A new weak boundary procedure for hyperbolic problems is presented. We consider high order finite difference operators of summation-by-parts form with weak boundary conditions and generalize that technique. The new boundary procedure is applied near boundaries in an extended domain where data is known. We show how to raise the order of accuracy of the scheme, how to modify the spectrum of the r...

An iterative approach for the solution refinement of the stationary Fokker–Planck equation is presented. The recursive use of a modified norm induced on the solution domain by the most recent estimate of the stationary probability density function, is shown to significantly improve the accuracy of the approximation over the standard L2-norm based Galerkin error projection. The modified norm is ...

In this article, we present a novel technique for boosting the order of accuracy of formally low-order finite difference schemes for time dependent partial differential equations by optimally selecting the time step used to advance the numerical solution. This technique allows us to extract as much accuracy as possible from existing finite difference schemes with minimal additional effort. Thro...

Let A be a mesh parameter corresponding to a finite element mesh for an elliptic problem. We describe preconditioning methods for two-level meshes which, for most problems solved in practice, behave as methods of optimal order in both storage and computational complexity. Namely, per mesh point, these numbers are bounded above by relatively small constants for all h > h0, where h0 is small enou...

The accurate conservative level set (ACLS) method of Desjardins et al. [O. Desjardins, V. Moureau, H. Pitsch, An accurate conservative level set/ghost fluid method for simulating turbulent atomization, J. Comput. Phys. 227 (18) (2008) 8395–8416] is extended by using a discontinuous Galerkin (DG) discretization. DG allows for the scheme to have an arbitrarily high order of accuracy with the smal...

An ordered partition of [n] := {1, 2, . . . , n} is a sequence of disjoint and nonempty subsets, called blocks, whose union is [n]. The aim of this paper is to compute some generating functions of ordered partitions by the transfer-matrix method. In particular, we prove several conjectures of Steingrı́msson, which assert that the generating function of some statistics of ordered partitions give ...

In this work we design and analyze a numerical method to solve efficiently two dimensional initial-boundary value reaction-diffusion problems, where the diffusion parameter can be very small in comparison with the reaction term. The method is defined by combining the Peaceman & Rachford alternating direction method to discretize in time with a finite difference scheme of HODIE type, which is de...

The application of a Method of Lines to a hyperbolic PDE with source terms gives rise to a system of ODEs containing terms that may have very different stiffness properties. In this case, Implicit-Explicit Runge-Kutta (IMEX-RK) schemes are particularly useful as high order time integrators because they allow an explicit handling of the convective terms, which can be discretized using the highly...