutions, thus the demonstration present numerical scheme of MFS with the space–time unification has been demonstrated as a promising mesh-free numerical tool to solve homogeneous diffusion problem.

Abstract: A hybrid approach for solving the nonlinear Poisson-Boltzmann equation (PBE) is presented. Under this approach, the electrostatic potential is separated into (1) a linear component satisfying the linear PBE and solved using a fast boundary element method and (2) a correction term accounting for nonlinear effects and optionally, the presence of an ion-exclusion layer. Because the correction potential contains no singularities (in particular, it is smooth at charge sites) it can be accurately and efficiently solved using a finite difference method. The motivation for and formulation of such a decomposition are presented together with the numerical method for calculating the linear and correction potentials. For comparison, we also develop an integral equation representation of the solution to the nonlinear PBE. When implemented upon regular lattice grids, the hybrid scheme is found to outperform the integral equation method when treating nonlinear PBE problems. Results are presented for a spherical cavity containing a central charge, where the objective is to compare computed 1D nonlinear PBE solutions against ones obtained with alternate numerical solution methods. This is followed by examination of the electrostatic properties of nucleic acid structures.

Abstract: This paper presents the relationships between some numerical methods suitable for a heterogeneous elliptic equation with application to reservoir simulation The methods discussed are the classical mixed finite element method (MFEM), the control-volume mixed finite element method (CVMFEM), the support operators method (SOM), the enhanced cell-centered finite difference method (ECCFDM), and the multi-point flux-approximation (MPFA) control-volume method These methods are all locally mass conservative, and handle general irregular grids with anisotropic and heterogeneous discontinuous permeability In addition to this, the methods have a common weak continuity in the pressure across the edges, which in some cases corresponds to Lagrange multipliers It seems that this last property is an essential common quality for these methods

Abstract: We study the applicability of meshfree approximation schemes for the solution of multi‐asset American option problems. In particular, we consider a penalty method which allows us to remove the free and moving boundary by adding a small and continuous penalty term to the Black‐Scholes equation. Time discretization is achieved by a linearly implicit θ method. A comparison with results obtained recently by two of the authors using a linearly implicit finite difference method is included.

Abstract: An extension of the finite difference time domain is applied to solve the Schrodinger equation. A systematic analysis of stability and convergence of this technique is carried out in this article. The numerical scheme used to solve the Schrodinger equation differs from the scheme found in electromagnetics. Also, the unit cell employed to model quantum devices is different from the Yee cell used by the electrical engineering community. A bound for the time step is derived to ensure stability. Several numerical experiments in quantum structures demonstrate the accuracy of a second order, comparable to the analysis of electromagnetic devices with the Yee cell.