A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and E. Vanden-Eijnden, Comm. Pure Appl. Math., 58(11):1544–1585, 2005]. The class of problems that we consider are SPDEs with quadratic nonlinearities that were s...

In this manuscript we construct extrapolated multirate discretization methods that allow to efficiently solve problems that have components with different dynamics. This approach is suited for the time integration of multiscale ordinary and partial differential equations and provides highly accurate discretizations. We analyze the linear stability properties of the multirate explicit and linear...

Database federations are employed more and more in situations involving virtual and integrated information on demand, e.g., real-time integration of two databases. Heterogeneity in hardware and software platforms, as well heterogeneity in underlying semantics of participating local databases, makes it a hard challenge to design a consistent and well-performing global database federation. The OR...

The development of numerical methods for the solution of partial differential equations (PDEs) with nonlocal boundary conditions is important, since such type of problems arise as mathematical models of various real-world processes. We use radial basis function (RBF) collocation technique for the solution of a multidimensional linear elliptic equation with classical Dirichlet boundary condition...

Article history: Received 4 June 2009 Received in revised form 6 April 2010 Accepted 31 May 2010 Available online 8 June 2010

Numerical methods for linear kinetic equations based on moment expansions for a discretization in the velocity direction are examined. The moment equations are hyperbolic systems which can be shown to converge to the kinetic equation as the order of the expansion tends to innnity and to a drift-diiusion model as the Knudsen number tends to zero. A discretiza-tion of the moment equations with re...

This paper is devoted to the simulation of acoustic, electromagnetic and elastodynamic wave propagation problems in a unified manner. We focus on the finite integration technique for the spatial discretization of the first-order wave equation systems using lowest order elements. A universal framework of staggered grids is set up in which the application of the finite integration technique for a...

This paper presents a time-domain formulation called Explicit Green’s approach (ExGA) linear method for the solution of the bioheat equation. Starting from the hyperbolic bioheat equation, which includes the parabolic one as a special case, the linear method is incorporated into the standard ExGA time marching scheme. The numerical Green’s function is firstly computed in the Laplace transform d...

This paper proposes a real-time simulation technique for thin shells undergoing large deformation. Shells are thin objects such as leaves and papers that can be abstracted as 2D structures. Development of a satisfactory physical model that runs in real-time but produces visually convincing animation of thin shells has been remaining a challenge in computer graphics. Rather than resorting to she...

New algorithms for the numerical solution of Ordinary Differential Equations (ODEs) with initial condition are proposed. They are designed for work on a new kind of a supercomputer – the Infinity Computer, – that is able to deal numerically with finite, infinite and infinitesimal numbers. Due to this fact, the Infinity Computer allows one to calculate the exact derivatives of functions using in...